# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-26-063340
**Filing Date:** 2026-6
**Character Count:** 236629
**Document Hash:** 3b2a2eda9c55899bc0ec7eb94e6a1752
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-063340.hdr.sgml**: 20260618

**ACCESSION NUMBER**: 0001410368-26-063340

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260618

**DATE AS OF CHANGE**: 20260618

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04556
- **FILM NUMBER:** 261103779

**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 Balanced II (Series ID: S000054678)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000171790 | R            | TBLRX           |
| C000171792 | I3           | TBLTX           |

## 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 Balanced II

- **b. EDGAR series identifier (if any):** S000054678

- **c. LEI of Series:** 549300QB8W7E44V15T39

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $76693560.06

**Total Liabilities:** $5853799.27

**Net Assets:** $70839760.79

**Delayed Delivery Securities:** $5369083.30

**Cash Not Reported:** $30437.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -23.72000000 | **1-Year:** -624.57000000 | **5-Year:** -2443.63000000 | **10-Year:** -2946.67000000 | **30-Year:** -512.28000000

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

- **3-Month:** -2.64000000 | **1-Year:** -103.69000000 | **5-Year:** -353.45000000 | **10-Year:** -189.68000000 | **30-Year:** -52.67000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171792 | 0.00%                | -3.87%               | 6.28%                |
| Class ID C000171790 | 0.00%                | -3.87%               | 6.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $286367.77               | $-360799.40                                |
| Month 2  | $314704.36               | $-3155704.25                               |
| Month 3  | $284024.37               | $3780864.47                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### Schedule of Portfolio Investments

| Name                                       | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hilton Grand Vacations Trust               | Hilton Grand Vacations Trust                                                  | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69193 | PA      | $68978.30     | 0.10%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                   | Safehold GL Holdings LLC                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     40000 | PA      | $42083.07     | 0.06%             | 2034-04-01      | Fixed         | 6.10%                 | 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        |     70000 | PA      | $69743.31     | 0.10%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                  | Towd Point Mortgage Trust                                                     | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      6101 | PA      | $6031.82      | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $16124.77     | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co.                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38879.33     | 0.05%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31410KN34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19964 | PA      | $20622.29     | 0.03%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                   | Vantage Data Centers LLC                                                      | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $77641.89     | 0.11%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                   | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     57000 | PA      | $56709.11     | 0.08%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC             | Manhattan Asset Funding Co. LLC                                               | CUSIP: 56274MFF4<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248780.78    | 0.35%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                   | EQT Corp.                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1245 | NS      | $74799.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $56737.66     | 0.08%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                      | Chile Electricity Lux MPC II SARL                                             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    195501 | PA      | $199704.27    | 0.28%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79000 | PA      | $58105.12     | 0.08%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    564000 | PA      | $528860.23    | 0.75%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     43000 | PA      | $34422.73     | 0.05%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $98076.56     | 0.14%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                   | OBX Trust                                                                     | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |     51167 | PA      | $51464.32     | 0.07%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                             | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       129 | NS      | $22772.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                 | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       424 | NS      | $164724.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3138AMVS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       102 | PA      | $101.76       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18519.00     | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                     | NXP BV/NXP Funding LLC/NXP USA, Inc.                                          | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     47000 | PA      | $46997.59     | 0.07%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56000 | PA      | $55359.06     | 0.08%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62736.67     | 0.09%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     54000 | PA      | $53839.74     | 0.08%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209000 | PA      | $205883.86    | 0.29%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                              | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       526 | NS      | $94001.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                        | Petroleos Mexicanos                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     58000 | PA      | $59039.05     | 0.08%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | Roper Technologies, Inc.                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31976.56     | 0.05%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       627 | PA      | $657.02       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                       | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       421 | NS      | $182932.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59025.54     | 0.08%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3138Y3DW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23034 | PA      | $23659.60     | 0.03%             | 2041-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29249.65     | 0.04%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240000 | PA      | $244999.81    | 0.35%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43764.86     | 0.06%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        88 | NS      | $13889.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                              | Welltower, Inc.                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |       738 | NS      | $160396.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglesea Funding LLC                       | Anglesea Funding LLC                                                          | CUSIP: 0347M3E59<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        |    275000 | PA      | $274858.79    | 0.39%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust        | New Residential Mortgage Loan Trust                                           | CUSIP: 64829NAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     15621 | PA      | $15045.43     | 0.02%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                 | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      4695 | NS      | $159583.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44556.32     | 0.06%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                | Hertz Vehicle Financing III LLC                                               | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100962.78    | 0.14%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                              | EchoStar Corp.                                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       109 | NS      | $13422.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64610.11     | 0.09%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     51000 | PA      | $41568.24     | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                       | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       490 | NS      | $98627.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106000 | PA      | $102869.69    | 0.15%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                 | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       315 | NS      | $134624.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27859.15     | 0.04%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                 | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4261 | NS      | $261795.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $113175.00    | 0.16%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       565 | NS      | $152256.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Verto Capital I-A LLC                      | Verto Capital I-A LLC                                                         | CUSIP: 92544LF40<br>LEI: 254900ANIP6J04OFNA54 | Long             | STIV             | CORP              | LU        |    250000 | PA      | $249043.58    | 0.35%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                     | TPG Operating Group II LP                                                     | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35492.00     | 0.05%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2174 | NS      | $499693.90    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES          | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    138000 | PA      | $137316.00    | 0.19%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1086 | NS      | $318838.74    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14306.52     | 0.02%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                   | Britannia Funding Co. LLC                                                     | CUSIP: 11042MF52<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |    300000 | PA      | $298852.20    | 0.42%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       803 | NS      | $297495.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    389000 | PA      | $354043.04    | 0.50%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    413000 | PA      | $330356.02    | 0.47%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1747 | NS      | $288377.29    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                         | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       103 | NS      | $98863.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                        | Petroleos Mexicanos                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     17000 | PA      | $15547.52     | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp       | International Business Machines Corp.                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       187 | NS      | $43193.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                              | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2164 | NS      | $318692.28    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      4924 | NS      | $404900.52    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33240.75     | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $121401.76    | 0.17%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                         | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      4270 | NS      | $417947.60    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                                          | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66376.94     | 0.09%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc              | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       783 | NS      | $253746.81    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                             | Rocket Cos., Inc.                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35519.23     | 0.05%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    869298 | PA      | $869297.96    | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53233.83     | 0.08%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                   | Huntington Ingalls Industries, Inc.                                           | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44567.72     | 0.06%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $65609.41     | 0.09%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168031 | PA      | $169495.83    | 0.24%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81367.30     | 0.11%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                 | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2094 | NS      | $442504.08    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECH INC                     | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16567.53     | 0.02%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     68000 | PA      | $50090.09     | 0.07%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     33000 | PA      | $33152.32     | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Ball Corp                                  | Ball Corp.                                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       264 | NS      | $16125.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC            | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       490 | NS      | $330083.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81000 | PA      | $56257.03     | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                 | Ventas, Inc.                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      2606 | NS      | $228963.16    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                  | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59209.97     | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                   | Duke Energy Progress LLC                                                      | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     31000 | PA      | $22507.24     | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $201649.22    | 0.28%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $146670.67    | 0.21%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                      | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     63000 | PA      | $70856.98     | 0.10%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                    | Laboratory Corp. of America Holdings                                          | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20896.68     | 0.03%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                      | Foundry JV Holdco LLC                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202988.88    | 0.29%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68000 | PA      | $68042.50     | 0.10%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                      | Costco Wholesale Corp.                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        54 | NS      | $54784.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     62000 | PA      | $66459.01     | 0.09%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                          | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       358 | NS      | $88916.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1000 | PA      | $978.43       | 0.00%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust        | New Residential Mortgage Loan Trust                                           | CUSIP: 64829HAD9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     13087 | PA      | $12393.01     | 0.02%             | 2056-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $69051.56     | 0.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                   | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49154.72     | 0.07%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8453.73      | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                              | J.M. Smucker Co.                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12603.41     | 0.02%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67340.93     | 0.10%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp        | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2804 | NS      | $148331.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                 | Masco Corp.                                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1488 | NS      | $106868.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                            | CMS Energy Corp.                                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8740.89      | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42000 | PA      | $42697.27     | 0.06%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $61323.24     | 0.09%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                          | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2325 | NS      | $326825.25    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                     | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       587 | NS      | $55448.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                      | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2242 | NS      | $328497.84    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP                                | Hexcel Corp.                                                                  | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14007.43     | 0.02%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                           | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    335000 | PA      | $334103.04    | 0.47%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    195510 | NS      | $195510.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                      | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       923 | NS      | $477338.68    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189000 | PA      | $140686.88    | 0.20%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                      | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       442 | NS      | $141444.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1859 | NS      | $237914.82    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NA CAPITAL                              | ZF North America Capital, Inc.                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147763.13    | 0.21%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                  | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       171 | NS      | $55917.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                          | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       602 | NS      | $46185.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hin Timeshare Trust                        | HINNT LLC                                                                     | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44652 | PA      | $45124.50     | 0.06%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28000 | PA      | $26753.13     | 0.04%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55817.71     | 0.08%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36037.37     | 0.05%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54302.93     | 0.08%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159346 | PA      | $158251.81    | 0.22%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                             | Salesforce, Inc.                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29917.13     | 0.04%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41528.97     | 0.06%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12241.78     | 0.02%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1102 | NS      | $29798.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     74000 | PA      | $40584.38     | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                         | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1058 | NS      | $114793.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust        | New Residential Mortgage Loan Trust                                           | CUSIP: 64829DAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     15255 | PA      | $14671.84     | 0.02%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp.                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31973.71     | 0.05%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Cancara Asset Securitisation LLC           | Cancara Asset Securitisation LLC                                              | CUSIP: 13738KE45<br>LEI: N/A                  | Long             | STIV             | CORP              | JE        |    275000 | PA      | $274886.73    | 0.39%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23000 | PA      | $22055.74     | 0.03%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147000 | PA      | $147597.19    | 0.21%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84000 | PA      | $84236.25     | 0.12%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust        | New Residential Mortgage Loan Trust                                           | CUSIP: 64829JAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     25204 | PA      | $24490.92     | 0.03%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                        | Georgia-Pacific LLC                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30393.71     | 0.04%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30681.08     | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                                                | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $17178.96     | 0.02%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                   | Goldman Sachs Private Credit Corp.                                            | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31730.69     | 0.04%             | 2031-06-16      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34692.96     | 0.05%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                              | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2234 | NS      | $180886.98    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68476.14     | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    162000 | PA      | $162487.27    | 0.23%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                   | American Airlines Pass-Through Trust                                          | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14135 | PA      | $13767.47     | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46892.68     | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                 | Advanced Micro Devices, Inc.                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       955 | NS      | $338537.95    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                | PepsiCo, Inc.                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2736 | NS      | $433628.64    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                                  | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47296.94     | 0.07%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    127504 | PA      | $97567.57     | 0.14%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                      | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1143 | NS      | $321274.44    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                              | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       250 | NS      | $71955.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                        | Vulcan Materials Co.                                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       298 | NS      | $89918.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43215.67     | 0.06%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                               | Synopsys, Inc.                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27002.90     | 0.04%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                            | Impac CMB Trust                                                               | CUSIP: 45254NJV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1677 | PA      | $1675.77      | 0.00%             | 2034-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $28459.72     | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC          | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25352 | PA      | $25805.92     | 0.04%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18768.91     | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                               | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4201 | NS      | $1616544.80   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                   | Visa, Inc.                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1360 | NS      | $448582.40    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd                         | Macquarie Bank Ltd.                                                           | CUSIP: 55607LF58<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |    275000 | PA      | $273963.80    | 0.39%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                            | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1859 | NS      | $179765.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5187 | PA      | $5437.70      | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20874.00     | 0.03%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                             | NRG Energy, Inc.                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       142 | NS      | $22092.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                     | Boston Scientific Corp.                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2639 | NS      | $152032.79    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     21000 | PA      | $21105.59     | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       355 | NS      | $32056.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                          | Lam Research Corp.                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1687 | NS      | $435009.82    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                            | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3100 | NS      | $215977.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                      | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1018 | NS      | $298874.62    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                        | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       910 | NS      | $135790.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC   | Avis Budget Rental Car Funding AESOP LLC                                      | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    108000 | PA      | $110163.38    | 0.16%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61321.57     | 0.09%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares, Inc.                                               | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60694.49     | 0.09%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                   | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12942.74     | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC              | JGWPT XXVIII LLC                                                              | CUSIP: 46617FAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |     82299 | PA      | $75170.18     | 0.11%             | 2067-04-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| State Street Corp                          | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       131 | NS      | $20022.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    103000 | PA      | $102975.86    | 0.15%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3138XCST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4269 | PA      | $4228.14      | 0.01%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                   | OBX Trust                                                                     | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |     81602 | PA      | $81489.55     | 0.12%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49807.56     | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                             | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1498 | NS      | $357707.42    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69058.48     | 0.10%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63328.77     | 0.09%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69094.13     | 0.10%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                           | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48478.14     | 0.07%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                      | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30578.88     | 0.04%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3138ABBJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       252 | PA      | $259.39       | 0.00%             | 2041-03-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13138.14     | 0.02%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International, Inc.                                             | CUSIP: 71838ME48<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299877.15    | 0.42%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26221.23     | 0.04%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5780 | NS      | $2356968.40   | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54500.28     | 0.08%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                         | Ingersoll Rand, Inc.                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27629.87     | 0.04%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $44934.38     | 0.06%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146111.24    | 0.21%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    223251 | PA      | $232317.45    | 0.33%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72891.99     | 0.10%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                         | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       370 | NS      | $121541.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                       | GCAT Trust                                                                    | CUSIP: 36831QAC5<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     96676 | PA      | $96168.20     | 0.14%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                        | American Tower Corp.                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       237 | NS      | $43302.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                    | Illinois Tool Works, Inc.                                                     | CUSIP: 4523EMFA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248925.28    | 0.35%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                               | Veralto Corp.                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30719.01     | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                         | IQVIA Holdings, Inc.                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       153 | NS      | $24230.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                  | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |       354 | NS      | $21332.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     69300 | PA      | $54912.13     | 0.08%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $177981.64    | 0.25%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                               | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       857 | NS      | $270066.41    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                     | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       908 | NS      | $447226.32    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6800 | PA      | $7129.06      | 0.01%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                               | Newmont Corp.                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       345 | NS      | $38326.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     58000 | PA      | $51298.28     | 0.07%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     18323 | NS      | $3656721.11   | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                    | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13757.34     | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13710 | PA      | $13915.72     | 0.02%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3140QUVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171846 | PA      | $175630.18    | 0.25%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                           | LMA-Americas LLC                                                              | CUSIP: 53944RFR4<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |    275000 | PA      | $273345.35    | 0.39%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     46000 | PA      | $26804.68     | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                        | HINNT LLC                                                                     | CUSIP: 433401AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61669 | PA      | $61245.70     | 0.09%             | 2045-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                                          | CUSIP: 369604BF9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13454.47     | 0.02%             | 2042-10-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Verto Capital I Compartment C              | Verto Capital I Compartment C                                                 | CUSIP: 92544XGN1<br>LEI: 635400YWQCAXRUTWKF95 | Long             | STIV             | CORP              | LU        |    250000 | PA      | $247717.50    | 0.35%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                               | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1689 | NS      | $199149.99    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2758 | NS      | $1053390.52   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL AEROSPACE INC                    | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20761.64     | 0.03%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                          | GXO Logistics, Inc.                                                           | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42858.78     | 0.06%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                    | Laboratory Corp. of America Holdings                                          | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41015.73     | 0.06%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co.                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     49000 | PA      | $53587.36     | 0.08%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust         | Alternative Loan Trust                                                        | CUSIP: 02151BBG2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    136692 | PA      | $50945.93     | 0.07%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                            | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       525 | NS      | $152554.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGI CAP USA LLC                    | TotalEnergies Capital USA LLC                                                 | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60322.26     | 0.09%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2287 | PA      | $2397.73      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                     | Sempra                                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2142 | NS      | $203747.04    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31416TL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10375 | PA      | $10502.25     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                         | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2649 | NS      | $274833.75    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46153.59     | 0.07%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc          | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      6541 | PA      | $6464.36      | 0.01%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                  | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       367 | NS      | $183918.38    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                      | Southwest Airlines Co.                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58568.89     | 0.08%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40480.10     | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33551.93     | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                 | BXG Receivables Note Trust                                                    | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |     33119 | PA      | $33530.38     | 0.05%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2561 | NS      | $337872.73    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust        | New Residential Mortgage Loan Trust                                           | CUSIP: 64828MAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     44803 | PA      | $43264.82     | 0.06%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                               | Fortinet, Inc.                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       458 | NS      | $38613.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31416CCW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6180 | PA      | $6148.94      | 0.01%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                               | Synopsys, Inc.                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14405.65     | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4024 | NS      | $621023.92    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                | Corning, Inc.                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       304 | NS      | $49928.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $135469.34    | 0.19%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $127415.23    | 0.18%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                    | SCF Equipment Leasing LLC                                                     | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101269.56    | 0.14%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                            | Sandisk Corp.                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $15351.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3140XKTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143675 | PA      | $142418.92    | 0.20%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13398.11     | 0.02%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21509.58     | 0.03%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    108100 | PA      | $78414.73     | 0.11%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    572000 | PA      | $550152.84    | 0.78%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                         | RGA Global Funding                                                            | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56377.74     | 0.08%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154869 | PA      | $156489.33    | 0.22%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                  | Palantir Technologies, Inc.                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1203 | NS      | $167349.33    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98000 | PA      | $92265.47     | 0.13%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3140XPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276316 | PA      | $273225.19    | 0.39%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                        | Abbott Laboratories                                                           | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34776.29     | 0.05%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                   | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     54000 | PA      | $55324.02     | 0.08%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iskandar Enterprise LLC                    | Iskandar Enterprise LLC                                                       | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $109979.36    | 0.16%             | 2056-04-17      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46000 | PA      | $36410.08     | 0.05%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                      | Keysight Technologies, Inc.                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9940.66      | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                            | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8761.05      | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc              | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       124 | NS      | $76764.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62628.46     | 0.09%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                  | Towd Point Mortgage Trust                                                     | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      1855 | PA      | $1848.45      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust               | Hilton Grand Vacations Trust                                                  | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15002 | PA      | $15221.32     | 0.02%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                     | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1155 | NS      | $547008.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9090.98      | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28000 | PA      | $26958.75     | 0.04%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                               | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       363 | NS      | $61219.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                   | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69267.09     | 0.10%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2752.58      | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                   | Health Care Service Corp. A Mutual Legal Reserve Co.                          | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7556.83      | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                   | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $80340.65     | 0.11%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31410FRW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18442 | PA      | $19018.44     | 0.03%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                     | NBCUniversal Media LLC                                                        | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33102.90     | 0.05%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                        | TransDigm Group, Inc.                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $134557.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                            | MVW LLC                                                                       | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33300 | PA      | $33413.57     | 0.05%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2681 | NS      | $250968.41    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                 | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       404 | NS      | $133154.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                   | Fortitude Group Holdings LLC                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18438.90     | 0.03%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                           | CUSIP: 912797UP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    203000 | PA      | $201502.82    | 0.28%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust           | IndyMac INDX Mortgage Loan Trust                                              | CUSIP: 45669JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70744 | PA      | $50332.60     | 0.07%             | 2037-08-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                            | MVW LLC                                                                       | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90143 | PA      | $89588.92     | 0.13%             | 2044-10-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11726.80     | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                    | Blackstone Secured Lending Fund                                               | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19716.67     | 0.03%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    156000 | PA      | $152709.38    | 0.22%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                 | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1120 | NS      | $291872.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                             | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1078 | NS      | $542147.76    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                   | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     12302 | NS      | $321451.26    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67918.68     | 0.10%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                       | ERAC USA Finance LLC                                                          | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37904.53     | 0.05%             | 2036-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                    | Hyundai Capital America                                                       | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69292.41     | 0.10%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                               | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3578 | NS      | $1493564.54   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      7960 | NS      | $425541.60    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                     | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5996.26      | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                  | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1825 | NS      | $696474.75    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                 | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      3470 | NS      | $196610.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $24781.25     | 0.03%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13231.64     | 0.02%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    974000 | PA      | $852534.91    | 1.20%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56000 | PA      | $54904.06     | 0.08%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    101000 | PA      | $101035.51    | 0.14%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                 | HEICO Corp.                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47845.76     | 0.07%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49649.39     | 0.07%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                 | Intel Corp.                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       724 | NS      | $68403.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55345.45     | 0.08%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9126.72      | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                        | Fifth Third Bancorp                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63475.04     | 0.09%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142JCB66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137138 | PA      | $133666.32    | 0.19%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9852.89      | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $104315.04    | 0.15%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37856.77     | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29138.21     | 0.04%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust               | CSMC Trust                                                                    | CUSIP: 12657GAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     83806 | PA      | $75693.64     | 0.11%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC          | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50905 | PA      | $50957.11     | 0.07%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42038.36     | 0.06%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Co LLC           | Concord Minutemen Capital Co. LLC                                             | CUSIP: 2063C1FR6<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | STIV             | CORP              | US        |    275000 | PA      | $273341.94    | 0.39%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43846.87     | 0.06%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association REMICS, Interest Only STRIPS         | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54447 | PA      | $796.48       | 0.00%             | 2053-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                    | Transcontinental Gas Pipe Line Co. LLC                                        | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41673.64     | 0.06%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31417SBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20170 | PA      | $20416.61     | 0.03%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                 | Intuit, Inc.                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7227.32      | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    192000 | PA      | $187950.00    | 0.27%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                 | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       414 | NS      | $166970.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbird Funding Corp                      | Starbird Funding Corp.                                                        | CUSIP: 85520MF32<br>LEI: 549300A8DDPP6QJBB522 | Long             | STIV             | CORP              | US        |    275000 | PA      | $274012.01    | 0.39%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                  | Towd Point Mortgage Trust                                                     | CUSIP: 89170VAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     61472 | PA      | $58301.29     | 0.08%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     56000 | PA      | $53510.22     | 0.08%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53615.15     | 0.08%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc               | Apollo Global Management, Inc.                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       788 | NS      | $101431.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                    | SBA Communications Corp.                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       326 | NS      | $72111.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                        | Arista Networks, Inc.                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1205 | NS      | $208115.55    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                            | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29808.69     | 0.04%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                          | GXO Logistics, Inc.                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17943.58     | 0.03%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $62532.03     | 0.09%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC          | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826943AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22605 | PA      | $22775.71     | 0.03%             | 2040-01-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48000 | PA      | $47452.50     | 0.07%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    263000 | PA      | $258695.43    | 0.37%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                            | Lloyds Bank PLC                                                               | CUSIP: 53943SEB9<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |    315000 | PA      | $314641.44    | 0.44%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57489.65     | 0.08%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank5                                      | Bank5                                                                         | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $178721.32    | 0.25%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                 | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       506 | NS      | $155073.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Trust           | Provident Funding Mortgage Trust                                              | CUSIP: 74388RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88033 | PA      | $87623.82     | 0.12%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                 | Ciena Corp.                                                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        56 | NS      | $29544.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202905.15    | 0.29%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                               | Centene Corp.                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35311.05     | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                        | Vulcan Materials Co.                                                          | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29537.93     | 0.04%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                | Cencora, Inc.                                                                 | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26342.90     | 0.04%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                   | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings           | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     69000 | PA      | $68780.47     | 0.10%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                             | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2452 | NS      | $216536.12    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelerated Assets                         | Accelerated LLC                                                               | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15620 | PA      | $14572.06     | 0.02%             | 2040-10-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                        | Affirm Holdings, Inc.                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       677 | NS      | $43517.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Trust               | Hilton Grand Vacations Trust                                                  | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49221 | PA      | $50000.87     | 0.07%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                               | Hudson Yards Mortgage Trust                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102365.57    | 0.14%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2410 | NS      | $112137.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                      | Uber Technologies, Inc.                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11760.10     | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust        | New Residential Mortgage Loan Trust                                           | CUSIP: 64828AAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      7618 | PA      | $7404.19      | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                  | Towd Point Mortgage Trust                                                     | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     74455 | PA      | $67925.70     | 0.10%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $147619.85    | 0.21%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                 | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       439 | NS      | $258952.93    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                   | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     36000 | PA      | $35000.94     | 0.05%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                         | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       797 | NS      | $320601.22    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust        | New Residential Mortgage Loan Trust                                           | CUSIP: 64830WAD3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     56356 | PA      | $52704.09     | 0.07%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      3331 | NS      | $305252.84    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62000 | PA      | $57645.47     | 0.08%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Manhattan West                             | Manhattan West Mortgage Trust                                                 | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96551.14     | 0.14%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GCAT                                       | GCAT Trust                                                                    | CUSIP: 36274BAE8<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |    135718 | PA      | $134751.27    | 0.19%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $41326.82     | 0.06%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32415.27     | 0.05%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1679 | NS      | $1027396.89   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9165.83      | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                            | Ross Stores, Inc.                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       954 | NS      | $217311.66    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimco                                      | AIMCO CLO                                                                     | CUSIP: 00900PBC8<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250084.00    | 0.35%             | 2037-04-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp.                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     33000 | PA      | $33483.77     | 0.05%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                 | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       917 | NS      | $44043.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3138XKSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3707 | PA      | $3666.46      | 0.01%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1720 | NS      | $277590.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92000 | PA      | $87604.54     | 0.12%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                   | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2100 | NS      | $369747.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31370.08     | 0.04%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                  | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      2037 | NS      | $170089.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International, Inc.                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34380.74     | 0.05%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28336.47     | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     29000 | PA      | $28352.03     | 0.04%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64972.00     | 0.09%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                               | Autodesk, Inc.                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       423 | NS      | $100251.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                    | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       911 | NS      | $283913.15    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                             | GE Vernova, Inc.                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       164 | NS      | $177687.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                             | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       697 | NS      | $87529.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64643.84     | 0.09%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                    | WEX, Inc.                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        98 | NS      | $14732.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7062.10      | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | Pilgrim's Pride Corp.                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38017.99     | 0.05%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     94000 | PA      | $55915.31     | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    398000 | PA      | $399979.79    | 0.56%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                 | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       716 | NS      | $162109.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37320.17     | 0.05%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                | Cencora, Inc.                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        29 | NS      | $8932.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                  | Towd Point Mortgage Trust                                                     | CUSIP: 89175TAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     87265 | PA      | $82851.30     | 0.12%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                     | NXP BV/NXP Funding LLC/NXP USA, Inc.                                          | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     41000 | PA      | $26610.50     | 0.04%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49196.31     | 0.07%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |     44000 | PA      | $43241.82     | 0.06%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Warner Music Group Corp                    | Warner Music Group Corp.                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1108 | NS      | $31323.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70600 | PA      | $49544.10     | 0.07%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                   | Triton Container International Ltd./TAL International Container Corp.         | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     18000 | PA      | $17667.57     | 0.02%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13970.98     | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                        | Carrier Global Corp.                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       512 | NS      | $34391.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                     | Roper Technologies, Inc.                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        65 | NS      | $23062.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55665.37     | 0.08%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                       | Sitios Latinoamerica SAB de CV                                                | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204308.00    | 0.29%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     31000 | PA      | $31362.30     | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                           | Altria Group, Inc.                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1208 | NS      | $87761.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                                            | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33627.64     | 0.05%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33344.36     | 0.05%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3140QRW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164859 | PA      | $163777.05    | 0.23%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust        | New Residential Mortgage Loan Trust                                           | CUSIP: 64828YAR2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     20737 | PA      | $19803.04     | 0.03%             | 2054-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35010.74     | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co                        | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       762 | NS      | $107015.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Inc                                | Medline, Inc.                                                                 | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |       650 | NS      | $28905.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                   | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     77000 | PA      | $75841.59     | 0.11%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                           | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    222000 | PA      | $220466.50    | 0.31%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66000 | PA      | $60882.42     | 0.09%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13478.50     | 0.02%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | S+P500 EMINI FUT JUN26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $8347.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATION                   | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $38933.85     | 0.05%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66884 | PA      | $67466.82     | 0.10%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                            | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1202 | NS      | $191899.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                   | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24334.64     | 0.03%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                       | Cross Mortgage Trust                                                          | CUSIP: 22759BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99693.24     | 0.14%             | 2071-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19558.28     | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Liberty Street Funding LLC                 | Liberty Street Funding LLC                                                    | CUSIP: 53127UFV7<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248408.33    | 0.35%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial, Inc.                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53494.65     | 0.08%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    259000 | PA      | $257613.95    | 0.36%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                  | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9033.40      | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183000 | PA      | $127799.77    | 0.18%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40260.32     | 0.06%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1213 | NS      | $231185.67    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                              | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      4021 | NS      | $106596.71    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33294.30     | 0.05%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32281.39     | 0.05%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                         | Ingersoll Rand, Inc.                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       790 | NS      | $63089.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                            | Caterpillar, Inc.                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        32 | NS      | $28483.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                   | Benchmark Mortgage Trust                                                      | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101819.35    | 0.14%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                               | ADT Security Corp.                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25966.24     | 0.04%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     91000 | PA      | $86905.00     | 0.12%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                         | VICI Properties LP                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     51000 | PA      | $51009.64     | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032450<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $115233.07    | 0.16%             | 2041-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30050.08     | 0.04%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                            | CSL Finance PLC                                                               | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     16000 | PA      | $14136.23     | 0.02%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                | Textron, Inc.                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       808 | NS      | $77535.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                 | Neurocrine Biosciences, Inc.                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       221 | NS      | $29099.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54509.19     | 0.08%             | 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        |     50156 | PA      | $50475.29     | 0.07%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds      | Mexico Government International Bonds                                         | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    116000 | PA      | $114457.20    | 0.16%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                               | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        43 | NS      | $159273.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MMAF Equipment Finance LLC                 | Barings Equipment Finance LLC                                                 | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99492.68     | 0.14%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                   | Cyprium Corp./Cyprium Holdings Luxembourg SARL                                | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      9000 | PA      | $9062.14      | 0.01%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                         | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        84 | NS      | $36493.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39664.68     | 0.06%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                        | Otis Worldwide Corp.                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       701 | NS      | $54593.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       915 | PA      | $944.76       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                     | Diamondback Energy, Inc.                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       415 | NS      | $85336.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                             | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     44000 | PA      | $43684.22     | 0.06%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    136300 | PA      | $133004.31    | 0.19%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                              | McKesson Corp.                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       127 | NS      | $103530.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                           | Carlisle Cos., Inc.                                                           | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18068.84     | 0.03%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                 | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       264 | NS      | $62420.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14108.25     | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80731.26     | 0.11%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                              | AppLovin Corp.                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39984.66     | 0.06%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc               | United Airlines Holdings, Inc.                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       329 | NS      | $29610.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15690.14     | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                     | Church & Dwight Co., Inc.                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       839 | NS      | $81433.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66530.21     | 0.09%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust       | GMACM Mortgage Loan Trust                                                     | CUSIP: 76112BKN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6559 | PA      | $5969.56      | 0.01%             | 2035-03-18      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67900 | PA      | $65282.14     | 0.09%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     10153 | NS      | $2755016.55   | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                      | American Homes 4 Rent LP                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     49000 | PA      | $49686.61     | 0.07%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31867.51     | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                               | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       649 | NS      | $116138.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Receivables Corp                   | Victory Receivables Corp.                                                     | CUSIP: 92646LF21<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249124.35    | 0.35%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     93000 | PA      | $44926.99     | 0.06%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27880.58     | 0.04%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc              | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       299 | NS      | $211410.94    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3140XKS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161122 | PA      | $155691.34    | 0.22%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                           | UWM Holdings LLC                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $33384.66     | 0.05%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                       | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1415 | NS      | $343901.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                              | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        96 | NS      | $42849.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                  | Towd Point Mortgage Trust                                                     | CUSIP: 89179YAR4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     83911 | PA      | $78944.09     | 0.11%             | 2061-11-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust            | BRAVO Residential Funding Trust                                               | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     81066 | PA      | $81622.07     | 0.12%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42551.08     | 0.06%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    149500 | PA      | $149482.48    | 0.21%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                            | Fair Isaac Corp.                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29530.42     | 0.04%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                           | UWM Holdings LLC                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29752.69     | 0.04%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15591.25     | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33000 | PA      | $22449.02     | 0.03%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                  | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39321.90     | 0.06%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $7076.25      | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                        | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      3314 | NS      | $168218.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                | Hubbell, Inc.                                                                 | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51710.39     | 0.07%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     34000 | PA      | $32014.07     | 0.05%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56758.68     | 0.08%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                      | Tennessee Valley Authority                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     79000 | PA      | $87333.91     | 0.12%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $240807.62    | 0.34%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                     | Gulfstream Natural Gas System LLC                                             | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23458.59     | 0.03%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                               | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $218563.71    | 0.31%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                               | Ecopetrol SA                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     91000 | PA      | $93249.98     | 0.13%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31559.97     | 0.04%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40496.03     | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41481.13     | 0.06%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                   | Element Fleet Management Corp.                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $78828.21     | 0.11%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc  | Structured Asset Mortgage Investments II Trust                                | CUSIP: 86359LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13719 | PA      | $13235.20     | 0.02%             | 2034-01-19      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                        | Delta Air Lines, Inc.                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       699 | NS      | $47525.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Master Note Trust           | First National Master Note Trust                                              | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95563.63     | 0.13%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                  | Toronto-Dominion Bank                                                         | CUSIP: 89119BH74<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    275000 | PA      | $272142.01    | 0.38%             | 2026-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                  | Toast, Inc.                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      2186 | NS      | $62344.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                   | OBX Trust                                                                     | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     45261 | PA      | $45128.40     | 0.06%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                            | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29725.32     | 0.04%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                       | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       517 | NS      | $87042.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                        | Emerson Electric Co.                                                          | CUSIP: 29101BFW7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248437.03    | 0.35%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                       | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      4158 | NS      | $122245.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       284 | NS      | $31007.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $65923.05     | 0.09%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       192 | NS      | $207903.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    211000 | PA      | $207525.92    | 0.29%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                         | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10224 | PA      | $10864.61     | 0.02%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57000 | PA      | $36457.73     | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc            | Equity LifeStyle Properties, Inc.                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      1253 | NS      | $79302.37     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                | Waters Corp.                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       257 | NS      | $79472.11     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                             | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       460 | NS      | $429916.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                    | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1004 | NS      | $207225.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $54561.45     | 0.08%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56473.46     | 0.08%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      7854 | NS      | $2081781.24   | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust               | CSMC Trust                                                                    | CUSIP: 12656TAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    101595 | PA      | $85865.35     | 0.12%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                | Merrill Lynch Mortgage Investors Trust                                        | CUSIP: 5899292M9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |       843 | PA      | $830.80       | 0.00%             | 2028-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                    | United Airlines Pass-Through Trust                                            | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16744 | PA      | $16713.69     | 0.02%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107900 | PA      | $96077.36     | 0.14%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Loan Trust             | Nationstar Mortgage Loan Trust                                                | CUSIP: 63861HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16313 | PA      | $15651.26     | 0.02%             | 2052-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Protected Indexed Notes                               | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    223013 | PA      | $213823.68    | 0.30%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust        | New Residential Mortgage Loan Trust                                           | CUSIP: 64829VAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     16961 | PA      | $16477.57     | 0.02%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                            | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $49674.02     | 0.07%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                     | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        69 | NS      | $30293.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                         | Sonoco Products Co.                                                           | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28923.58     | 0.04%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                           | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    138000 | PA      | $137471.72    | 0.19%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                               | Gabx Leasing LLC                                                              | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26657.20     | 0.04%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31000 | PA      | $22438.67     | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                    | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3994 | NS      | $241996.46    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                          | Herc Holdings, Inc.                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27049.70     | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                        | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       562 | NS      | $181554.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128UGL47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       262 | PA      | $269.54       | 0.00%             | 2041-02-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                 | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       954 | NS      | $182500.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                     | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63855.47     | 0.09%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                                          | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8518.76      | 0.01%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1345000 | PA      | $1126037.82   | 1.59%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                             | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       500 | NS      | $216505.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                   | Microchip Technology, Inc.                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38494.26     | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1560 | NS      | $196216.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp.                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28094.16     | 0.04%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer