# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-26-027965
**Filing Date:** 2026-3
**Character Count:** 325797
**Document Hash:** c660e4191a48b93c3e0b957c8550c187
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-027965.hdr.sgml**: 20260320

**ACCESSION NUMBER**: 0001410368-26-027965

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260320

**DATE AS OF CHANGE**: 20260320

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04556
- **FILM NUMBER:** 26776705

**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           |

## Nport-Ex

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS**

**At January 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS - 60.3%**  | **COMMON STOCKS - 60.3%**  | **COMMON STOCKS - 60.3%**  |
| **Aerospace & Defense - 1.6%**  | **Aerospace & Defense - 1.6%**  | **Aerospace & Defense - 1.6%**  |
| Boeing Co. <sup>(A)</sup> <br>| 300 | $70116 |
| Howmet Aerospace, Inc. | 1949 | 405548 |
| RTX Corp. | 1809 | 363482 |
| Textron, Inc. | 831 | 73178 |
| TransDigm Group, Inc. | 136 | 194146 |
|  |  | 1106470 |
| **Air Freight & Logistics - 0.2%**  | **Air Freight & Logistics - 0.2%**  | **Air Freight & Logistics - 0.2%**  |
| FedEx Corp. | 426 | 137278 |
| **Automobile Components - 0.0% \*** | **Automobile Components - 0.0% \*** | **Automobile Components - 0.0% \*** |
| Aptiv PLC <sup>(A)</sup> <br>| 364 | 27573 |
| **Automobiles - 1.2%**  | **Automobiles - 1.2%**  | **Automobiles - 1.2%**  |
| Tesla, Inc. <sup>(A)</sup> <br>| 1958 | 842743 |
| **Banks - 2.3%**  | **Banks - 2.3%**  | **Banks - 2.3%**  |
| Bank of America Corp. | 8107 | 431292 |
| Citigroup, Inc. | 1351 | 156324 |
| Fifth Third Bancorp | 2959 | 148601 |
| Regions Financial Corp. | 2436 | 69426 |
| Truist Financial Corp. | 2167 | 111427 |
| U.S. Bancorp | 4024 | 225787 |
| Wells Fargo & Co. | 5261 | 476068 |
|  |  | 1618925 |
| **Beverages - 0.8%**  | **Beverages - 0.8%**  | **Beverages - 0.8%**  |
| Keurig Dr. Pepper, Inc. | 5547 | 152210 |
| PepsiCo, Inc. | 2816 | 432622 |
|  |  | 584832 |
| **Biotechnology - 1.2%**  | **Biotechnology - 1.2%**  | **Biotechnology - 1.2%**  |
| AbbVie, Inc. | 2211 | 493075 |
| Neurocrine Biosciences, Inc. <sup>(A)</sup> <br>| 227 | 30886 |
| Regeneron Pharmaceuticals, Inc. | 246 | 182397 |
| Vertex Pharmaceuticals, Inc. <sup>(A)</sup> <br>| 324 | 152247 |
|  |  | 858605 |
| **Broadline Retail - 2.6%**  | **Broadline Retail - 2.6%**  | **Broadline Retail - 2.6%**  |
| Amazon.com, Inc. <sup>(A)</sup> <br>| 7859 | 1880659 |
| **Building Products - 0.9%**  | **Building Products - 0.9%**  | **Building Products - 0.9%**  |
| Carrier Global Corp. | 2300 | 137034 |
| Masco Corp. | 1268 | 83802 |
| Trane Technologies PLC | 938 | 394504 |
|  |  | 615340 |
| **Capital Markets - 1.1%**  | **Capital Markets - 1.1%**  | **Capital Markets - 1.1%**  |
| Ameriprise Financial, Inc. | 141 | 74334 |
| Charles Schwab Corp. | 4054 | 421292 |
| CME Group, Inc. | 639 | 184709 |
| LPL Financial Holdings, Inc. | 148 | 53946 |
| State Street Corp. | 571 | 74721 |
|  |  | 809002 |
| **Chemicals - 0.9%**  | **Chemicals - 0.9%**  | **Chemicals - 0.9%**  |
| Ecolab, Inc. | 1139 | 321187 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Linde PLC | 446 | $203809 |
| PPG Industries, Inc. | 823 | 95163 |
|  |  | 620159 |
| **Communications Equipment - 0.3%**  | **Communications Equipment - 0.3%**  | **Communications Equipment - 0.3%**  |
| Arista Networks, Inc. <sup>(A)</sup> <br>| 1172 | 166119 |
| Motorola Solutions, Inc. | 123 | 49513 |
|  |  | 215632 |
| **Construction Materials - 0.3%**  | **Construction Materials - 0.3%**  | **Construction Materials - 0.3%**  |
| Martin Marietta Materials, Inc. | 130 | 84754 |
| Vulcan Materials Co. | 306 | 91965 |
|  |  | 176719 |
| **Consumer Finance - 0.5%**  | **Consumer Finance - 0.5%**  | **Consumer Finance - 0.5%**  |
| American Express Co. | 546 | 192285 |
| Capital One Financial Corp. | 727 | 159162 |
|  |  | 351447 |
| **Consumer Staples Distribution & Retail - 0.5%**  | **Consumer Staples Distribution & Retail - 0.5%**  | **Consumer Staples Distribution & Retail - 0.5%**  |
| Walmart, Inc. | 2904 | 345982 |
| **Diversified Telecommunication Services - 0.5%**  | **Diversified Telecommunication Services - 0.5%**  | **Diversified Telecommunication Services - 0.5%**  |
| AT&T, Inc. | 9484 | 248575 |
| Comcast Corp., Class A | 4461 | 132715 |
|  |  | 381290 |
| **Electric Utilities - 1.1%**  | **Electric Utilities - 1.1%**  | **Electric Utilities - 1.1%**  |
| Entergy Corp. | 1726 | 165506 |
| NextEra Energy, Inc. | 4469 | 392825 |
| NRG Energy, Inc. | 146 | 22284 |
| Southern Co. | 2514 | 224525 |
|  |  | 805140 |
| **Electrical Equipment - 0.6%**  | **Electrical Equipment - 0.6%**  | **Electrical Equipment - 0.6%**  |
| Eaton Corp. PLC | 514 | 180630 |
| Emerson Electric Co. | 784 | 115216 |
| GE Vernova, Inc. | 200 | 145274 |
|  |  | 441120 |
| **Electronic Equipment, Instruments & Components - 0.4%**  | **Electronic Equipment, Instruments & Components - 0.4%**  | **Electronic Equipment, Instruments & Components - 0.4%**  |
| Amphenol Corp., Class A | 1845 | 265828 |
| **Energy Equipment & Services - 0.3%**  | **Energy Equipment & Services - 0.3%**  | **Energy Equipment & Services - 0.3%**  |
| Baker Hughes Co. | 3194 | 178992 |
| **Entertainment - 0.8%**  | **Entertainment - 0.8%**  | **Entertainment - 0.8%**  |
| Netflix, Inc. <sup>(A)</sup> <br>| 2820 | 235442 |
| Walt Disney Co. | 2727 | 307605 |
| Warner Music Group Corp., Class A | 1162 | 34837 |
|  |  | 577884 |
| **Financial Services - 3.0%**  | **Financial Services - 3.0%**  | **Financial Services - 3.0%**  |
| Apollo Global Management, Inc. | 1277 | 171808 |
| Berkshire Hathaway, Inc., Class B <sup>(A)</sup> <br>| 1189 | 571350 |
| Corpay, Inc. <sup>(A)</sup> <br>| 521 | 163922 |
| Fidelity National Information Services, Inc. | 2301 | 127130 |
| Mastercard, Inc., Class A | 1180 | 635772 |
| Toast, Inc., Class A <sup>(A)</sup> <br>| 1514 | 47101 |

---

**Transamerica Funds**

**Page 1**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Visa, Inc., Class A | 1348 | $433827 |
| WEX, Inc. <sup>(A)</sup> <br>| 101 | 15544 |
|  |  | 2166454 |
| **Food Products - 0.4%**  | **Food Products - 0.4%**  | **Food Products - 0.4%**  |
| Mondelez International, Inc., Class A | 4831 | 282469 |
| **Ground Transportation - 0.2%**  | **Ground Transportation - 0.2%**  | **Ground Transportation - 0.2%**  |
| Union Pacific Corp. | 581 | 136593 |
| **Health Care Equipment & Supplies - 1.4%**  | **Health Care Equipment & Supplies - 1.4%**  | **Health Care Equipment & Supplies - 1.4%**  |
| Boston Scientific Corp. <sup>(A)</sup> <br>| 1186 | 110927 |
| Dexcom, Inc. <sup>(A)</sup> <br>| 286 | 20889 |
| Edwards Lifesciences Corp. <sup>(A)</sup> <br>| 2336 | 190057 |
| Medline, Inc., Class A <sup>(A)</sup> <br>| 656 | 28995 |
| Medtronic PLC | 3236 | 333179 |
| Stryker Corp. | 882 | 325952 |
|  |  | 1009999 |
| **Health Care Providers & Services - 0.9%**  | **Health Care Providers & Services - 0.9%**  | **Health Care Providers & Services - 0.9%**  |
| Cigna Group | 541 | 148294 |
| HCA Healthcare, Inc. | 120 | 58593 |
| Humana, Inc. | 456 | 89011 |
| McKesson Corp. | 97 | 80627 |
| UnitedHealth Group, Inc. | 827 | 237291 |
|  |  | 613816 |
| **Health Care REITs - 0.5%**  | **Health Care REITs - 0.5%**  | **Health Care REITs - 0.5%**  |
| Ventas, Inc. | 2682 | 208311 |
| Welltower, Inc. | 760 | 143153 |
|  |  | 351464 |
| **Hotels, Restaurants & Leisure - 1.9%**  | **Hotels, Restaurants & Leisure - 1.9%**  | **Hotels, Restaurants & Leisure - 1.9%**  |
| Booking Holdings, Inc. | 19 | 95035 |
| Carnival Corp. <sup>(A)</sup> <br>| 4439 | 133259 |
| Chipotle Mexican Grill, Inc. <sup>(A)</sup> <br>| 4834 | 187898 |
| DoorDash, Inc., Class A <sup>(A)</sup> <br>| 252 | 51564 |
| Expedia Group, Inc. | 423 | 112027 |
| Hilton Worldwide Holdings, Inc. | 884 | 263883 |
| McDonald's Corp. | 1019 | 320985 |
| Yum! Brands, Inc. | 1318 | 204949 |
|  |  | 1369600 |
| **Household Durables - 0.1%**  | **Household Durables - 0.1%**  | **Household Durables - 0.1%**  |
| Lennar Corp., Class A | 365 | 39913 |
| **Household Products - 0.1%**  | **Household Products - 0.1%**  | **Household Products - 0.1%**  |
| Church & Dwight Co., Inc. | 864 | 83160 |
| **Independent Power & Renewable Electricity Producers - 0.0% \*** | **Independent Power & Renewable Electricity Producers - 0.0% \*** | **Independent Power & Renewable Electricity Producers - 0.0% \*** |
| Vistra Corp. | 146 | 23119 |
| **Industrial Conglomerates - 0.5%**  | **Industrial Conglomerates - 0.5%**  | **Industrial Conglomerates - 0.5%**  |
| 3M Co. | 2276 | 348592 |
| **Insurance - 0.9%**  | **Insurance - 0.9%**  | **Insurance - 0.9%**  |
| Aon PLC, Class A | 415 | 145100 |
| Arch Capital Group Ltd. <sup>(A)</sup> <br>| 744 | 71454 |
| Arthur J Gallagher & Co. | 1033 | 257599 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Chubb Ltd. | 269 | $83272 |
| Progressive Corp. | 478 | 99424 |
|  |  | 656849 |
| **Interactive Media & Services - 5.2%**  | **Interactive Media & Services - 5.2%**  | **Interactive Media & Services - 5.2%**  |
| Alphabet, Inc., Class A | 4325 | 1461850 |
| Alphabet, Inc., Class C | 2840 | 961425 |
| Meta Platforms, Inc., Class A | 1793 | 1284685 |
|  |  | 3707960 |
| **IT Services - 0.3%**  | **IT Services - 0.3%**  | **IT Services - 0.3%**  |
| &nbsp;&nbsp; Cognizant Technology Solutions Corp., <br> Class A<br>| 2886 | 236825 |
| **Life Sciences Tools & Services - 0.3%**  | **Life Sciences Tools & Services - 0.3%**  | **Life Sciences Tools & Services - 0.3%**  |
| Danaher Corp. | 881 | 192842 |
| Waters Corp. <sup>(A)</sup> <br>| 107 | 39667 |
|  |  | 232509 |
| **Machinery - 0.6%**  | **Machinery - 0.6%**  | **Machinery - 0.6%**  |
| Deere & Co. | 482 | 254496 |
| Dover Corp. | 103 | 20753 |
| Ingersoll Rand, Inc. | 813 | 69991 |
| Otis Worldwide Corp. | 861 | 73547 |
|  |  | 418787 |
| **Media - 0.1%**  | **Media - 0.1%**  | **Media - 0.1%**  |
| Charter Communications, Inc., Class A <sup>(A)</sup> <br>| 190 | 39163 |
| Omnicom Group, Inc. | 620 | 47765 |
|  |  | 86928 |
| **Multi-Utilities - 0.2%**  | **Multi-Utilities - 0.2%**  | **Multi-Utilities - 0.2%**  |
| Sempra | 1930 | 167929 |
| **Oil, Gas & Consumable Fuels - 1.7%**  | **Oil, Gas & Consumable Fuels - 1.7%**  | **Oil, Gas & Consumable Fuels - 1.7%**  |
| Diamondback Energy, Inc. | 656 | 107551 |
| EOG Resources, Inc. | 2393 | 268327 |
| EQT Corp. | 1281 | 73952 |
| Exxon Mobil Corp. | 5429 | 767661 |
|  |  | 1217491 |
| **Passenger Airlines - 0.1%**  | **Passenger Airlines - 0.1%**  | **Passenger Airlines - 0.1%**  |
| Delta Air Lines, Inc. | 1032 | 67999 |
| United Airlines Holdings, Inc. <sup>(A)</sup> <br>| 338 | 34584 |
|  |  | 102583 |
| **Pharmaceuticals - 1.9%**  | **Pharmaceuticals - 1.9%**  | **Pharmaceuticals - 1.9%**  |
| Bristol-Myers Squibb Co. | 4395 | 241945 |
| Eli Lilly & Co. | 481 | 498869 |
| Johnson & Johnson | 2434 | 553127 |
| Merck & Co., Inc. | 435 | 47967 |
|  |  | 1341908 |
| **Professional Services - 0.2%**  | **Professional Services - 0.2%**  | **Professional Services - 0.2%**  |
| Leidos Holdings, Inc. | 937 | 176418 |
| **Residential REITs - 0.1%**  | **Residential REITs - 0.1%**  | **Residential REITs - 0.1%**  |
| Equity LifeStyle Properties, Inc. | 934 | 59001 |

---

**Transamerica Funds**

**Page 2**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** | **COMMON STOCKS (continued)** |
| **Semiconductors & Semiconductor Equipment - 9.1%**  | **Semiconductors & Semiconductor Equipment - 9.1%**  | **Semiconductors & Semiconductor Equipment - 9.1%**  |
| Advanced Micro Devices, Inc. <sup>(A)</sup> <br>| 565 | $133753 |
| Analog Devices, Inc. | 1210 | 376165 |
| Broadcom, Inc. | 3685 | 1220841 |
| Lam Research Corp. | 852 | 198908 |
| Micron Technology, Inc. | 897 | 372147 |
| NVIDIA Corp. | 18926 | 3617326 |
| NXP Semiconductors NV | 1123 | 253955 |
| Texas Instruments, Inc. | 1391 | 299830 |
|  |  | 6472925 |
| **Software - 5.5%**  | **Software - 5.5%**  | **Software - 5.5%**  |
| AppLovin Corp., Class A <sup>(A)</sup> <br>| 119 | 56300 |
| Cadence Design Systems, Inc. <sup>(A)</sup> <br>| 359 | 106393 |
| Intuit, Inc. | 391 | 195078 |
| Microsoft Corp. | 5946 | 2558504 |
| Oracle Corp. | 1999 | 328995 |
| Palantir Technologies, Inc., Class A <sup>(A)</sup> <br>| 1238 | 181478 |
| Roper Technologies, Inc. | 191 | 70905 |
| Salesforce, Inc. | 671 | 142447 |
| ServiceNow, Inc. <sup>(A)</sup> <br>| 2548 | 298142 |
|  |  | 3938242 |
| **Specialized REITs - 0.5%**  | **Specialized REITs - 0.5%**  | **Specialized REITs - 0.5%**  |
| American Tower Corp. | 437 | 78345 |
| Equinix, Inc. | 172 | 141200 |
| SBA Communications Corp. | 596 | 109730 |
|  |  | 329275 |
| **Specialty Retail - 1.2%**  | **Specialty Retail - 1.2%**  | **Specialty Retail - 1.2%**  |
| AutoZone, Inc. <sup>(A)</sup> <br>| 34 | 125946 |
| Burlington Stores, Inc. <sup>(A)</sup> <br>| 456 | 134912 |
| Lowe's Cos., Inc. | 1542 | 411806 |
| Ross Stores, Inc. | 1023 | 192989 |
|  |  | 865653 |
| **Technology Hardware, Storage & Peripherals - 4.5%**  | **Technology Hardware, Storage & Peripherals - 4.5%**  | **Technology Hardware, Storage & Peripherals - 4.5%**  |
| Apple, Inc. | 10881 | 2823402 |
| Seagate Technology Holdings PLC | 626 | 255214 |
| Western Digital Corp. | 397 | 99341 |
|  |  | 3177957 |
| **Textiles, Apparel & Luxury Goods - 0.2%**  | **Textiles, Apparel & Luxury Goods - 0.2%**  | **Textiles, Apparel & Luxury Goods - 0.2%**  |
| NIKE, Inc., Class B | 1947 | 120344 |
| **Tobacco - 0.5%**  | **Tobacco - 0.5%**  | **Tobacco - 0.5%**  |
| Altria Group, Inc. | 1243 | 77053 |
| Philip Morris International, Inc. | 1431 | 256779 |
|  |  | 333832 |
| **Trading Companies & Distributors - 0.1%**  | **Trading Companies & Distributors - 0.1%**  | **Trading Companies & Distributors - 0.1%**  |
| United Rentals, Inc. | 47 | 36757 |
| &nbsp;&nbsp; **Total Common Stocks** <br>**(Cost $22,165,547)**<br>|  | 42946972 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES - 13.9%**  | **CORPORATE DEBT SECURITIES - 13.9%**  | **CORPORATE DEBT SECURITIES - 13.9%**  |
| **Aerospace & Defense - 0.4%**  | **Aerospace & Defense - 0.4%**  | **Aerospace & Defense - 0.4%**  |
| Boeing Co. |  |  |
| 3.50%, 03/01/2039 | $40000 | $32804 |
| 5.81%, 05/01/2050 | 16000 | 15803 |
| 6.53%, 05/01/2034 | 49000 | 54206 |
| 6.86%, 05/01/2054 | 35000 | 39466 |
| General Electric Co. |  |  |
| 4.13%, 10/09/2042 | 16000 | 13641 |
| 4.30%, 07/29/2030 | 35000 | 35238 |
| 4.50%, 03/11/2044 | 33000 | 29763 |
| 5.88%, 01/14/2038 | 8000 | 8637 |
| HEICO Corp. |  |  |
| 5.35%, 08/01/2033 | 47000 | 48575 |
|  |  | 278133 |
| **Automobile Components - 0.2%**  | **Automobile Components - 0.2%**  | **Automobile Components - 0.2%**  |
| Aptiv Swiss Holdings Ltd. |  |  |
| 3.25%, 03/01/2032 | 20000 | 18687 |
| ZF North America Capital, Inc. |  |  |
| 6.88%, 04/23/2032 <sup>(B)</sup> <br>| 151000 | 150571 |
|  |  | 169258 |
| **Automobiles - 0.5%**  | **Automobiles - 0.5%**  | **Automobiles - 0.5%**  |
| General Motors Co. |  |  |
| 6.25%, 10/02/2043 | 6000 | 6121 |
| General Motors Financial Co., Inc. |  |  |
| 4.60%, 01/08/2031 | 39000 | 39012 |
| 6.15%, 07/15/2035 | 28000 | 29625 |
| Hyundai Capital America |  |  |
| 5.40%, 06/23/2032 <sup>(B)</sup> <br>| 68000 | 70608 |
| Volkswagen Group of America <br> Finance LLC |  |  |
| 4.85%, 09/11/2030 <sup>(B)</sup> <br>| 200000 | 201699 |
|  |  | 347065 |
| **Banks - 2.2%**  | **Banks - 2.2%**  | **Banks - 2.2%**  |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/09/2035, <br>5.46% <sup>(C)</sup>, 05/09/2036<br>| 78000 | 80689 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2028, <br>5.82% <sup>(C)</sup>, 09/15/2029<br>| 142000 | 148093 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2033, <br>6.84% <sup>(C)</sup>, 09/13/2034 <sup>(B)</sup> <br>| 200000 | 222945 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/13/2030, <br>5.25% <sup>(C)</sup>, 01/13/2031<br>| 36000 | 37149 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/25/2033, <br>6.17% <sup>(C)</sup>, 05/25/2034<br>| 22000 | 23293 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2030, <br>4.47% <sup>(C)</sup>, 12/10/2031<br>| 150000 | 149833 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/29/2036, <br>5.14% <sup>(C)</sup>, 01/29/2037<br>| 65000 | 64554 |
| First Citizens BancShares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/12/2030, <br>5.23% <sup>(C)</sup>, 03/12/2031<br>| 61000 | 61895 |

---

**Transamerica Funds**

**Page 3**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/21/2031, <br>2.65% <sup>(C)</sup>, 10/21/2032<br>| $61000 | $55125 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2036, <br>5.07% <sup>(C)</sup>, 01/21/2037<br>| 43000 | 42816 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/02/2036, <br>5.39% <sup>(C)</sup>, 02/02/2041 <sup>(D)</sup> <br>| 63000 | 62413 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/22/2036, <br>4.90% <sup>(C)</sup>, 01/22/2037<br>| 76000 | 75422 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2029, <br>5.01% <sup>(C)</sup>, 01/23/2030<br>| 62000 | 63572 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/05/2036, <br>5.19% <sup>(C)</sup>, 02/05/2037 <sup>(D)</sup> <br>| 60000 | 59754 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2028, <br>6.09% <sup>(C)</sup>, 10/23/2029<br>| 13000 | 13664 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/30/2028, <br>7.41% <sup>(C)</sup>, 10/30/2029<br>| 30000 | 32519 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2036, <br>5.07% <sup>(C)</sup>, 01/30/2037 <sup>(D)</sup> <br>| 65000 | 64698 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/18/2036, <br>5.31% <sup>(C)</sup>, 01/18/2041<br>| 27000 | 26669 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/18/2029, <br>5.66% <sup>(C)</sup>, 04/18/2030<br>| 100000 | 104133 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2036, <br>5.42% <sup>(C)</sup>, 01/25/2041<br>| 34000 | 33968 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/18/2033, <br>5.94% <sup>(C)</sup>, 08/18/2034<br>| 33000 | 35273 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2036, <br>4.96% <sup>(C)</sup>, 01/23/2037<br>| 67000 | 66453 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/24/2030, <br>5.24% <sup>(C)</sup>, 01/24/2031<br>| 46000 | 47525 |
|  |  | 1572455 |
| **Beverages - 0.1%**  | **Beverages - 0.1%**  | **Beverages - 0.1%**  |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| 4.44%, 10/06/2048 | 47000 | 40433 |
| Constellation Brands, Inc. |  |  |
| 4.95%, 11/01/2035 | 36000 | 35569 |
|  |  | 76002 |
| **Biotechnology - 0.3%**  | **Biotechnology - 0.3%**  | **Biotechnology - 0.3%**  |
| Amgen, Inc. |  |  |
| 2.80%, 08/15/2041 | 17000 | 12419 |
| 5.60%, 03/02/2043 | 32000 | 32239 |
| CSL Finance PLC |  |  |
| 4.63%, 04/27/2042 <sup>(B)</sup> <br>| 16000 | 14447 |
| Gilead Sciences, Inc. |  |  |
| 5.10%, 06/15/2035 | 57000 | 58272 |
| Royalty Pharma PLC |  |  |
| 2.20%, 09/02/2030 | 55000 | 50030 |
| 5.20%, 09/25/2035 | 30000 | 30156 |
|  |  | 197563 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Building Products - 0.2%**  | **Building Products - 0.2%**  | **Building Products - 0.2%**  |
| Amrize Finance U.S. LLC |  |  |
| 5.40%, 04/07/2035 | $30000 | $31030 |
| Carlisle Cos., Inc. |  |  |
| 5.25%, 09/15/2035 | 18000 | 18330 |
| Owens Corning |  |  |
| 4.30%, 07/15/2047 | 43000 | 35243 |
| Vulcan Materials Co. |  |  |
| 5.35%, 12/01/2034 | 29000 | 29971 |
|  |  | 114574 |
| **Capital Markets - 0.1%**  | **Capital Markets - 0.1%**  | **Capital Markets - 0.1%**  |
| Ares Capital Corp. |  |  |
| 5.25%, 04/12/2031 | 40000 | 39390 |
| **Chemicals - 0.1%**  | **Chemicals - 0.1%**  | **Chemicals - 0.1%**  |
| LYB International Finance III LLC |  |  |
| 5.13%, 01/15/2031 | 9000 | 9047 |
| Mosaic Co. |  |  |
| 4.60%, 11/15/2030 | 30000 | 30082 |
| Nutrien Ltd. |  |  |
| 4.90%, 03/27/2028 | 30000 | 30539 |
| Westlake Corp. |  |  |
| 5.55%, 11/15/2035 | 35000 | 34872 |
|  |  | 104540 |
| **Commercial Services & Supplies - 0.6%**  | **Commercial Services & Supplies - 0.6%**  | **Commercial Services & Supplies - 0.6%**  |
| ADT Security Corp. |  |  |
| 4.13%, 08/01/2029 <sup>(B)</sup> <br>| 27000 | 26306 |
| Ashtead Capital, Inc. |  |  |
| 5.55%, 05/30/2033 <sup>(B)</sup> <br>| 200000 | 206717 |
| Element Fleet Management Corp. |  |  |
| 5.04%, 03/25/2030 <sup>(B)</sup> <br>| 78000 | 79693 |
| Herc Holdings, Inc. |  |  |
| 7.00%, 06/15/2030 <sup>(B)</sup> <br>| 26000 | 27289 |
| Quanta Services, Inc. |  |  |
| 2.90%, 10/01/2030 | 21000 | 19685 |
| 5.25%, 08/09/2034 | 9000 | 9213 |
| Triton Container International Ltd./TAL <br> International Container Corp. |  |  |
| 5.15%, 02/15/2033 | 18000 | 17917 |
| Veralto Corp. |  |  |
| 5.45%, 09/18/2033 | 30000 | 31183 |
|  |  | 418003 |
| **Communications Equipment - 0.3%**  | **Communications Equipment - 0.3%**  | **Communications Equipment - 0.3%**  |
| T-Mobile USA, Inc. |  |  |
| 3.88%, 04/15/2030 | 58000 | 57006 |
| 5.00%, 02/15/2036 | 64000 | 63349 |
| Verizon Communications, Inc. |  |  |
| 2.99%, 10/30/2056 | 46000 | 27297 |
| 4.75%, 01/15/2033 | 38000 | 38010 |
|  |  | 185662 |
| **Construction & Engineering - 0.3%**  | **Construction & Engineering - 0.3%**  | **Construction & Engineering - 0.3%**  |
| Sitios Latinoamerica SAB de CV |  |  |
| 6.00%, 11/25/2029 <sup>(B)</sup> <br>| 200000 | 206420 |

---

**Transamerica Funds**

**Page 4**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Consumer Staples Distribution & Retail - 0.1%**  | **Consumer Staples Distribution & Retail - 0.1%**  | **Consumer Staples Distribution & Retail - 0.1%**  |
| 7-Eleven, Inc. |  |  |
| 1.80%, 02/10/2031 <sup>(B)</sup> <br>| $32000 | $28107 |
| Lowe's Cos., Inc. |  |  |
| 3.75%, 04/01/2032 | 57000 | 54673 |
|  |  | 82780 |
| **Distributors - 0.0% \*** | **Distributors - 0.0% \*** | **Distributors - 0.0% \*** |
| LKQ Corp. |  |  |
| 6.25%, 06/15/2033 | 16000 | 16744 |
| **Diversified REITs - 0.3%**  | **Diversified REITs - 0.3%**  | **Diversified REITs - 0.3%**  |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| 5.25%, 02/15/2033 | 53000 | 53099 |
| Safehold GL Holdings LLC |  |  |
| 6.10%, 04/01/2034 | 40000 | 42521 |
| VICI Properties LP |  |  |
| 4.95%, 02/15/2030 | 51000 | 51620 |
| Weyerhaeuser Co. |  |  |
| 4.00%, 04/15/2030 | 45000 | 44336 |
| WP Carey, Inc. |  |  |
| 5.38%, 06/30/2034 | 31000 | 31896 |
|  |  | 223472 |
| **Electric Utilities - 1.0%**  | **Electric Utilities - 1.0%**  | **Electric Utilities - 1.0%**  |
| Black Hills Corp. |  |  |
| 4.55%, 01/31/2031 | 21000 | 20988 |
| Chile Electricity Lux MPC II SARL |  |  |
| 5.58%, 10/20/2035 <sup>(B)</sup> <br>| 195501 | 200570 |
| CMS Energy Corp. |  |  |
| 4.88%, 03/01/2044 | 10000 | 8945 |
| Constellation Energy Generation LLC |  |  |
| 5.88%, 01/15/2066 | 29000 | 28291 |
| DTE Electric Co. |  |  |
| 4.30%, 07/01/2044 | 49000 | 42121 |
| Duke Energy Corp. |  |  |
| 3.75%, 09/01/2046 | 68000 | 51558 |
| 4.95%, 09/15/2035 | 68000 | 67407 |
| Duke Energy Progress LLC |  |  |
| 3.60%, 09/15/2047 | 31000 | 23195 |
| NRG Energy, Inc. |  |  |
| 6.00%, 02/01/2033 <sup>(B)</sup> <br>| 14000 | 14269 |
| Pacific Gas & Electric Co. |  |  |
| 2.50%, 02/01/2031 | 45000 | 40688 |
| Southern Power Co. |  |  |
| 4.25%, 10/01/2030 | 21000 | 20946 |
| Vistra Operations Co. LLC |  |  |
| 5.25%, 10/15/2035 <sup>(B)</sup> <br>| 70000 | 69307 |
| 5.35%, 01/31/2036 <sup>(B)</sup> <br>| 51000 | 50726 |
| 6.88%, 04/15/2032 <sup>(B)</sup> <br>| 42000 | 44131 |
|  |  | 683142 |
| **Electronic Equipment, Instruments & Components - 0.3%**  | **Electronic Equipment, Instruments & Components - 0.3%**  | **Electronic Equipment, Instruments & Components - 0.3%**  |
| Arrow Electronics, Inc. |  |  |
| 5.88%, 04/10/2034 | 13000 | 13539 |
| Hubbell, Inc. |  |  |
| 4.80%, 11/15/2035 | 53000 | 52433 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** |
| Keysight Technologies, Inc. |  |  |
| 4.95%, 10/15/2034 | $10000 | $10058 |
| Sensata Technologies, Inc. |  |  |
| 4.38%, 02/15/2030 <sup>(B)</sup> <br>| 50000 | 48892 |
| Tyco Electronics Group SA |  |  |
| 5.00%, 05/09/2035 | 54000 | 54518 |
|  |  | 179440 |
| **Financial Services - 0.8%**  | **Financial Services - 0.8%**  | **Financial Services - 0.8%**  |
| AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust |  |  |
| 4.75%, 01/15/2033 | 150000 | 148547 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/15/2028, <br>5.74% <sup>(C)</sup>, 05/15/2029<br>| 12000 | 12322 |
| Avolon Holdings Funding Ltd. |  |  |
| 5.75%, 11/15/2029 <sup>(B)</sup> <br>| 54000 | 56110 |
| Blackstone Reg Finance Co. LLC |  |  |
| 4.95%, 02/15/2036 | 21000 | 20770 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2035, <br>5.20% <sup>(C)</sup>, 09/11/2036<br>| 67000 | 66067 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2036, <br>5.40% <sup>(C)</sup>, 01/30/2037 <sup>(D)</sup> <br>| 33000 | 32940 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/26/2034, <br>5.88% <sup>(C)</sup>, 07/26/2035<br>| 71000 | 74058 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2035, <br>6.18% <sup>(C)</sup>, 01/30/2036<br>| 9000 | 9318 |
| Citadel Finance LLC |  |  |
| 5.90%, 02/10/2030 <sup>(B)</sup> <br>| 54000 | 55279 |
| LPL Holdings, Inc. |  |  |
| 5.70%, 05/20/2027 | 13000 | 13240 |
| Rocket Cos., Inc. |  |  |
| 6.13%, 08/01/2030 <sup>(B)</sup> <br>| 35000 | 35833 |
| UWM Holdings LLC |  |  |
| 6.25%, 03/15/2031 <sup>(B)</sup> <br>| 36000 | 35773 |
|  |  | 560257 |
| **Food Products - 0.7%**  | **Food Products - 0.7%**  | **Food Products - 0.7%**  |
| Albertsons Cos., Inc./Safeway, Inc./New <br> Albertsons LP |  |  |
| 5.50%, 03/31/2031 <sup>(B)</sup> <br>| 3000 | 3005 |
| 5.75%, 03/31/2034 <sup>(B)</sup><sup>(D)</sup> <br>| 51000 | 50157 |
| 6.25%, 03/15/2033 <sup>(B)</sup> <br>| 7000 | 7148 |
| BAT Capital Corp. |  |  |
| 4.63%, 03/22/2033 | 41000 | 40625 |
| 5.63%, 08/15/2035 | 67000 | 69576 |
| Bunge Ltd. Finance Corp. |  |  |
| 5.15%, 08/04/2035 | 64000 | 64932 |
| Cargill, Inc. |  |  |
| 5.13%, 02/11/2035 <sup>(B)</sup> <br>| 41000 | 42103 |
| J.M. Smucker Co. |  |  |
| 6.50%, 11/15/2043 | 12000 | 12916 |
| JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings |  |  |
| 5.50%, 01/15/2036 | 69000 | 70030 |
| Kroger Co. |  |  |
| 5.00%, 09/15/2034 | 19000 | 19017 |

---

**Transamerica Funds**

**Page 5**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Philip Morris International, Inc. |  |  |
| 4.63%, 10/29/2035 | $67000 | $65432 |
| Pilgrim's Pride Corp. |  |  |
| 6.88%, 05/15/2034 | 35000 | 38718 |
| Sysco Corp. |  |  |
| 5.40%, 03/23/2035 | 28000 | 28973 |
|  |  | 512632 |
| **Health Care Equipment & Supplies - 0.1%**  | **Health Care Equipment & Supplies - 0.1%**  | **Health Care Equipment & Supplies - 0.1%**  |
| Baxter International, Inc. |  |  |
| 5.65%, 12/15/2035 | 35000 | 35297 |
| GE HealthCare Technologies, Inc. |  |  |
| 4.95%, 12/15/2035 | 17000 | 16862 |
|  |  | 52159 |
| **Health Care Providers & Services - 0.5%**  | **Health Care Providers & Services - 0.5%**  | **Health Care Providers & Services - 0.5%**  |
| Centene Corp. |  |  |
| 3.38%, 02/15/2030 | 38000 | 35056 |
| Cigna Group |  |  |
| 2.40%, 03/15/2030 | 20000 | 18612 |
| 5.25%, 01/15/2036 | 49000 | 49683 |
| Elevance Health, Inc. |  |  |
| 5.70%, 09/15/2055 | 32000 | 31174 |
| HCA, Inc. |  |  |
| 4.90%, 11/15/2035 | 55000 | 54015 |
| 6.00%, 04/01/2054 | 42000 | 41666 |
| Health Care Service Corp. A Mutual Legal <br> Reserve Co. |  |  |
| 5.88%, 06/15/2054 <sup>(B)</sup> <br>| 8000 | 7728 |
| Laboratory Corp. of America Holdings |  |  |
| 2.95%, 12/01/2029 | 22000 | 21023 |
| 4.80%, 10/01/2034 | 42000 | 41471 |
| UnitedHealth Group, Inc. |  |  |
| 5.15%, 07/15/2034 | 31000 | 31627 |
|  |  | 332055 |
| **Health Care REITs - 0.1%**  | **Health Care REITs - 0.1%**  | **Health Care REITs - 0.1%**  |
| Healthpeak OP LLC |  |  |
| 4.75%, 01/15/2033 | 67000 | 66706 |
| **Hotels, Restaurants & Leisure - 0.2%**  | **Hotels, Restaurants & Leisure - 0.2%**  | **Hotels, Restaurants & Leisure - 0.2%**  |
| Carnival Corp. |  |  |
| 5.75%, 08/01/2032 <sup>(B)</sup> <br>| 21000 | 21568 |
| 6.13%, 02/15/2033 <sup>(B)</sup> <br>| 33000 | 33947 |
| Hyatt Hotels Corp. |  |  |
| 5.40%, 12/15/2035 | 34000 | 34080 |
| MGM Resorts International |  |  |
| 6.13%, 09/15/2029 | 42000 | 42958 |
| Royal Caribbean Cruises Ltd. |  |  |
| 5.38%, 01/15/2036 | 45000 | 45094 |
|  |  | 177647 |
| **Household Durables - 0.0% \*** | **Household Durables - 0.0% \*** | **Household Durables - 0.0% \*** |
| Whirlpool Corp. |  |  |
| 6.13%, 06/15/2030 | 16000 | 16042 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Insurance - 0.4%**  | **Insurance - 0.4%**  | **Insurance - 0.4%**  |
| American International Group, Inc. |  |  |
| 5.45%, 05/07/2035 | $20000 | $20724 |
| Brown & Brown, Inc. |  |  |
| 5.25%, 06/23/2032 | 14000 | 14281 |
| 5.55%, 06/23/2035 | 56000 | 57296 |
| Corebridge Financial, Inc. |  |  |
| 5.75%, 01/15/2034 | 29000 | 30295 |
| Fortitude Group Holdings LLC |  |  |
| 6.25%, 04/01/2030 <sup>(B)</sup> <br>| 18000 | 18670 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/01/2030, <br>3.70% <sup>(C)</sup>, 10/01/2050<br>| 58000 | 54132 |
| RenaissanceRe Holdings Ltd. |  |  |
| 5.80%, 04/01/2035 | 10000 | 10428 |
| RGA Global Funding |  |  |
| 5.05%, 12/06/2031 <sup>(B)</sup> <br>| 56000 | 56968 |
|  |  | 262794 |
| **Internet & Catalog Retail - 0.2%**  | **Internet & Catalog Retail - 0.2%**  | **Internet & Catalog Retail - 0.2%**  |
| AppLovin Corp. |  |  |
| 5.50%, 12/01/2034 | 40000 | 40952 |
| Expedia Group, Inc. |  |  |
| 5.40%, 02/15/2035 | 54000 | 55152 |
| Meta Platforms, Inc. |  |  |
| 4.20%, 11/15/2030 | 56000 | 55899 |
| Uber Technologies, Inc. |  |  |
| 4.80%, 09/15/2034 | 12000 | 11937 |
|  |  | 163940 |
| **IT Services - 0.1%**  | **IT Services - 0.1%**  | **IT Services - 0.1%**  |
| Dell International LLC/EMC Corp. |  |  |
| 4.85%, 02/01/2035 | 37000 | 36210 |
| Hewlett Packard Enterprise Co. |  |  |
| 5.00%, 10/15/2034 | 29000 | 28557 |
|  |  | 64767 |
| **Machinery - 0.1%**  | **Machinery - 0.1%**  | **Machinery - 0.1%**  |
| Huntington Ingalls Industries, Inc. |  |  |
| 2.04%, 08/16/2028 | 47000 | 44636 |
| Ingersoll Rand, Inc. |  |  |
| 5.45%, 06/15/2034 | 27000 | 27964 |
|  |  | 72600 |
| **Media - 0.1%**  | **Media - 0.1%**  | **Media - 0.1%**  |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br>Operating Capital |  |  |
| 4.80%, 03/01/2050 | 36000 | 27281 |
| Comcast Corp. |  |  |
| 2.94%, 11/01/2056 | 5000 | 2818 |
| NBCUniversal Media LLC |  |  |
| 4.45%, 01/15/2043 | 40000 | 34017 |
|  |  | 64116 |
| **Metals & Mining - 0.1%**  | **Metals & Mining - 0.1%**  | **Metals & Mining - 0.1%**  |
| ArcelorMittal SA |  |  |
| 6.55%, 11/29/2027 | 56000 | 58282 |

---

**Transamerica Funds**

**Page 6**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| Glencore Funding LLC |  |  |
| 2.63%, 09/23/2031 <sup>(B)</sup> <br>| $45000 | $40762 |
|  |  | 99044 |
| **Mortgage Real Estate Investment Trusts - 0.0% \*** | **Mortgage Real Estate Investment Trusts - 0.0% \*** | **Mortgage Real Estate Investment Trusts - 0.0% \*** |
| Starwood Property Trust, Inc. |  |  |
| 6.00%, 04/15/2030 <sup>(B)</sup> <br>| 31000 | 31864 |
| **Office REITs - 0.0% \*** | **Office REITs - 0.0% \*** | **Office REITs - 0.0% \*** |
| Boston Properties LP |  |  |
| 5.75%, 01/15/2035 | 33000 | 33772 |
| **Oil, Gas & Consumable Fuels - 1.4%**  | **Oil, Gas & Consumable Fuels - 1.4%**  | **Oil, Gas & Consumable Fuels - 1.4%**  |
| Cheniere Energy Partners LP |  |  |
| 5.95%, 06/30/2033 | 66000 | 69926 |
| Diamondback Energy, Inc. |  |  |
| 5.40%, 04/18/2034 | 66000 | 67588 |
| Ecopetrol SA |  |  |
| 7.75%, 02/01/2032 | 91000 | 93443 |
| Enbridge, Inc. |  |  |
| 4.90%, 06/20/2030 | 41000 | 41861 |
| 5.63%, 04/05/2034 | 55000 | 57271 |
| Energy Transfer LP |  |  |
| 5.15%, 03/15/2045 | 34000 | 30238 |
| 5.55%, 02/15/2028 | 13000 | 13370 |
| 5.95%, 10/01/2043 | 9000 | 8920 |
| EQT Corp. |  |  |
| 6.38%, 04/01/2029 | 23000 | 23801 |
| Equinor ASA |  |  |
| 4.75%, 11/14/2035 | 77000 | 76436 |
| Gulfstream Natural Gas System LLC |  |  |
| 5.60%, 07/23/2035 <sup>(B)</sup> <br>| 23000 | 23530 |
| Hess Midstream Operations LP |  |  |
| 6.50%, 06/01/2029 <sup>(B)</sup> <br>| 38000 | 39330 |
| ONEOK, Inc. |  |  |
| 6.10%, 11/15/2032 | 60000 | 64176 |
| Ovintiv, Inc. |  |  |
| 6.50%, 08/15/2034 | 62000 | 66748 |
| Petroleos Mexicanos |  |  |
| 6.84%, 01/23/2030 | 58000 | 59493 |
| 7.69%, 01/23/2050 | 17000 | 15294 |
| Sabine Pass Liquefaction LLC |  |  |
| 4.20%, 03/15/2028 | 13000 | 13026 |
| Sunoco LP |  |  |
| 5.63%, 03/15/2031 <sup>(B)</sup> <br>| 9000 | 9055 |
| TotalEnergies Capital USA LLC |  |  |
| 4.57%, 01/13/2033 | 61000 | 61012 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| 5.10%, 03/15/2036 <sup>(B)</sup> <br>| 42000 | 42158 |
| Venture Global Plaquemines LNG LLC |  |  |
| 7.75%, 05/01/2035 <sup>(B)</sup> <br>| 63000 | 70252 |
| Western Midstream Operating LP |  |  |
| 6.15%, 04/01/2033 | 44000 | 46502 |
| Williams Cos., Inc. |  |  |
| 5.40%, 03/04/2044 | 9000 | 8649 |
|  |  | 1002079 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Paper & Forest Products - 0.0% \*** | **Paper & Forest Products - 0.0% \*** | **Paper & Forest Products - 0.0% \*** |
| Georgia-Pacific LLC |  |  |
| 4.95%, 06/30/2032 <sup>(B)</sup> <br>| $30000 | $30866 |
| **Passenger Airlines - 0.1%**  | **Passenger Airlines - 0.1%**  | **Passenger Airlines - 0.1%**  |
| American Airlines Pass-Through Trust |  |  |
| 3.20%, 12/15/2029 | 14135 | 13830 |
| Southwest Airlines Co. |  |  |
| 4.38%, 11/15/2028 | 59000 | 59316 |
| United Airlines Pass-Through Trust |  |  |
| 3.75%, 03/03/2028 | 17813 | 17772 |
|  |  | 90918 |
| **Pharmaceuticals - 0.4%**  | **Pharmaceuticals - 0.4%**  | **Pharmaceuticals - 0.4%**  |
| Bayer U.S. Finance II LLC |  |  |
| 5.50%, 07/30/2035 <sup>(B)</sup> <br>| 42000 | 42627 |
| Bristol-Myers Squibb Co. |  |  |
| 5.65%, 02/22/2064 | 27000 | 26376 |
| CVS Health Corp. |  |  |
| 5.45%, 09/15/2035 | 54000 | 54943 |
| 6.00%, 06/01/2044 | 34000 | 34082 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2029, <br>7.00% <sup>(C)</sup>, 03/10/2055<br>| 66000 | 69079 |
| Merck & Co., Inc. |  |  |
| 5.00%, 05/17/2053 | 11000 | 10051 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 5.11%, 05/19/2043 | 34000 | 32675 |
| Viatris, Inc. |  |  |
| 2.30%, 06/22/2027 | 16000 | 15581 |
|  |  | 285414 |
| **Residential REITs - 0.1%**  | **Residential REITs - 0.1%**  | **Residential REITs - 0.1%**  |
| American Homes 4 Rent LP |  |  |
| 5.50%, 02/01/2034 | 49000 | 50164 |
| **Retail REITs - 0.1%**  | **Retail REITs - 0.1%**  | **Retail REITs - 0.1%**  |
| NNN REIT, Inc. |  |  |
| 4.60%, 02/15/2031 | 66000 | 66433 |
| **Semiconductors & Semiconductor Equipment - 0.7%**  | **Semiconductors & Semiconductor Equipment - 0.7%**  | **Semiconductors & Semiconductor Equipment - 0.7%**  |
| Broadcom, Inc. |  |  |
| 3.14%, 11/15/2035 <sup>(B)</sup> <br>| 39000 | 33538 |
| 4.95%, 01/15/2036 | 45000 | 44955 |
| Foundry JV Holdco LLC |  |  |
| 5.88%, 01/25/2034 <sup>(B)</sup> <br>| 200000 | 206733 |
| Intel Corp. |  |  |
| 4.80%, 10/01/2041 | 42000 | 37695 |
| Microchip Technology, Inc. |  |  |
| 5.05%, 03/15/2029 | 38000 | 38884 |
| Micron Technology, Inc. |  |  |
| 5.30%, 01/15/2031 | 39000 | 40507 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| 3.25%, 11/30/2051 | 41000 | 27183 |
| 5.25%, 08/19/2035 | 47000 | 47542 |
| QUALCOMM, Inc. |  |  |
| 3.25%, 05/20/2050 | 27000 | 18624 |
|  |  | 495661 |

---

**Transamerica Funds**

**Page 7**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Software - 0.3%**  | **Software - 0.3%**  | **Software - 0.3%**  |
| Fair Isaac Corp. |  |  |
| 6.00%, 05/15/2033 <sup>(B)</sup> <br>| $17000 | $17322 |
| Fiserv, Inc. |  |  |
| 5.45%, 03/02/2028 | 31000 | 31771 |
| Intuit, Inc. |  |  |
| 5.50%, 09/15/2053 | 8000 | 7721 |
| Oracle Corp. |  |  |
| 5.88%, 09/26/2045 | 37000 | 33266 |
| 5.95%, 09/26/2055 | 14000 | 12345 |
| 6.90%, 11/09/2052 | 40000 | 39239 |
| Roper Technologies, Inc. |  |  |
| 4.90%, 10/15/2034 | 33000 | 32766 |
| Synopsys, Inc. |  |  |
| 5.15%, 04/01/2035 | 27000 | 27369 |
| 5.70%, 04/01/2055 | 15000 | 14793 |
|  |  | 216592 |
| **Specialized REITs - 0.1%**  | **Specialized REITs - 0.1%**  | **Specialized REITs - 0.1%**  |
| Extra Space Storage LP |  |  |
| 5.40%, 06/15/2035 | 56000 | 57172 |
| **Transportation Infrastructure - 0.3%**  | **Transportation Infrastructure - 0.3%**  | **Transportation Infrastructure - 0.3%**  |
| Avolon Holdings Funding Ltd. |  |  |
| 4.90%, 10/10/2030 <sup>(B)</sup> <br>| 57000 | 57331 |
| Canadian Pacific Railway Co. |  |  |
| 2.45%, 12/02/2031 | 90000 | 80955 |
| Fedex Freight Holding Co., Inc. |  |  |
| 5.25%, 03/15/2036 <sup>(B)</sup><sup>(D)</sup> <br>| 25000 | 24771 |
| GXO Logistics, Inc. |  |  |
| 2.65%, 07/15/2031 | 48000 | 43335 |
| 6.50%, 05/06/2034 | 17000 | 18311 |
| United Parcel Service, Inc. |  |  |
| 5.25%, 05/14/2035 | 21000 | 21755 |
|  |  | 246458 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $9,931,801)**<br>|  | 9946795 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 9.6%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 9.6%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 9.6%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 5.50%, 04/01/2053 - 07/01/2053 | 248264 | 252456 |
| 1-Year RFUCC Treasury + 1.90%, |  |  |
| 6.78% <sup>(C)</sup>, 02/01/2041 | 276 | 286 |
| Federal National Mortgage Association |  |  |
| 3.50%, 11/01/2028 - 01/01/2029 | 9126 | 9050 |
| 4.00%, 07/01/2026 | 236 | 235 |
| 4.50%, 08/01/2052 | 163876 | 161203 |
| 5.00%, 04/01/2039 - 02/01/2054 | 799595 | 804219 |
| 5.50%, 09/01/2036 - 03/01/2053 | 220707 | 225893 |
| 6.00%, 05/01/2038 - 06/01/2054 | 232728 | 240020 |
| 6.50%, 05/01/2040 | 10543 | 11181 |
| 1-Year RFUCC Treasury + 1.75%, |  |  |
| 6.63% <sup>(C)</sup>, 03/01/2041 | 265 | 274 |
| &nbsp;&nbsp; Government National Mortgage <br> Association REMICS, Interest Only <br>STRIPS |  |  |
| 0.65% <sup>(C)</sup>, 02/16/2053 | 55182 | 820 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| Tennessee Valley Authority |  |  |
| 5.88%, 04/01/2036 | $79000 | $87862 |
| Uniform Mortgage-Backed Security, TBA |  |  |
| 2.00%, 02/01/2041 - 02/01/2056 <sup>(D)</sup> <br>| 576000 | 481788 |
| 2.50%, 02/01/2041 - 02/01/2056 <sup>(D)</sup> <br>| 1431000 | 1222665 |
| 3.00%, 02/01/2041 - 02/01/2056 <sup>(D)</sup> <br>| 1066000 | 951490 |
| 3.50%, 02/01/2040 - 02/01/2056 <sup>(D)</sup> <br>| 534000 | 499199 |
| 4.00%, 02/01/2056 <sup>(D)</sup> <br>| 589000 | 562454 |
| 4.50%, 02/01/2056 <sup>(D)</sup> <br>| 572000 | 560341 |
| 5.00%, 02/01/2056 <sup>(D)</sup> <br>| 234000 | 233936 |
| 5.50%, 02/01/2056 <sup>(D)</sup> <br>| 275000 | 278825 |
| 6.00%, 02/01/2056 <sup>(D)</sup> <br>| 240000 | 245755 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $6,822,733)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $6,822,733)** | 6829952 |
| **U.S. GOVERNMENT OBLIGATIONS - 9.5%**  | **U.S. GOVERNMENT OBLIGATIONS - 9.5%**  | **U.S. GOVERNMENT OBLIGATIONS - 9.5%**  |
| **U.S. Treasury - 8.7%**  | **U.S. Treasury - 8.7%**  | **U.S. Treasury - 8.7%**  |
| U.S. Treasury Bonds |  |  |
| 1.25%, 05/15/2050 | 121000 | 57768 |
| 1.38%, 11/15/2040 | 160000 | 103500 |
| 1.88%, 02/15/2051 - 11/15/2051 | 195000 | 107846 |
| 2.00%, 02/15/2050 | 147000 | 85932 |
| 2.25%, 08/15/2046 - 02/15/2052 | 215000 | 134877 |
| 2.38%, 02/15/2042 | 31000 | 22738 |
| 2.50%, 02/15/2045 - 05/15/2046 | 294000 | 204600 |
| 2.75%, 08/15/2047 - 11/15/2047 | 323000 | 229687 |
| 2.88%, 08/15/2045 | 107000 | 80066 |
| 3.00%, 08/15/2048 - 08/15/2052 | 178700 | 130102 |
| 3.13%, 05/15/2048 | 189000 | 143042 |
| 3.63%, 02/15/2053 - 05/15/2053 | 115300 | 92860 |
| 4.00%, 11/15/2052 | 19000 | 16403 |
| 4.13%, 08/15/2053 | 63000 | 55504 |
| 4.25%, 02/15/2054 - 08/15/2054 | 66000 | 59371 |
| 4.50%, 11/15/2054 | 66000 | 61919 |
| 4.63%, 11/15/2044 - 11/15/2055 | 317000 | 304128 |
| 4.63%, 11/15/2045 | 56000 | 54469 |
| 4.75%, 11/15/2053 - 08/15/2055 | 342900 | 335087 |
| U.S. Treasury Notes |  |  |
| 0.63%, 05/15/2030 - 08/15/2030 | 480000 | 419625 |
| 1.50%, 08/15/2026 | 140000 | 138420 |
| 1.50%, 01/31/2027 | 211000 | 206793 |
| 1.63%, 08/15/2029 - 05/15/2031 | 169900 | 154379 |
| 2.25%, 11/15/2027 | 136300 | 133281 |
| 2.75%, 02/15/2028 | 180000 | 177202 |
| 2.88%, 05/15/2028 | 130000 | 128060 |
| 3.50%, 01/31/2028 - 11/30/2030 | 261000 | 258919 |
| 3.63%, 05/31/2028 | 259000 | 259354 |
| 3.63%, 12/31/2030 | 453000 | 449425 |
| 3.75%, 12/31/2030 | 56000 | 55862 |
| 3.88%, 11/30/2027 - 04/30/2030 | 393500 | 395602 |
| 4.00%, 05/31/2030 - 11/15/2035 | 281000 | 280287 |
| 4.13%, 09/30/2027 - 02/29/2032 | 628000 | 635427 |
| 4.25%, 08/15/2035 | 68000 | 68064 |
| 4.50%, 03/31/2026 | 135000 | 135150 |
| 4.50%, 05/31/2029 | 42000 | 43106 |
|  |  | 6218855 |

---

**Transamerica Funds**

**Page 8**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** |
| **U.S. Treasury Inflation-Protected Securities - 0.8%**  | **U.S. Treasury Inflation-Protected Securities - 0.8%**  | **U.S. Treasury Inflation-Protected Securities - 0.8%**  |
| U.S. Treasury Inflation-Protected Indexed <br> Bonds |  |  |
| 1.50%, 02/15/2053 | $126504 | $98399 |
| 2.50%, 01/15/2029 | 221499 | 230714 |
| U.S. Treasury Inflation-Protected Indexed <br> Notes |  |  |
| 0.13%, 07/15/2030 | 221263 | 211348 |
|  |  | 540461 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $7,140,792)**<br>|  | 6759316 |
| **MORTGAGE-BACKED SECURITIES - 2.6%**  | **MORTGAGE-BACKED SECURITIES - 2.6%**  | **MORTGAGE-BACKED SECURITIES - 2.6%**  |
| Alternative Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-22, Class 2A16, <br>6.50%, 09/25/2037<br>| 136683 | 46183 |
| Bank5 |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-5YR19, Class A3, <br>5.27%, 12/15/2058<br>| 175000 | 180979 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-V18, Class A3, <br>5.18%, 10/15/2058<br>| 100000 | 103092 |
| BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class A1, <br>6.19% <sup>(C)</sup>, 03/25/2064 <sup>(B)</sup> <br>| 85886 | 86937 |
| Citigroup Mortgage Loan Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-RP1, Class A1, <br>3.00% <sup>(C)</sup>, 09/25/2064 <sup>(B)</sup> <br>| 7685 | 7592 |
| COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, <br>6.13% <sup>(C)</sup>, 04/25/2069 <sup>(B)</sup> <br>| 55848 | 56466 |
| CSMC Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL2, Class A1A, <br>1.11% <sup>(C)</sup>, 01/25/2060 <sup>(B)</sup> <br>| 104107 | 88884 |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL6, Class A1, <br>2.00% <sup>(C)</sup>, 10/25/2060 <sup>(B)</sup> <br>| 85944 | 78375 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1, <br>4.94% <sup>(C)</sup>, 10/25/2070 <sup>(B)</sup> <br>| 105479 | 105719 |
| GMACM Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-AR1, Class 3A, <br>3.87% <sup>(C)</sup>, 03/18/2035<br>| 6653 | 6011 |
| Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-SPRL, Class A, <br>5.47% <sup>(C)</sup>, 01/13/2040 <sup>(B)</sup> <br>| 100000 | 103649 |
| Impac CMB Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-6, Class 1A1, <br>1-Month Term SOFR + 0.91%, <br>4.59% <sup>(C)</sup>, 10/25/2034<br>| 2270 | 2267 |
| IndyMac INDX Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-AR15, Class 2A1, <br>3.37% <sup>(C)</sup>, 08/25/2037<br>| 70909 | 49488 |
| Manhattan West Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1MW, Class A, <br>2.13%, 09/10/2039 <sup>(B)</sup> <br>| 100000 | 96478 |
| Merrill Lynch Mortgage Investors Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-F, Class A1, <br>1-Month Term SOFR + 0.75%, <br>4.43% <sup>(C)</sup>, 10/25/2028<br>| 1107 | 1089 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Nationstar Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-A, Class A, <br>3.75% <sup>(C)</sup>, 12/25/2052 <sup>(B)</sup> <br>| $16755 | $16194 |
| New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-1A, Class A, <br>3.75% <sup>(C)</sup>, 01/25/2054 <sup>(B)</sup> <br>| 8022 | 7861 |
| &nbsp;&nbsp;&nbsp; Series 2014-2A, Class A3, <br>3.75% <sup>(C)</sup>, 05/25/2054 <sup>(B)</sup> <br>| 21544 | 20792 |
| &nbsp;&nbsp;&nbsp; Series 2014-3A, Class AFX3, <br>3.75% <sup>(C)</sup>, 11/25/2054 <sup>(B)</sup> <br>| 15897 | 15398 |
| &nbsp;&nbsp;&nbsp; Series 2016-3A, Class A1B, <br>3.25% <sup>(C)</sup>, 09/25/2056 <sup>(B)</sup> <br>| 13538 | 12948 |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A1, <br>4.00% <sup>(C)</sup>, 02/25/2057 <sup>(B)</sup> <br>| 26547 | 26055 |
| &nbsp;&nbsp;&nbsp; Series 2017-3A, Class A1, <br>4.00% <sup>(C)</sup>, 04/25/2057 <sup>(B)</sup> <br>| 46469 | 45328 |
| &nbsp;&nbsp;&nbsp; Series 2017-4A, Class A1, <br>4.00% <sup>(C)</sup>, 05/25/2057 <sup>(B)</sup> <br>| 16261 | 15839 |
| &nbsp;&nbsp;&nbsp; Series 2018-RPL1, Class A1, <br>3.50% <sup>(C)</sup>, 12/25/2057 <sup>(B)</sup> <br>| 17740 | 17343 |
| &nbsp;&nbsp;&nbsp; Series 2019-4A, Class A1B, <br>3.50% <sup>(C)</sup>, 12/25/2058 <sup>(B)</sup> <br>| 59569 | 56324 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM4, Class A1, <br>6.11% <sup>(C)</sup>, 03/25/2063 <sup>(B)</sup> <br>| 48837 | 48888 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM4, Class A1, <br>6.07% <sup>(C)</sup>, 01/25/2064 <sup>(B)</sup> <br>| 55440 | 56006 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM18, Class A1, <br>5.06% <sup>(C)</sup>, 09/25/2065 <sup>(B)</sup> <br>| 92518 | 93096 |
| Provident Funding Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-5, Class A2, <br>5.50% <sup>(C)</sup>, 11/25/2055 <sup>(B)</sup> <br>| 97734 | 98402 |
| Structured Asset Mortgage Investments II <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-AR4, Class A1, <br>1-Month Term SOFR + 0.81%, <br>4.49% <sup>(C)</sup>, 01/19/2034<br>| 14420 | 13887 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-6, Class A1, <br>2.75% <sup>(C)</sup>, 10/25/2057 <sup>(B)</sup> <br>| 7219 | 7129 |
| &nbsp;&nbsp;&nbsp; Series 2018-1, Class A1, <br>3.00% <sup>(C)</sup>, 01/25/2058 <sup>(B)</sup> <br>| 4975 | 4947 |
| &nbsp;&nbsp;&nbsp; Series 2018-4, Class A1, <br>3.00% <sup>(C)</sup>, 06/25/2058 <sup>(B)</sup> <br>| 90512 | 86486 |
| &nbsp;&nbsp;&nbsp; Series 2020-4, Class A1, <br>1.75%, 10/25/2060 <sup>(B)</sup> <br>| 77884 | 71375 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1, <br>2.25% <sup>(C)</sup>, 11/25/2061 <sup>(B)</sup> <br>| 88100 | 83044 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br>3.75% <sup>(C)</sup>, 07/25/2062 <sup>(B)</sup> <br>| 63339 | 60769 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $1,987,959)**<br>|  | 1871320 |
| **ASSET-BACKED SECURITIES - 1.9%**  | **ASSET-BACKED SECURITIES - 1.9%**  | **ASSET-BACKED SECURITIES - 1.9%**  |
| Accelerated LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1H, Class A, <br>1.35%, 10/20/2040 <sup>(B)</sup> <br>| 17144 | 16086 |
| Barings Equipment Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-B, Class A3, <br>4.13%, 10/13/2032 <sup>(B)</sup> <br>| 100000 | 100276 |

---

**Transamerica Funds**

**Page 9**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| BXG Receivables Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-A, Class A, <br>5.77%, 11/15/2038 <sup>(B)</sup> <br>| $37654 | $38364 |
| First National Master Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-2, Class A, <br>5.77%, 09/15/2029<br>| 95000 | 96068 |
| GreatAmerica Leasing Receivables <br> Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2, Class A3, <br>4.14%, 12/17/2029 <sup>(B)</sup> <br>| 138000 | 138520 |
| Hertz Vehicle Financing III LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-3A, Class A, <br>5.94%, 02/25/2028 <sup>(B)</sup> <br>| 100000 | 101443 |
| Hilton Grand Vacations Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1B, Class A, <br>5.75%, 09/15/2039 <sup>(B)</sup> <br>| 17334 | 17720 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, <br>5.50%, 03/25/2038 <sup>(B)</sup> <br>| 53532 | 54612 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.54%, 05/25/2044 <sup>(B)</sup> <br>| 77751 | 77959 |
| HINNT LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class A, <br>5.49%, 03/15/2043 <sup>(B)</sup> <br>| 49383 | 50304 |
| &nbsp;&nbsp;&nbsp; Series 2025-B, Class A, <br>4.51%, 05/15/2045 <sup>(B)</sup> <br>| 68768 | 68746 |
| JGWPT XXVIII LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-1A, Class A, <br>3.22%, 04/15/2067 <sup>(B)</sup> <br>| 84267 | 77543 |
| MVW LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>4.93%, 10/20/2040 <sup>(B)</sup> <br>| 36584 | 36950 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.48%, 10/20/2044 <sup>(B)</sup> <br>| 97084 | 97040 |
| QTS Issuer ABS I LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.44%, 05/25/2055 <sup>(B)</sup> <br>| 70000 | 70433 |
| SCF Equipment Leasing LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A3, <br>5.11%, 11/21/2033 <sup>(B)</sup> <br>| 100000 | 102282 |
| Sierra Timeshare Receivables <br> Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>5.20%, 01/20/2040 <sup>(B)</sup> <br>| 25093 | 25419 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, <br>5.80%, 04/20/2040 <sup>(B)</sup> <br>| 28429 | 29152 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, <br>4.81%, 01/21/2042 <sup>(B)</sup> <br>| 57750 | 58061 |
| Vantage Data Centers LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.13%, 08/15/2055 <sup>(B)</sup> <br>| 80000 | 79363 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $1,333,604)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $1,333,604)** | 1336341 |
| **FOREIGN GOVERNMENT OBLIGATION - 0.2%**  | **FOREIGN GOVERNMENT OBLIGATION - 0.2%**  | **FOREIGN GOVERNMENT OBLIGATION - 0.2%**  |
| **Mexico - 0.2%**  | **Mexico - 0.2%**  | **Mexico - 0.2%**  |
| Mexico Government International Bonds |  |  |
| 3.75%, 01/11/2028 | 116000 | 114614 |
| &nbsp;&nbsp; **Total Foreign Government Obligation** <br>**(Cost $115,888)**<br>|  | 114614 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **COMMERCIAL PAPER - 6.4%**  | **COMMERCIAL PAPER - 6.4%**  | **COMMERCIAL PAPER - 6.4%**  |
| **Banks - 1.2%**  | **Banks - 1.2%**  | **Banks - 1.2%**  |
| Lloyds Bank PLC |  |  |
| 3.79% <sup>(E)</sup>, 05/11/2026 | $315000 | $311747 |
| Sheffield Receivables Co. LLC |  |  |
| 4.10% <sup>(E)</sup>, 02/19/2026 <sup>(B)</sup> <br>| 300000 | 299379 |
| Toronto-Dominion Bank |  |  |
| 3.91% <sup>(E)</sup>, 03/19/2026 <sup>(B)</sup> <br>| 275000 | 273624 |
|  |  | 884750 |
| **Capital Markets - 0.4%**  | **Capital Markets - 0.4%**  | **Capital Markets - 0.4%**  |
| Verto Capital I Compartment A |  |  |
| 4.06% <sup>(E)</sup>, 03/04/2026 <sup>(B)</sup> <br>| 250000 | 249115 |
| **Electrical Equipment - 0.3%**  | **Electrical Equipment - 0.3%**  | **Electrical Equipment - 0.3%**  |
| Emerson Electric Co. |  |  |
| 3.81% <sup>(E)</sup>, 03/30/2026 <sup>(B)</sup> <br>| 250000 | 248496 |
| **Financial Services - 4.5%**  | **Financial Services - 4.5%**  | **Financial Services - 4.5%**  |
| Alinghi Funding Co. LLC |  |  |
| 3.84% <sup>(E)</sup>, 04/28/2026 <sup>(B)</sup> <br>| 250000 | 247738 |
| Anglesea Funding LLC |  |  |
| 4.02% <sup>(E)</sup>, 02/10/2026 <sup>(B)</sup> <br>| 275000 | 274689 |
| Cancara Asset Securitisation LLC |  |  |
| 4.03% <sup>(E)</sup>, 02/19/2026 | 250000 | 249481 |
| Chariot Funding LLC |  |  |
| 4.04% <sup>(E)</sup>, 02/09/2026 <sup>(B)</sup> <br>| 300000 | 299692 |
| Columbia Funding Co. LLC |  |  |
| 4.11% <sup>(E)</sup>, 03/17/2026 <sup>(B)</sup> <br>| 250000 | 248806 |
| GTA Funding LLC |  |  |
| 4.09% <sup>(E)</sup>, 02/18/2026 <sup>(B)</sup> <br>| 300000 | 299412 |
| Liberty Street Funding LLC |  |  |
| 4.02% <sup>(E)</sup>, 03/02/2026 <sup>(B)</sup> <br>| 250000 | 249197 |
| Longship Funding LLC |  |  |
| 3.93% <sup>(E)</sup>, 03/09/2026 <sup>(B)</sup> <br>| 275000 | 273920 |
| Mainbeach Funding LLC |  |  |
| 4.08% <sup>(E)</sup>, 03/02/2026 <sup>(B)</sup> <br>| 250000 | 249192 |
| Nieuw Amsterdam Receivables Corp. BV |  |  |
| 4.06% <sup>(E)</sup>, 02/23/2026 <sup>(B)</sup> <br>| 275000 | 274311 |
| Ranger Funding Co. LLC |  |  |
| 4.14% <sup>(E)</sup>, 03/12/2026 <sup>(B)</sup> <br>| 275000 | 273829 |
| Versailles Commercial Paper LLC |  |  |
| 3.85% <sup>(E)</sup>, 04/06/2026 | 250000 | 248273 |
|  |  | 3188540 |
| &nbsp;&nbsp; **Total Commercial Paper** <br>**(Cost $4,570,811)**<br>|  | 4570901 |
| **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 1.1%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 1.1%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 1.1%**  |
| U.S. Treasury Bills |  |  |
| 3.40% <sup>(E)</sup>, 02/26/2026 | 335000 | 334192 |
| 3.64% <sup>(E)</sup>, 04/16/2026 | 253000 | 251158 |
| 3.82% <sup>(E)</sup>, 04/09/2026 | 222000 | 220541 |
| &nbsp;&nbsp; **Total Short-Term U.S. Government Obligations** <br>**(Cost $805,734)** | &nbsp;&nbsp; **Total Short-Term U.S. Government Obligations** <br>**(Cost $805,734)** | 805891 |

---

**Transamerica Funds**

**Page 10**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 0.3%**  | **OTHER INVESTMENT COMPANY - 0.3%**  | **OTHER INVESTMENT COMPANY - 0.3%**  |
| **Securities Lending Collateral - 0.3%**  | **Securities Lending Collateral - 0.3%**  | **Securities Lending Collateral - 0.3%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.67% <sup>(E)</sup> <br>| 182155 | $182155 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $182,155)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $182,155)** | 182155 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 1.7%**  | **REPURCHASE AGREEMENT - 1.7%**  | **REPURCHASE AGREEMENT - 1.7%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.35% <sup>(E)</sup>, dated 01/30/2026, to be <br> repurchased at $1,207,877 on 02/02/2026. <br> Collateralized by a U.S. Government <br> Obligation, 2.50%, due 03/31/2027, and <br> with a value of $1,232,181.<br>| $1207741 | 1207741 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $1,207,741)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $1,207,741)** | 1207741 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $56,264,765)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $56,264,765)** | 76571998 |
| **Net Other Assets (Liabilities) - (7.5)%** | **Net Other Assets (Liabilities) - (7.5)%** | (5310617) |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$71261381** |

---

**FUTURES CONTRACTS:**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  |
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| S&P 500<sup>®</sup> E-Mini Index | 1 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; $346565 | &nbsp;&nbsp;&nbsp;&nbsp; $348288 | &nbsp;&nbsp;&nbsp;&nbsp; $1723 | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(G)</sup> <br>|  |  |  |  |
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2 -** <br>**Other Significant** <br>**Observable Inputs**<br>| **Level 3 -** <br>**Significant** <br>**Unobservable Inputs**<br>| **Value** |
| **ASSETS** |  |  |  |  |
| **Investments** |  |  |  |  |
| Common Stocks | $42946972 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $42946972 |
| Corporate Debt Securities |  | &nbsp;&nbsp; 9946795 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9946795 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 6829952 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6829952 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 6759316 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6759316 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 1871320 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1871320 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 1336341 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1336341 |
| Foreign Government Obligation |  | &nbsp;&nbsp; 114614 | &nbsp;&nbsp; — | &nbsp;&nbsp; 114614 |
| Commercial Paper |  | &nbsp;&nbsp; 4570901 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4570901 |
| Short-Term U.S. Government Obligations |  | &nbsp;&nbsp; 805891 | &nbsp;&nbsp; — | &nbsp;&nbsp; 805891 |
| Other Investment Company | 182155 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 182155 |
| Repurchase Agreement |  | &nbsp;&nbsp; 1207741 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1207741 |
| **Total Investments** | **$43129127** | &nbsp;&nbsp; **$33442871** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$76571998** |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts <sup>(H)</sup> <br>| $1723 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1723 |
| **Total Other Financial Instruments** | **$1723** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$1723** |

---

**Transamerica Funds**

**Page 11**

------

**Transamerica Balanced II**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

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

<sup>(A)</sup> *Non-income producing security.*

<sup>(B)</sup> *Security is exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Security may be resold as transactions exempt from* *registration, normally to qualified institutional buyers. At January 31, 2026, the total value of 144A securities is $9,227,122, representing 12.9% of the* *Fund's net assets.* 

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

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

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

<sup>(F)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $178,463, collateralized by cash collateral of $182,155. The amount* *on loan indicated may not correspond with the securities on loan identified because a security with pending sales are in the process of recall from the* *brokers.* 

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

<sup>(H)</sup> *Derivative instruments are valued at unrealized appreciation (depreciation).*

**PORTFOLIO ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *REIT* | *Real Estate Investment Trust* |
| *RFUCC* | *Refinitiv USD IBOR Consumer Cash Fallbacks* |
| *SOFR* | *Secured Overnight Financing Rate* |
| *STRIPS* | *Separate Trading of Registered Interest and Principal of Securities* |
| *TBA* | *To Be Announced* |

---

**Transamerica Funds**

**Page 12**

------

**Transamerica Balanced II**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At January 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

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

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

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

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

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

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

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

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

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

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

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

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

**Transamerica Funds**

**Page 13**

------

**Transamerica Balanced II**

------

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

**At January 31, 2026**

**(unaudited)**

*Equity securities:* Securities are stated at the last reported sales price or closing price on the day of valuation taken from the primary exchange where the security is principally traded. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy. Equities traded on inactive markets or valued by reference to similar instruments are generally categorized in Level 2 or Level 3 if inputs are unobservable.

*Foreign equity securities:* Securities in which the primary trading market closes at the same time or after the NYSE, are valued based on quotations from the primary market in which they are traded and are categorized in Level 1. Because many foreign securities markets and exchanges close prior to the close of the NYSE, closing prices for foreign securities in those markets or on those exchanges do not reflect the events that occur after that close. Certain foreign securities may be fair valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, or ETFs and the movement of certain indices of securities based on a statistical analysis of their historical relationship; such valuations generally are categorized in Level 2.

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

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

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

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

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

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

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

*Derivative instruments:* Centrally cleared or listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Over-the-counter ("OTC") derivative contracts include forward, swap, swaption, and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices, or commodity prices. Depending on the product and the terms of the transaction, the fair value of the OTC derivative products are modeled taking into account the counterparties' creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets, as is the case of interest rate swap and option contracts. The majority of OTC derivative products valued by the Fund using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy or Level 3 if inputs are unobservable.

**Transamerica Funds**

**Page 14**

------

## 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:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $76964974.98

**Total Liabilities:** $5709329.48

**Net Assets:** $71255645.50

**Delayed Delivery Securities:** $5231157.75

**Cash Not Reported:** $29925.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -22.05000000 | **1-Year:** -617.39000000 | **5-Year:** -2484.80000000 | **10-Year:** -3047.96000000 | **30-Year:** -568.15000000

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

- **3-Month:** -2.57000000 | **1-Year:** -79.79000000 | **5-Year:** -284.31000000 | **10-Year:** -205.03000000 | **30-Year:** -59.68000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171790 | 0.46%                | -0.03%               | 0.79%                |
| Class ID C000171792 | 0.38%                | 0.11%                | 0.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $495609.68               | $-283876.35                                |
| Month 2  | $734802.24               | $-815960.15                                |
| Month 3  | $212035.03               | $270880.48                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT SEC CORP                                                                    | ADT Security Corp.                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26305.65     | 0.04%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      9484 | NS      | $248575.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                        | Aptiv Swiss Holdings Ltd.                                                     | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     20000 | PA      | $18686.96     | 0.03%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2211 | NS      | $493075.11    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelerated Assets                                                              | Accelerated LLC                                                               | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17144 | PA      | $16085.81     | 0.02%             | 2040-10-20      | Fixed         | 1.35%                 | 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      | $148547.25    | 0.21%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | Advanced Micro Devices, Inc.                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       565 | NS      | $133752.45    | 0.19%             |  |  |  | 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      | $7147.71      | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                          | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3005.31      | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | 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      | $50157.16     | 0.07%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALINGHI FUNDING CO LLC                                                          | Alinghi Funding Co. LLC                                                       | CUSIP: 01626GDU7<br>LEI: 549300VRDDZC1N8S3N22 | Long             | STIV             | CORP              | US        |    250000 | PA      | $247737.68    | 0.35%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020422<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $120065.83    | 0.17%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    446000 | PA      | $361722.48    | 0.51%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022428<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86000 | PA      | $81200.39     | 0.11%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1345000 | PA      | $1141464.82   | 1.60%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92000 | PA      | $88344.03     | 0.12%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    974000 | PA      | $863146.22    | 1.21%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032427<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $116319.20    | 0.16%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    414000 | PA      | $382880.51    | 0.54%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    589000 | PA      | $562454.13    | 0.79%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    572000 | PA      | $560340.74    | 0.79%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234000 | PA      | $233935.53    | 0.33%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $278825.39    | 0.39%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240000 | PA      | $245755.06    | 0.34%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | Ally Financial, Inc.                                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12321.85     | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2840 | NS      | $961425.20    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4325 | NS      | $1461850.00   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                                              | Alternative Loan Trust                                                        | CUSIP: 02151BBG2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    136683 | PA      | $46183.25     | 0.06%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | Altria Group, Inc.                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1243 | NS      | $77053.57     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      7859 | NS      | $1880658.70   | 2.64%             |  |  |  | No            |                  1 | 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      | $13829.64     | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       546 | NS      | $192284.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                           | American Homes 4 Rent LP                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     49000 | PA      | $50164.23     | 0.07%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                          | American International Group, Inc.                                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20723.77     | 0.03%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp.                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       437 | NS      | $78345.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                        | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       141 | NS      | $74333.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12419.26     | 0.02%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32238.90     | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1845 | NS      | $265827.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1210 | NS      | $376164.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLESEA FUNDING LLC                                                            | Anglesea Funding LLC                                                          | CUSIP: 0347M3BA1<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | US        |    275000 | PA      | $274689.20    | 0.39%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40432.80     | 0.06%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31173.90     | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | Apollo Global Management, Inc.                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1277 | NS      | $171807.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                       | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     10881 | NS      | $2823401.88   | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       119 | NS      | $56300.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                                                   | AppLovin Corp.                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40951.91     | 0.06%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                | ArcelorMittal SA                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     56000 | PA      | $58281.59     | 0.08%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES Capital Corp.                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39389.93     | 0.06%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                             | Arista Networks, Inc.                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1172 | NS      | $166119.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                                                           | Arrow Electronics, Inc.                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13538.76     | 0.02%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | Ashtead Capital, Inc.                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206717.08    | 0.29%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        34 | NS      | $125945.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     54000 | PA      | $56109.78     | 0.08%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     57000 | PA      | $57331.43     | 0.08%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                           | Bank5                                                                         | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $180978.65    | 0.25%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40624.48     | 0.06%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69576.11     | 0.10%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                                 | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3194 | NS      | $178991.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      8107 | NS      | $431292.40    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    142000 | PA      | $148092.95    | 0.21%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80689.29     | 0.11%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                      | Barings Equipment Finance LLC                                                 | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100276.19    | 0.14%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | Baxter International, Inc.                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35297.34     | 0.05%             | 2035-12-15      | Fixed         | 5.65%                 | 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      | $42626.67     | 0.06%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                      | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103091.61    | 0.14%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1189 | NS      | $571350.17    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                                                | Black Hills Corp.                                                             | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20987.60     | 0.03%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                          | Blackstone Reg Finance Co. LLC                                                | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20770.28     | 0.03%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       300 | NS      | $70116.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32804.28     | 0.05%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15802.51     | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | Boeing Co.                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     49000 | PA      | $54206.03     | 0.08%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | Boeing Co.                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39465.68     | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        19 | NS      | $95034.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     33000 | PA      | $33771.65     | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | Boston Scientific Corp.                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1177 | NS      | $110084.81    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust                                               | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     85886 | PA      | $86937.30     | 0.12%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      4395 | NS      | $241944.75    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26376.24     | 0.04%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3685 | NS      | $1220840.50   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33537.71     | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44955.01     | 0.06%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | Brown & Brown, Inc.                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14281.14     | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | Brown & Brown, Inc.                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57295.64     | 0.08%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64932.22     | 0.09%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                           | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       456 | NS      | $134912.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BXG Receivables Note Trust                                                      | BXG Receivables Note Trust                                                    | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |     37654 | PA      | $38363.52     | 0.05%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       541 | NS      | $148293.51    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18612.22     | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                   | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49683.08     | 0.07%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       639 | NS      | $184709.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS Energy Corp.                                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8945.26      | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                    | CSMC Trust                                                                    | CUSIP: 12656TAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    104107 | PA      | $88883.73     | 0.12%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                    | CSMC Trust                                                                    | CUSIP: 12657GAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     85944 | PA      | $78374.75     | 0.11%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                 | CSL Finance PLC                                                               | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     16000 | PA      | $14446.89     | 0.02%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34082.33     | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69078.64     | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54943.62     | 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        |     55848 | PA      | $56466.09     | 0.08%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                      | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       359 | NS      | $106393.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222945.26    | 0.31%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                          | Canadian Imperial Bank of Commerce                                            | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $37149.36     | 0.05%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $80954.63     | 0.11%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANCARA ASSET SECUR LLC                                                         | Cancara Asset Securitisation LLC                                              | CUSIP: 13738KBK2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    250000 | PA      | $249480.80    | 0.35%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       727 | NS      | $159162.11    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp.                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74058.24     | 0.10%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp.                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9318.00      | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp.                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66066.73     | 0.09%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp.                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32939.75     | 0.05%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                     | Cargill, Inc.                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42103.40     | 0.06%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                | Carlisle Cos., Inc.                                                           | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18330.52     | 0.03%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      4439 | NS      | $133258.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                   | Carnival Corp.                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     33000 | PA      | $33947.36     | 0.05%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     21000 | PA      | $21567.50     | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp.                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2300 | NS      | $137034.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp.                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35056.20     | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARIOT FUNDING LLC                                                             | Chariot Funding LLC                                                           | CUSIP: 15963UB96<br>LEI: 549300EEWRNP448AMT79 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299691.96    | 0.42%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     36000 | PA      | $27280.47     | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                                      | Charter Communications, Inc.                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       190 | NS      | $39162.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69926.42     | 0.10%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                           | Chile Electricity Lux MPC II SARL                                             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    195501 | PA      | $200569.69    | 0.28%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                      | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      4834 | NS      | $187897.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                                          | Church & Dwight Co., Inc.                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       864 | NS      | $83160.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITADEL FINANCE LLC                                                             | Citadel Finance LLC                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55278.58     | 0.08%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1351 | NS      | $156324.21    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      7685 | PA      | $7592.03      | 0.01%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23293.21     | 0.03%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                             | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2886 | NS      | $236825.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FUNDING CO                                                             | Columbia Funding Co. LLC                                                      | CUSIP: 19767DCH5<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248805.50    | 0.35%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      4461 | NS      | $132714.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2818.17      | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc.                                                    | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35569.38     | 0.05%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                        | Constellation Energy Generation LLC                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28291.32     | 0.04%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | Corebridge Financial, Inc.                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30295.48     | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                                      | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       521 | NS      | $163922.23    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co.                                                              | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42121.45     | 0.06%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       881 | NS      | $192842.09    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       482 | NS      | $254496.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36209.66     | 0.05%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | Delta Air Lines, Inc.                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1032 | NS      | $67998.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $149833.16    | 0.21%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                      | Dexcom, Inc.                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       286 | NS      | $20889.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy, Inc.                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       656 | NS      | $107551.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67588.43     | 0.09%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2727 | NS      | $307605.60    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                                    | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       252 | NS      | $51564.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                      | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       103 | NS      | $20753.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp.                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     68000 | PA      | $51557.77     | 0.07%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp.                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67407.09     | 0.09%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                      | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     31000 | PA      | $23195.46     | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2393 | NS      | $268327.09    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                                        | EQT Corp.                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1281 | NS      | $73952.13     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                        | EQT Corp.                                                                     | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23801.03     | 0.03%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1139 | NS      | $321186.61    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                                                    | Ecopetrol SA                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     91000 | PA      | $93443.17     | 0.13%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                       | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      2336 | NS      | $190056.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                        | Element Fleet Management Corp.                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $79692.99     | 0.11%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       784 | NS      | $115216.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co.                                                          | CUSIP: 29101BCW0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248496.45    | 0.35%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc.                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     62000 | PA      | $66748.27     | 0.09%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc.                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57271.31     | 0.08%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc.                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $41861.25     | 0.06%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8920.40      | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30238.17     | 0.04%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13369.71     | 0.02%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1726 | NS      | $165506.14    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                                     | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       172 | NS      | $141199.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                   | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     77000 | PA      | $76436.34     | 0.11%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                 | Equity LifeStyle Properties, Inc.                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |       934 | NS      | $59000.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                                               | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       423 | NS      | $112027.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | Expedia Group, Inc.                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55152.34     | 0.08%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                        | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     56000 | PA      | $57171.95     | 0.08%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      5429 | NS      | $767660.60    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1793 | NS      | $1284684.50   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55899.40     | 0.08%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                 | Fair Isaac Corp.                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17321.90     | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128UGL47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       276 | PA      | $285.61       | 0.00%             | 2041-02-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70678 | PA      | $71842.65     | 0.10%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177586 | PA      | $180613.17    | 0.25%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138ABBJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       265 | PA      | $273.72       | 0.00%             | 2041-03-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138AMVS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       236 | PA      | $234.90       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10543 | PA      | $11180.88     | 0.02%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5389 | PA      | $5688.17      | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138XCST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4792 | PA      | $4754.37      | 0.01%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138XKSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4334 | PA      | $4295.52      | 0.01%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138Y3DW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23505 | PA      | $24414.91     | 0.03%             | 2041-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QRW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172328 | PA      | $173540.81    | 0.24%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QUVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195066 | PA      | $200265.22    | 0.28%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162923 | PA      | $166011.14    | 0.23%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XKS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163876 | PA      | $161203.47    | 0.23%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XKTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145970 | PA      | $146657.19    | 0.21%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161263 | PA      | $162456.66    | 0.23%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282269 | PA      | $282953.57    | 0.40%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410FRW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19917 | PA      | $20771.86     | 0.03%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14362 | PA      | $14695.04     | 0.02%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2457 | PA      | $2593.32      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410KN34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21127 | PA      | $22300.85     | 0.03%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       652 | PA      | $688.71       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31416CCW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6337 | PA      | $6387.33      | 0.01%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31416TL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10649 | PA      | $10917.55     | 0.02%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31417SBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20780 | PA      | $21304.84     | 0.03%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       965 | PA      | $1019.03      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7072 | PA      | $7464.77      | 0.01%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       426 | NS      | $137278.50    | 0.19%             |  |  |  | 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      | $24771.26     | 0.03%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2301 | NS      | $127130.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2959 | NS      | $148600.98    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64553.66     | 0.09%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                        | First Citizens BancShares, Inc.                                               | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61894.49     | 0.09%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                | First National Master Notes Trust                                             | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $96068.12     | 0.13%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv, Inc.                                                                  | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31771.54     | 0.04%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                        | Fortitude Group Holdings LLC                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18670.15     | 0.03%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | Foundry JV Holdco LLC                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206733.06    | 0.29%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                         | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |     53000 | PA      | $53098.58     | 0.07%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                               | GXO Logistics, Inc.                                                           | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43334.56     | 0.06%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                               | GXO Logistics, Inc.                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18310.98     | 0.03%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                          | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16861.35     | 0.02%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1033 | NS      | $257599.21    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                                  | GE Vernova, Inc.                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       200 | NS      | $145274.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                                            | GCAT Trust                                                                    | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105479 | PA      | $105719.57    | 0.15%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | General Electric Co.                                                          | CUSIP: 369604BF9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13640.64     | 0.02%             | 2042-10-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | General Electric Co.                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29762.80     | 0.04%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | General Electric Co.                                                          | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35238.20     | 0.05%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | General Electric Co.                                                          | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8637.09      | 0.01%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co.                                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6120.86      | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29625.47     | 0.04%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39012.40     | 0.05%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                             | Georgia-Pacific LLC                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30865.91     | 0.04%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc.                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58272.18     | 0.08%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | Glencore Funding LLC                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40762.26     | 0.06%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55124.47     | 0.08%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42815.64     | 0.06%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62412.58     | 0.09%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association, Interest Only STRIPS                | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55182 | PA      | $820.08       | 0.00%             | 2053-02-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                               | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    138000 | PA      | $138519.72    | 0.19%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GTA FUNDING LLC                                                                 | GTA Funding LLC                                                               | CUSIP: 40060XBJ8<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299411.61    | 0.42%             | 2026-02-18      | None          | 0.00%                 | 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      | $23529.74     | 0.03%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41666.39     | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54015.34     | 0.08%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                              | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       120 | NS      | $58592.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hin Timeshare Trust                                                             | HINNT LLC                                                                     | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49383 | PA      | $50304.43     | 0.07%             | 2043-03-15      | Fixed         | 5.49%                 | 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      | $7727.42      | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                             | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     67000 | PA      | $66705.93     | 0.09%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                      | HEICO Corp.                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48575.43     | 0.07%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | Herc Holdings, Inc.                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27288.64     | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | 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      | $101443.13    | 0.14%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                        | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39330.15     | 0.06%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28557.42     | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                    | Hilton Grand Vacations Trust                                                  | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53532 | PA      | $54611.92     | 0.08%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                    | Hilton Grand Vacations Trust                                                  | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17334 | PA      | $17719.81     | 0.02%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                    | Hilton Grand Vacations Trust                                                  | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77751 | PA      | $77959.32     | 0.11%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                   | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       884 | NS      | $263882.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hin Timeshare Trust                                                             | HINNT LLC                                                                     | CUSIP: 433401AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68768 | PA      | $68745.63     | 0.10%             | 2045-05-15      | Fixed         | 4.51%                 | 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      | $31029.74     | 0.04%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1949 | NS      | $405547.92    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                                                     | Hubbell, Inc.                                                                 | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52432.99     | 0.07%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       456 | NS      | $89011.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                        | Huntington Ingalls Industries, Inc.                                           | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44635.87     | 0.06%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                    | Hudson Yards Mortgage Trust                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103649.19    | 0.15%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | Hyatt Hotels Corp.                                                            | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34079.91     | 0.05%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | Hyundai Capital America                                                       | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70607.61     | 0.10%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                 | Impac CMB Trust                                                               | CUSIP: 45254NJV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2270 | PA      | $2266.76      | 0.00%             | 2034-10-25      | Floating      | 4.59%                 | 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        |     70909 | PA      | $49487.95     | 0.07%             | 2037-08-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | Ingersoll Rand, Inc.                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       813 | NS      | $69991.17     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                              | Ingersoll Rand, Inc.                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27963.85     | 0.04%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp.                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37695.26     | 0.05%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       391 | NS      | $195077.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                                      | Intuit, Inc.                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7721.20      | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | JGWPT XXVIII LLC                                                              | CUSIP: 46617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84266 | PA      | $77542.87     | 0.11%             | 2067-04-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13664.10     | 0.02%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63572.27     | 0.09%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75421.73     | 0.11%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59754.33     | 0.08%             | 2037-02-05      | Fixed         | 5.19%                 | 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      | $70030.17     | 0.10%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2434 | NS      | $553126.50    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      5547 | NS      | $152209.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                           | Keysight Technologies, Inc.                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10058.27     | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co.                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19017.29     | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                        | LKQ Corp.                                                                     | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16744.13     | 0.02%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                                                      | LPL Financial Holdings, Inc.                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       148 | NS      | $53946.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13240.37     | 0.02%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                             | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9046.88      | 0.01%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp. of America Holdings                                          | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21022.44     | 0.03%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp. of America Holdings                                          | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41470.98     | 0.06%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                               | Lam Research Corp.                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       852 | NS      | $198907.92    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                             | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       937 | NS      | $176418.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                                     | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       365 | NS      | $39912.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY STREET FDG LLC                                                          | Liberty Street Funding LLC                                                    | CUSIP: 53127UC24<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249196.88    | 0.35%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       481 | NS      | $498869.15    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANK PLC                                                                 | Lloyds Bank PLC                                                               | CUSIP: 53943SEB9<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |    315000 | PA      | $311747.37    | 0.44%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LONGSHIP FUNDING LLC                                                            | Longship Funding LLC                                                          | CUSIP: 54316UC98<br>LEI: 549300HYL7N00LBQMI55 | Long             | STIV             | CORP              | US        |    275000 | PA      | $273919.97    | 0.38%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1542 | NS      | $411806.52    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54672.83     | 0.08%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32519.47     | 0.05%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                | MGM Resorts International                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42957.81     | 0.06%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                       | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97084 | PA      | $97040.08     | 0.14%             | 2044-10-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MAINBEACH FUNDING LLC                                                           | Mainbeach Funding LLC                                                         | CUSIP: 56037CC26<br>LEI: 635400CWJW29VERCBI90 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249192.43    | 0.35%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                  | Manhattan West Mortgage Trust                                                 | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96478.02     | 0.14%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       130 | NS      | $84753.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                                      | Masco Corp.                                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1268 | NS      | $83802.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1180 | NS      | $635772.20    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1019 | NS      | $320985.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                                   | McKesson Corp.                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        97 | NS      | $80627.37     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Inc                                                                     | Medline, Inc.                                                                 | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |       656 | NS      | $28995.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       435 | NS      | $47967.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10051.00     | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                                                     | Merrill Lynch Mortgage Investors Trust                                        | CUSIP: 5899292M9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      1107 | PA      | $1089.34      | 0.00%             | 2028-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      5946 | NS      | $2558504.34   | 3.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | Microchip Technology, Inc.                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38884.12     | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       897 | NS      | $372147.36    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc.                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40506.46     | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4831 | NS      | $282468.57    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104132.68    | 0.15%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26669.07     | 0.04%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64697.83     | 0.09%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | Mosaic Co.                                                                    | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30081.75     | 0.04%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       123 | NS      | $49512.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                       | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36584 | PA      | $36949.67     | 0.05%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       146 | NS      | $22283.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14268.63     | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV/NXP Funding LLC/NXP USA, Inc.                                          | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     41000 | PA      | $27182.94     | 0.04%             | 2051-11-30      | Fixed         | 3.25%                 | 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      | $47542.40     | 0.07%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc.                                                                | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     66000 | PA      | $66432.80     | 0.09%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Loan Trust                                                  | Nationstar Mortgage Loan Trust                                                | CUSIP: 63861HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16755 | PA      | $16193.83     | 0.02%             | 2052-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                          | NBCUniversal Media LLC                                                        | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34017.44     | 0.05%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2820 | NS      | $235441.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                                      | Neurocrine Biosciences, Inc.                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       227 | NS      | $30885.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64828AAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      8022 | PA      | $7861.13      | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64828MAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     46469 | PA      | $45328.07     | 0.06%             | 2057-04-25      | Variable      | 4.00%                 | 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        |     21544 | PA      | $20792.23     | 0.03%             | 2054-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829DAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     15897 | PA      | $15397.78     | 0.02%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829HAD9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     13538 | PA      | $12948.45     | 0.02%             | 2056-09-25      | Variable      | 3.25%                 | 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        |     26547 | PA      | $26054.73     | 0.04%             | 2057-02-25      | Variable      | 4.00%                 | 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        |     16261 | PA      | $15838.99     | 0.02%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829VAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     17740 | PA      | $17342.70     | 0.02%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64830WAD3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     59569 | PA      | $56324.58     | 0.08%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                              | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      4469 | NS      | $392825.10    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NIEUW AMSTERDAM REC BV                                                          | Nieuw Amsterdam Receivables Corp. BV                                          | CUSIP: 65409SBP2<br>LEI: 724500BM7HQ28ZIB2058 | Long             | STIV             | CORP              | NE        |    275000 | PA      | $274311.24    | 0.38%             | 2026-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                        | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1947 | NS      | $120344.07    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     18926 | NS      | $3617326.38   | 5.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd.                                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30539.22     | 0.04%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |     55440 | PA      | $56005.79     | 0.08%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |     92518 | PA      | $93095.93     | 0.13%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     48837 | PA      | $48887.77     | 0.07%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       620 | NS      | $47764.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64175.64     | 0.09%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1999 | NS      | $328995.42    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39238.91     | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33266.25     | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12344.83     | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | Otis Worldwide Corp.                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       861 | NS      | $73546.62     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                                                   | Owens Corning                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35242.77     | 0.05%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35272.58     | 0.05%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33968.43     | 0.05%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       823 | NS      | $95163.49     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40688.33     | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                       | Palantir Technologies, Inc.                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1238 | NS      | $181478.42    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc.                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2816 | NS      | $432622.08    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     58000 | PA      | $59492.51     | 0.08%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     17000 | PA      | $15293.55     | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     34000 | PA      | $32674.93     | 0.05%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1431 | NS      | $256778.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65432.25     | 0.09%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                            | Pilgrim's Pride Corp.                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38718.12     | 0.05%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       478 | NS      | $99424.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Trust                                                | Provident Funding Mortgage Trust                                              | CUSIP: 74388RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97734 | PA      | $98401.79     | 0.14%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc.                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54131.67     | 0.08%             | 2050-10-01      | Fixed         | 3.70%                 | 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      | $70433.38     | 0.10%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc.                                                                | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     27000 | PA      | $18623.87     | 0.03%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19685.32     | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9213.24      | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RANGER FUNDING CO LLC                                                           | Ranger Funding Co. LLC                                                        | CUSIP: 75300BCC6<br>LEI: 98450051F658C0AS7E68 | Long             | STIV             | CORP              | US        |    275000 | PA      | $273829.49    | 0.38%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1809 | NS      | $363482.37    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                   | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       246 | NS      | $182396.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp.                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2436 | NS      | $69426.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                        | RenaissanceRe Holdings Ltd.                                                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10427.93     | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | 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        |      6653 | PA      | $6011.51      | 0.01%             | 2035-03-18      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                              | RGA Global Funding                                                            | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56967.88     | 0.08%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                  | Rocket Cos., Inc.                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35833.32     | 0.05%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       191 | NS      | $70904.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32766.39     | 0.05%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | Ross Stores, Inc.                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1023 | NS      | $192988.95    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                         | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     45000 | PA      | $45094.05     | 0.06%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | Royalty Pharma PLC                                                            | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $50030.11     | 0.07%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | Royalty Pharma PLC                                                            | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $30156.18     | 0.04%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA Communications Corp.                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       596 | NS      | $109729.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                                         | SCF Equipment Trust LLC                                                       | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102282.33    | 0.14%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                        | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13026.15     | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                        | Safehold GL Holdings LLC                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     40000 | PA      | $42521.52     | 0.06%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       671 | NS      | $142446.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      4054 | NS      | $421291.68    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                          | Sempra                                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1930 | NS      | $167929.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECH INC                                                                | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48891.69     | 0.07%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                  | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2548 | NS      | $298141.48    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-Eleven, Inc.                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28107.08     | 0.04%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SHEFFIELD RECEIVABLES                                                           | Sheffield Receivables Co. LLC                                                 | CUSIP: 82124MBK5<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299378.61    | 0.42%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28429 | PA      | $29151.89     | 0.04%             | 2040-04-20      | Fixed         | 5.80%                 | 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        |     57750 | PA      | $58061.51     | 0.08%             | 2042-01-21      | Fixed         | 4.81%                 | 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        |     25093 | PA      | $25418.85     | 0.04%             | 2040-01-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                            | Sitios Latinoamerica SAB de CV                                                | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $206420.00    | 0.29%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                   | J.M. Smucker Co.                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12915.49     | 0.02%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2514 | NS      | $224525.34    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20946.27     | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | Southwest Airlines Co.                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59316.28     | 0.08%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                         | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     31000 | PA      | $31863.63     | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       571 | NS      | $74721.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                                      | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1207741 | PA      | $1207741.38   | 1.69%             |  |  |  | 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        |     14420 | PA      | $13887.49     | 0.02%             | 2034-01-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       882 | NS      | $325951.92    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                                       | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9055.16      | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27368.67     | 0.04%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14792.92     | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | Sysco Corp.                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28972.84     | 0.04%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57006.09     | 0.08%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63348.49     | 0.09%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     79000 | PA      | $87862.22     | 0.12%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                       | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1958 | NS      | $842742.78    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1391 | NS      | $299830.05    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                                     | Textron, Inc.                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       831 | NS      | $73177.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                           | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2276 | NS      | $348592.16    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                                       | Toast, Inc.                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      1514 | NS      | $47100.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BANK                                                           | Toronto-Dominion Bank                                                         | CUSIP: 89119BCK0<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    275000 | PA      | $273623.65    | 0.38%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                                         | TotalEnergies Capital USA LLC                                                 | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61012.30     | 0.09%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89170VAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     63339 | PA      | $60768.87     | 0.09%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      7219 | PA      | $7129.23      | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89175TAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     90512 | PA      | $86485.66     | 0.12%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      4975 | PA      | $4947.08      | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     77885 | PA      | $71374.68     | 0.10%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89179YAR4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     88100 | PA      | $83044.13     | 0.12%             | 2061-11-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                         | Transcontinental Gas Pipe Line Co. LLC                                        | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42158.05     | 0.06%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                                             | TransDigm Group, Inc.                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $194145.44    | 0.27%             |  |  |  | No            |                  1 | 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      | $17917.57     | 0.03%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      2167 | NS      | $111427.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                        | Tyco Electronics Group SA                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     54000 | PA      | $54517.93     | 0.08%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      4024 | NS      | $225786.64    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS LLC                                                                | UWM Holdings LLC                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35772.57     | 0.05%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | Uber Technologies, Inc.                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11936.90     | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       581 | NS      | $136593.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                                         | United Airlines Pass-Through Trust                                            | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17813 | PA      | $17771.74     | 0.02%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | United Airlines Holdings, Inc.                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       338 | NS      | $34584.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    116000 | PA      | $114613.80    | 0.16%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc.                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21755.15     | 0.03%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                              | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        47 | NS      | $36756.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                           | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    253000 | PA      | $251157.72    | 0.35%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                           | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    335000 | PA      | $334191.91    | 0.47%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                           | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    222000 | PA      | $220540.91    | 0.31%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    221532 | PA      | $230747.18    | 0.32%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81000 | PA      | $57206.25     | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107000 | PA      | $80066.09     | 0.11%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    213000 | PA      | $147394.34    | 0.21%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $62366.02     | 0.09%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $99750.00     | 0.14%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183000 | PA      | $129937.15    | 0.18%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189000 | PA      | $143041.99    | 0.20%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    108100 | PA      | $79765.98     | 0.11%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147000 | PA      | $85931.84     | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $57768.05     | 0.08%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $158484.38    | 0.22%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     74000 | PA      | $41220.31     | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $66625.63     | 0.09%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $72510.94     | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31000 | PA      | $22737.77     | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70600 | PA      | $50335.59     | 0.07%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $16403.09     | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     69300 | PA      | $55832.52     | 0.08%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    126522 | PA      | $98413.70     | 0.14%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46000 | PA      | $37028.20     | 0.05%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $55503.98     | 0.08%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $205135.55    | 0.29%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     58000 | PA      | $52175.08     | 0.07%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98000 | PA      | $93865.63     | 0.13%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $7195.94      | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66000 | PA      | $61918.83     | 0.09%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23000 | PA      | $22441.17     | 0.03%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $67057.81     | 0.09%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67900 | PA      | $66382.86     | 0.09%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $63567.97     | 0.09%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    126000 | PA      | $120763.13    | 0.17%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56000 | PA      | $54468.75     | 0.08%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $138420.35    | 0.19%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    136300 | PA      | $133281.17    | 0.19%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $177201.56    | 0.25%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $128060.16    | 0.18%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $270000.00    | 0.38%             | 2026-01-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62000 | PA      | $57863.44     | 0.08%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    211000 | PA      | $206793.19    | 0.29%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $241291.02    | 0.34%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Inflation-Protected Indexed Notes                               | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    221294 | PA      | $211378.60    | 0.30%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $178333.99    | 0.25%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107900 | PA      | $96515.71     | 0.14%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $136270.90    | 0.19%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    149500 | PA      | $150381.82    | 0.21%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $104930.27    | 0.15%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    259000 | PA      | $259354.10    | 0.36%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    124000 | PA      | $125637.19    | 0.18%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56000 | PA      | $55862.19     | 0.08%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147000 | PA      | $149009.77    | 0.21%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $135149.76    | 0.19%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42000 | PA      | $43105.78     | 0.06%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $122526.68    | 0.17%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    101000 | PA      | $101982.38    | 0.14%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    244000 | PA      | $245220.00    | 0.34%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    166000 | PA      | $167640.55    | 0.24%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68000 | PA      | $68063.75     | 0.10%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $112646.09    | 0.16%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    156000 | PA      | $153989.06    | 0.22%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    124000 | PA      | $123021.56    | 0.17%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       827 | NS      | $237291.11    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31626.99     | 0.04%             | 2034-07-15      | Fixed         | 5.15%                 | 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      | $79363.29     | 0.11%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                      | Ventas, Inc.                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      2682 | NS      | $208310.94    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     63000 | PA      | $70251.49     | 0.10%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | Veralto Corp.                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31182.60     | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     46000 | PA      | $27296.82     | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                  | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38010.35     | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Versailles Commercial Paper LLC                                                 | Versailles Commercial Paper LLC                                               | CUSIP: 92512MD63<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    250000 | PA      | $248273.00    | 0.35%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                      | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       324 | NS      | $152247.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTO CAPITAL COMP A                                                            | Verto Capital I Compartment A                                                 | CUSIP: 92544LC43<br>LEI: 635400H24DGVN77S6U37 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249114.95    | 0.35%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | Viatris, Inc.                                                                 | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15580.85     | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI Properties LP                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     51000 | PA      | $51619.60     | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa, Inc.                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1348 | NS      | $433826.84    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                                     | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       146 | NS      | $23119.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44131.08     | 0.06%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69306.61     | 0.10%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50725.60     | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                        | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201699.19    | 0.28%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | Vulcan Materials Co.                                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       306 | NS      | $91965.24     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | Vulcan Materials Co.                                                          | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29970.66     | 0.04%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP Carey, Inc.                                                                | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     31000 | PA      | $31896.02     | 0.04%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2904 | NS      | $345982.56    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                                                         | Warner Music Group Corp.                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $34836.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                                                     | Waters Corp.                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       107 | NS      | $39667.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      5261 | NS      | $476067.89    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47525.35     | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66452.85     | 0.09%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | Welltower, Inc.                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |       760 | NS      | $143153.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                                            | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       397 | NS      | $99341.31     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                        | Western Midstream Operating LP                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46501.60     | 0.07%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | Westlake Corp.                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34872.50     | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                         | WEX, Inc.                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       101 | NS      | $15543.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co.                                                              | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     45000 | PA      | $44336.19     | 0.06%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16041.71     | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos., Inc.                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8648.56      | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                 | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1318 | NS      | $204949.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NA CAPITAL                                                                   | ZF North America Capital, Inc.                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150571.66    | 0.21%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $1722.85      | 0.00%             |  |  |  | No            |                  1 | 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        |    182210 | NS      | $182210.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                                         | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       415 | NS      | $145100.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                          | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       744 | NS      | $71453.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                  | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       514 | NS      | $180629.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                       | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       364 | NS      | $27573.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       446 | NS      | $203808.62    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                   | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      3236 | NS      | $333178.56    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                                 | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       626 | NS      | $255213.94    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                          | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       938 | NS      | $394504.04    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                       | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       269 | NS      | $83271.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                           | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1123 | NS      | $253955.22    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer