# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-25-041677
**Filing Date:** 2025-12
**Character Count:** 239736
**Document Hash:** f7221fd895ae424f2bdc16b5d7a13a08
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-041677.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-041677

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**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:** 251595764

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $2148910331.36

**Total Liabilities:** $365596956.91

**Net Assets:** $1783313374.45

**Delayed Delivery Securities:** $352235268.36

**Cash Not Reported:** $1061828.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1576.03000000 | **1-Year:** -38426.49000000 | **5-Year:** -144590.82000000 | **10-Year:** -192879.36000000 | **30-Year:** -44055.31000000

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

- **3-Month:** -113.81000000 | **1-Year:** -5244.74000000 | **5-Year:** -13642.99000000 | **10-Year:** -8230.47000000 | **30-Year:** -129.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000137931 | 1.19%                | 1.04%                | 0.58%                |
| Class ID C000171829 | 1.15%                | 1.00%                | 0.54%                |
| Class ID C000171830 | 1.17%                | 1.02%                | 0.56%                |
| Class ID C000171831 | 1.19%                | 1.16%                | 0.58%                |
| Class ID C000228029 | 1.19%                | 1.16%                | 0.58%                |
| Class ID C000240465 | 1.20%                | 1.16%                | 0.58%                |
| Class ID C000240466 | 1.16%                | 1.01%                | 0.55%                |
| Class ID C000240467 | 1.10%                | 1.07%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3995704.28              | $10219353.07                               |
| Month 2  | $4295328.01              | $9201068.69                                |
| Month 3  | $2161344.94              | $1821696.47                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT SEC CORP                                                                    | ADT Security Corp.                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $1896110.95   | 0.11%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                        | Aptiv Swiss Holdings Ltd.                                                     | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   1988000 | PA      | $1838928.11   | 0.10%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                                              | Accelerated LLC                                                               | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314634 | PA      | $294077.83    | 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: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3092000 | PA      | $3093140.98   | 0.17%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1115000 | PA      | $1110008.01   | 0.06%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                          | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416000 | PA      | $427620.96    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                          | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    209000 | PA      | $210651.97    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                              | Alcon Finance Corp.                                                           | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    871000 | PA      | $895804.86    | 0.05%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0204B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8652000 | PA      | $7961718.52   | 0.45%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27045000 | PA      | $21926665.33  | 1.23%             | 2055-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0224B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5738000 | PA      | $5396729.12   | 0.30%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  86115000 | PA      | $73100135.20  | 4.10%             | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0304B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5078000 | PA      | $4865301.83   | 0.27%             | 2040-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  61121000 | PA      | $54149385.94  | 3.04%             | 2055-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0324B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8413000 | PA      | $8148321.55   | 0.46%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26842000 | PA      | $24744595.91  | 1.39%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  35432000 | PA      | $33614603.43  | 1.88%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34302000 | PA      | $33431465.66  | 1.87%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14818000 | PA      | $14742235.27  | 0.83%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  36139000 | PA      | $36511111.00  | 2.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16297000 | PA      | $16664610.94  | 0.93%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | Allstate Corp.                                                                | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1539547.87   | 0.09%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | Allstate Corp.                                                                | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   4683000 | PA      | $4817889.74   | 0.27%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | Ally Financial, Inc.                                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    786000 | PA      | $801827.33    | 0.04%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                              | Alternative Loan Trust                                                        | CUSIP: 02150EBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642828 | PA      | $290280.66    | 0.02%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                              | Alternative Loan Trust                                                        | CUSIP: 02151BBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4505575 | PA      | $1589030.38   | 0.09%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | America Movil SAB de CV                                                       | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2100000 | PA      | $1855433.31   | 0.10%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                        | American Airlines Pass-Through Trust                                          | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       136 | PA      | $131.83       | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co.                                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2914931.93   | 0.16%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                           | American Homes 4 Rent LP                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   2961000 | PA      | $3057435.45   | 0.17%             | 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        |   1278000 | PA      | $1329356.29   | 0.07%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                                                          | American Tower Trust #1                                                       | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |   2395000 | PA      | $2356235.25   | 0.13%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1293508.56   | 0.07%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1807985.21   | 0.10%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ANGLESEA FUNDING LLC                                                            | Anglesea Funding LLC                                                          | CUSIP: 0347M2Y75<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | US        |   8100000 | PA      | $8093699.82   | 0.45%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                          | Anglo American Capital PLC                                                    | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3182000 | PA      | $3194287.04   | 0.18%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2341474.15   | 0.13%             | 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        |   1972000 | PA      | $1961690.66   | 0.11%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | Aon North America, Inc.                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1971255.09   | 0.11%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | Aon North America, Inc.                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2595474.48   | 0.15%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | AppLovin Corp.                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2593000 | PA      | $2663324.36   | 0.15%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                | ArcelorMittal SA                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3782000 | PA      | $3932940.94   | 0.22%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                           | Arrow Electronics, Inc.                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $2009892.35   | 0.11%             | 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        |   2700000 | PA      | $2781013.31   | 0.16%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATLANTIC ASSET SEC LLC                                                          | Atlantic Asset Securitization LLC                                             | CUSIP: 04821TZG3<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7959520.00   | 0.45%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                          | Aviation Capital Group LLC                                                    | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1627593.93   | 0.09%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | Avis Budget Rental Car Funding AESOP LLC                                      | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1935000 | PA      | $1983524.19   | 0.11%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | Avis Budget Rental Car Funding AESOP LLC                                      | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3469000 | PA      | $3576092.89   | 0.20%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4309000 | PA      | $4467709.65   | 0.25%             | 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        |   3563000 | PA      | $3579888.87   | 0.20%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2450067.57   | 0.14%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3988000 | PA      | $4142782.61   | 0.23%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander SA                                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2438483.40   | 0.14%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9016000 | PA      | $9409886.59   | 0.53%             | 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        |   4869000 | PA      | $5093880.12   | 0.29%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp.                                                 | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1133791.52   | 0.06%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays PLC                                                                  | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3834000 | PA      | $3834000.00   | 0.21%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays PLC                                                                  | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1602000 | PA      | $1675419.80   | 0.09%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                      | Barings Equipment Finance LLC                                                 | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5170000 | PA      | $5170474.09   | 0.29%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BARTON CAPITAL SA                                                               | Barton Capital SA                                                             | CUSIP: 06945LYC6<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |  16000000 | PA      | $15978724.80  | 0.90%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                         | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2545049.23   | 0.14%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                        | Bear Stearns ALT-A Trust                                                      | CUSIP: 07386HMW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19449 | PA      | $18697.57     | 0.00%             | 2034-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Bedford Row Funding Corp                                                        | Bedford Row Funding Corp.                                                     | CUSIP: 07644BAS1<br>LEI: 5493000JWH1Z48FX0180 | Long             | STIV             | CORP              | US        |  13500000 | PA      | $13371457.05  | 0.75%             | 2026-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                      | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $6484348.08   | 0.36%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                | Black Hills Corp.                                                             | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1379178.99   | 0.08%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                          | Blackstone Reg Finance Co. LLC                                                | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1352960.54   | 0.08%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2319000 | PA      | $1887436.02   | 0.11%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    696000 | PA      | $691271.90    | 0.04%             | 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        |   3849000 | PA      | $4258803.22   | 0.24%             | 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        |   1578000 | PA      | $1796090.85   | 0.10%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2047000 | PA      | $2093210.14   | 0.12%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust                                               | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2481266 | PA      | $2506109.49   | 0.14%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1120754.26   | 0.06%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                                                        | Britannia Funding Co. LLC                                                     | CUSIP: 11042MA81<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |  18000000 | PA      | $17863034.40  | 1.00%             | 2026-01-08      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $2653867.70   | 0.15%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | Brown & Brown, Inc.                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    874000 | PA      | $895171.58    | 0.05%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | Brown & Brown, Inc.                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3372000 | PA      | $3470619.10   | 0.19%             | 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        |   4075000 | PA      | $4128697.66   | 0.23%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                                      | BXG Receivables Note Trust                                                    | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |   2589311 | PA      | $2638119.09   | 0.15%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                | CIFC Funding Ltd.                                                             | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |   2123462 | PA      | $2127271.94   | 0.12%             | 2030-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1545273.27   | 0.09%             | 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        |   2911000 | PA      | $2956805.23   | 0.17%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust                                                                     | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3482284 | PA      | $3155948.59   | 0.18%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS Energy Corp.                                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    694000 | PA      | $630991.30    | 0.04%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                    | CSMC Trust                                                                    | CUSIP: 12657GAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2802599 | PA      | $2550758.15   | 0.14%             | 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        |   1755000 | PA      | $1609321.54   | 0.09%             | 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        |   2614000 | PA      | $2647639.04   | 0.15%             | 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        |   3638000 | PA      | $3822377.48   | 0.21%             | 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        |   3368000 | PA      | $3439050.18   | 0.19%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                | COLT Mortgage Loan Trust                                                      | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |   2315857 | PA      | $2337415.56   | 0.13%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                              | Alternative Loan Trust                                                        | CUSIP: 12667GWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220294 | PA      | $206435.25    | 0.01%             | 2035-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                              | Alternative Loan Trust                                                        | CUSIP: 12668ACZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267504 | PA      | $241565.74    | 0.01%             | 2035-11-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                              | Alternative Loan Trust                                                        | CUSIP: 12668ALH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330576 | PA      | $271295.04    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                          | CHL Mortgage Pass-Through Trust                                               | CUSIP: 12669FJC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3692 | PA      | $3698.89      | 0.00%             | 2034-02-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                          | CHL Mortgage Pass-Through Trust                                               | CUSIP: 12669GTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46492 | PA      | $44814.46     | 0.00%             | 2035-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                          | Cadence Design Systems, Inc.                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1754494.32   | 0.10%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   6634000 | PA      | $7398066.37   | 0.41%             | 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        |   2971000 | PA      | $3066418.69   | 0.17%             | 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        |   5648000 | PA      | $5039301.43   | 0.28%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cancara Asset Securitisation LLC                                                | Cancara Asset Securitisation LLC                                              | CUSIP: 13738KBL0<br>LEI: N/A                  | Long             | STIV             | CORP              | JE        |   3000000 | PA      | $2962946.70   | 0.17%             | 2026-02-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp.                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4314000 | PA      | $4517367.70   | 0.25%             | 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        |    944000 | PA      | $983800.17    | 0.06%             | 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        |   4088000 | PA      | $4060871.38   | 0.23%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | Cardinal Health, Inc.                                                         | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1929777.35   | 0.11%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                     | Cargill, Inc.                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2574889.94   | 0.14%             | 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        |   1155000 | PA      | $1175034.69   | 0.07%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | Carnival Corp.                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1946000 | PA      | $2006656.49   | 0.11%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1414000 | PA      | $1452577.72   | 0.08%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp.                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $1870189.02   | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | 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        |   2295000 | PA      | $1795997.42   | 0.10%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                            | Chase Issuance Trust                                                          | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5252599.04   | 0.29%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $4231892.59   | 0.24%             | 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        |   3244339 | PA      | $3337776.07   | 0.19%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                             | Citadel Finance LLC                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   3466000 | PA      | $3501230.09   | 0.20%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17322GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143441 | PA      | $140246.33    | 0.01%             | 2035-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17324VAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111338 | PA      | $108027.17    | 0.01%             | 2042-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    347907 | PA      | $342645.05    | 0.02%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1481489.22   | 0.08%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                        | Cleveland Electric Illuminating Co.                                           | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $462150.02    | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                         | Colombia Government International Bonds                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2528000 | PA      | $2692977.28   | 0.15%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $597981.49    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CONCORD MINUTEMEN CAP CO                                                        | Concord Minutemen Capital Co. LLC                                             | CUSIP: 20632KZ36<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | STIV             | CORP              | US        |  16000000 | PA      | $15941332.80  | 0.89%             | 2025-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc.                                                    | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2172000 | PA      | $2138119.60   | 0.12%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | Corebridge Financial, Inc.                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1776636.88   | 0.10%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                        | Corporacion Financiera de Desarrollo SA                                       | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   1705000 | PA      | $1751273.70   | 0.10%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG                                                                  | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2904000 | PA      | $3211388.78   | 0.18%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG                                                                  | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2273000 | PA      | $2264777.22   | 0.13%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                        | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    570000 | PA      | $543113.33    | 0.03%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB Bank ASA                                                                  | CUSIP: 2332K1AV2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  17000000 | PA      | $16835868.40  | 0.94%             | 2026-01-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co.                                                              | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   5187000 | PA      | $4508723.92   | 0.25%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   3521000 | PA      | $3464999.80   | 0.19%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                                            | Diameter Capital CLO 1 Ltd.                                                   | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007152.00   | 0.22%             | 2037-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3192000 | PA      | $3254075.37   | 0.18%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | Dominican Republic International Bonds                                        | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   4856000 | PA      | $5120166.40   | 0.29%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp.                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4164000 | PA      | $3210324.49   | 0.18%             | 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        |   4181000 | PA      | $4157218.05   | 0.23%             | 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        |   1939000 | PA      | $1479321.85   | 0.08%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT Corp.                                                                     | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1256545.15   | 0.07%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                               | Eaton Capital ULC                                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1379000 | PA      | $1391796.06   | 0.08%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | Ecopetrol SA                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1496000 | PA      | $1545839.24   | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                        | Element Fleet Management Corp.                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4663000 | PA      | $4762833.62   | 0.27%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc.                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3190000 | PA      | $3329362.49   | 0.19%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc.                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1907000 | PA      | $1950971.87   | 0.11%             | 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        |    824000 | PA      | $810451.39    | 0.05%             | 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        |   1064000 | PA      | $946340.55    | 0.05%             | 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        |    857000 | PA      | $881321.90    | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | Expedia Group, Inc.                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   3447000 | PA      | $3533986.91   | 0.20%             | 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        |   3468000 | PA      | $3549393.09   | 0.20%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3506000 | PA      | $3502352.04   | 0.20%             | 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        |   1071000 | PA      | $1090166.62   | 0.06%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128JM3C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4076 | PA      | $4182.26      | 0.00%             | 2034-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128LXG20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130695 | PA      | $134070.61    | 0.01%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QHTC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1411 | PA      | $1416.02      | 0.00%             | 2037-02-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QHTK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9088 | PA      | $9188.00      | 0.00%             | 2037-04-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QHTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3732 | PA      | $3732.20      | 0.00%             | 2037-05-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QHXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7129 | PA      | $7180.28      | 0.00%             | 2037-05-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QJG42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95875 | PA      | $98666.76     | 0.01%             | 2035-09-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QSNS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5979 | PA      | $6166.49      | 0.00%             | 2037-09-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QSU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39395 | PA      | $40408.59     | 0.00%             | 2038-01-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128UGL47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8445 | PA      | $8676.10      | 0.00%             | 2041-02-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31298T5K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72698 | PA      | $75812.19     | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3686227 | PA      | $3729357.80   | 0.21%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9312314 | PA      | $9436036.13   | 0.53%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31371MSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1388 | PA      | $1403.89      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138ABBJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7397 | PA      | $7603.51      | 0.00%             | 2041-03-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352195 | PA      | $373634.75    | 0.02%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138ELMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47720 | PA      | $47230.94     | 0.00%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138X4FZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144200 | PA      | $142115.73    | 0.01%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138XKSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98237 | PA      | $97118.26     | 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        |   1256323 | PA      | $1303503.16   | 0.07%             | 2041-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128525 | PA      | $133920.28    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75283 | PA      | $78342.23     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558420 | PA      | $579634.75    | 0.03%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31402RN21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9907 | PA      | $10186.15     | 0.00%             | 2035-08-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31403V4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       450 | PA      | $459.85       | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31406H3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2110 | PA      | $2161.99      | 0.00%             | 2035-01-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QRW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10323605 | PA      | $10351966.02  | 0.58%             | 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        |  10560608 | PA      | $10833154.35  | 0.61%             | 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        |   9875192 | PA      | $10037084.01  | 0.56%             | 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        |  10109404 | PA      | $9899185.77   | 0.56%             | 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        |   8717900 | PA      | $8731330.52   | 0.49%             | 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        |   9806069 | PA      | $9818901.47   | 0.55%             | 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        |  14313733 | PA      | $14287444.99  | 0.80%             | 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        |     71967 | PA      | $74929.39     | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15189 | PA      | $15970.41     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53561 | PA      | $56488.13     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31413NJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       340 | PA      | $338.31       | 0.00%             | 2037-08-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31415MM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201705 | PA      | $214768.25    | 0.01%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31416CCW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1792877 | PA      | $1810662.13   | 0.10%             | 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        |    443456 | PA      | $455512.84    | 0.03%             | 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        |    926051 | PA      | $951229.86    | 0.05%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418MFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186065 | PA      | $193271.07    | 0.01%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224476 | PA      | $236746.70    | 0.01%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                | First National Master Note Trust                                              | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5315000 | PA      | $5389500.89   | 0.30%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv, Inc.                                                                  | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2174600.95   | 0.12%             | 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        |   1254000 | PA      | $1302244.44   | 0.07%             | 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        |   2528000 | PA      | $2610137.02   | 0.15%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | Foundry JV Holdco LLC                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2594000 | PA      | $2730460.20   | 0.15%             | 2033-01-25      | Fixed         | 5.90%                 | 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        |   3272000 | PA      | $3270020.44   | 0.18%             | 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        |   5330000 | PA      | $4758052.25   | 0.27%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                               | GXO Logistics, Inc.                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1825603.51   | 0.10%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                          | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1558127.19   | 0.09%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                          | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1622935.99   | 0.09%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                            | GCAT Trust                                                                    | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $4084655.34   | 0.23%             | 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        |   1735000 | PA      | $1508682.52   | 0.08%             | 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        |   2189000 | PA      | $1996749.96   | 0.11%             | 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        |   2140000 | PA      | $2156137.80   | 0.12%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co.                                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    922000 | PA      | $942042.47    | 0.05%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co.                                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1388676.92   | 0.08%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                             | Georgia-Pacific LLC                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1739864.78   | 0.10%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc.                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2938093.72   | 0.16%             | 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        |   2582000 | PA      | $2319377.27   | 0.13%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GLENCOVE FUNDING LLC                                                            | Glencove Funding LLC                                                          | CUSIP: 37828VZ14<br>LEI: 549300XUUQZO7I38ZR06 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14948979.00  | 0.84%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2756000 | PA      | $2742540.52   | 0.15%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4206000 | PA      | $3783472.10   | 0.21%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS, Interest Only STRIPS         | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1860815 | PA      | $27838.73     | 0.00%             | 2053-02-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                                        | Greensaif Pipelines Bidco SARL                                                | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1972000 | PA      | $2074644.91   | 0.12%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GTA FUNDING LLC                                                                 | GTA Funding LLC                                                               | CUSIP: 40060WYL0<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9977935.00   | 0.56%             | 2025-11-20      | 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        |   1518000 | PA      | $1554649.64   | 0.09%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2366039.42   | 0.13%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3367499.98   | 0.19%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                             | HINNT LLC                                                                     | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2828337 | PA      | $2878127.79   | 0.16%             | 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        |   1100000 | PA      | $1086656.23   | 0.06%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                             | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   4217000 | PA      | $4193959.32   | 0.24%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                      | HEICO Corp.                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $3129236.63   | 0.18%             | 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        |   1663000 | PA      | $1740627.18   | 0.10%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                        | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1992618.37   | 0.11%             | 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        |   3582000 | PA      | $3544214.20   | 0.20%             | 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        |   1432354 | PA      | $1461332.75   | 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        |    999334 | PA      | $1015362.75   | 0.06%             | 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        |   3780418 | PA      | $3790330.30   | 0.21%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                           | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1909344.13   | 0.11%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                           | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAK2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    799000 | PA      | $711281.80    | 0.04%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                     | Hubbell, Inc.                                                                 | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   3282000 | PA      | $3268387.45   | 0.18%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                        | Huntington Ingalls Industries, Inc.                                           | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   5383000 | PA      | $5061957.88   | 0.28%             | 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        |   5150000 | PA      | $5331739.38   | 0.30%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | Hyatt Hotels Corp.                                                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2349929.60   | 0.13%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | Hyundai Capital America                                                       | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4233000 | PA      | $4376430.46   | 0.25%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                  | ICG U.S. CLO Ltd.                                                             | CUSIP: 44928XAY0<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   7305000 | PA      | $7316512.68   | 0.41%             | 2034-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                 | Impac CMB Trust                                                               | CUSIP: 45254NJV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1145 | PA      | $1142.99      | 0.00%             | 2034-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                         | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3370000 | PA      | $3439551.71   | 0.19%             | 2035-07-01      | Fixed         | 5.63%                 | 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        |    241133 | PA      | $168497.51    | 0.01%             | 2037-08-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | Ingersoll Rand, Inc.                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2290903.63   | 0.13%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp.                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2309457.35   | 0.13%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3561000 | PA      | $4206092.81   | 0.24%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | Intuit, Inc.                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1150974.05   | 0.06%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | JG Wentworth XXI LLC                                                          | CUSIP: 466159AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97995 | PA      | $97441.73     | 0.01%             | 2048-01-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | JG Wentworth XXII LLC                                                         | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147498 | PA      | $146339.08    | 0.01%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | JGWPT XXVIII LLC                                                              | CUSIP: 46617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703961 | PA      | $655815.76    | 0.04%             | 2067-04-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JPMorgan Mortgage Trust                                                       | CUSIP: 466247BL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9956 | PA      | $9132.09      | 0.00%             | 2034-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JPMorgan Mortgage Trust                                                       | CUSIP: 46629AAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150014 | PA      | $47867.98     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1565047.29   | 0.09%             | 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        |   7430000 | PA      | $7610649.90   | 0.43%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1417356.13   | 0.08%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3663000 | PA      | $3798036.50   | 0.21%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1470293.42   | 0.08%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                        | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.  | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4216000 | PA      | $4272157.12   | 0.24%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                           | Keysight Technologies, Inc.                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1221198.16   | 0.07%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                            | Kioxia Holdings Corp.                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   4949000 | PA      | $5109753.42   | 0.29%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co.                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1816751.68   | 0.10%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                        | LKQ Corp.                                                                     | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1867786.69   | 0.10%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1501847.68   | 0.08%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp. of America Holdings                                          | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   3234000 | PA      | $3205513.83   | 0.18%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LEXINGTON PARKER CAPITAL                                                        | Lexington Parker Capital Co. LLC                                              | CUSIP: 52953AY33<br>LEI: 5493005MSQJBO8BDMA02 | Long             | STIV             | CORP              | US        |  16000000 | PA      | $15994704.00  | 0.90%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEXINGTON PARKER CAPITAL                                                        | Lexington Parker Capital Co. LLC                                              | CUSIP: 52953AYM1<br>LEI: 5493005MSQJBO8BDMA02 | Long             | STIV             | CORP              | US        |   1950000 | PA      | $1945484.58   | 0.11%             | 2025-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Street Funding LLC                                                      | Liberty Street Funding LLC                                                    | CUSIP: 53127TYC1<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |  13750000 | PA      | $13731716.63  | 0.77%             | 2025-11-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | Lloyds Bank PLC                                                               | CUSIP: 53943RZF9<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |  12700000 | PA      | $12637135.00  | 0.71%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                                                                | LMA-Americas LLC                                                              | CUSIP: 53944RB56<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6430656.70   | 0.36%             | 2026-02-05      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3993000 | PA      | $3810365.85   | 0.21%             | 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        |   1403000 | PA      | $1518842.10   | 0.09%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1045329.16   | 0.06%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2801000 | PA      | $2862008.61   | 0.16%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                | MGM Resorts International                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   3144000 | PA      | $3200922.12   | 0.18%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                       | CUSIP: 55400UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2531927 | PA      | $2517661.26   | 0.14%             | 2039-11-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAINBEACH FUNDING LLC                                                           | Mainbeach Funding LLC                                                         | CUSIP: 56037BZ23<br>LEI: 635400CWJW29VERCBI90 | Long             | STIV             | CORP              | US        |  13700000 | PA      | $13651637.63  | 0.77%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSET FDG CO                                                          | Manhattan Asset Funding Co. LLC                                               | CUSIP: 56274LZ98<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |  11200000 | PA      | $11152072.96  | 0.63%             | 2025-12-09      | 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        |   3989042 | PA      | $3810004.22   | 0.21%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                  | Manhattan West Mortgage Trust                                                 | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5024000 | PA      | $4803061.06   | 0.27%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                                           | MASTR Adjustable Rate Mortgages Trust                                         | CUSIP: 57645WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131445 | PA      | $54821.08     | 0.00%             | 2035-11-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1022995.20   | 0.06%             | 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        |      1424 | PA      | $1398.06      | 0.00%             | 2028-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                          | Merrill Lynch Mortgage Investors Trust                                        | CUSIP: 59020UAB1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     25068 | PA      | $23829.13     | 0.00%             | 2034-02-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                          | Merrill Lynch Mortgage Investors Trust                                        | CUSIP: 59020UXK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     24574 | PA      | $22878.49     | 0.00%             | 2035-07-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | Microchip Technology, Inc.                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2870728.71   | 0.16%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc.                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3014000 | PA      | $3115484.21   | 0.17%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1887717.07   | 0.11%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6931000 | PA      | $7230153.95   | 0.41%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2534038.39   | 0.14%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1623024.93   | 0.09%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2096835.84   | 0.12%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | Municipal Electric Authority of Georgia                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    260000 | PA      | $285625.96    | 0.02%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                       | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2119934 | PA      | $2140550.57   | 0.12%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    641000 | PA      | $653872.56    | 0.04%             | 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: N/A                  | Long             | DBT              | CORP              | XX        |   1240000 | PA      | $831202.07    | 0.05%             | 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: N/A                  | Long             | DBT              | CORP              | XX        |   2931000 | PA      | $2957564.47   | 0.17%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT Finance Corp.                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2043000 | PA      | $2065603.34   | 0.12%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc.                                                                | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |   4044000 | PA      | $4061088.73   | 0.23%             | 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        |    496660 | PA      | $477150.83    | 0.03%             | 2052-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group PLC                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3830000 | PA      | $4053296.32   | 0.23%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                          | NBCUniversal Media LLC                                                        | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   2137000 | PA      | $1830520.01   | 0.10%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204856 | PA      | $199542.71    | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64828GAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1252237 | PA      | $1189170.30   | 0.07%             | 2059-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1687151 | PA      | $1635721.13   | 0.09%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167155 | PA      | $160404.01    | 0.01%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554879 | PA      | $534028.42    | 0.03%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667381 | PA      | $649993.64    | 0.04%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584660 | PA      | $568374.35    | 0.03%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243334 | PA      | $1181478.50   | 0.07%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038792 | PA      | $1013469.29   | 0.06%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222748 | PA      | $1189132.24   | 0.07%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878273 | PA      | $847395.92    | 0.05%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4797385 | PA      | $4662298.20   | 0.26%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522791 | PA      | $511606.42    | 0.03%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838065 | PA      | $799180.19    | 0.04%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64830WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    948289 | PA      | $892138.27    | 0.05%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd.                                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1903000 | PA      | $1935644.80   | 0.11%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                        | OCP SA                                                                        | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2093000 | PA      | $2273016.10   | 0.13%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   2851388 | PA      | $2882751.05   | 0.16%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   1930429 | PA      | $1961325.79   | 0.11%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |   3261542 | PA      | $3301648.66   | 0.19%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |   2312839 | PA      | $2330728.10   | 0.13%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   5962867 | PA      | $5961489.99   | 0.33%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2525409 | PA      | $2532191.88   | 0.14%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   1089109 | PA      | $1099449.18   | 0.06%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                        | Occidental Petroleum Corp.                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1515043.80   | 0.08%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURC INC                                                        | Constellation Insurance, Inc.                                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   7344000 | PA      | $7427804.22   | 0.42%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co. LLC                                               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    502000 | PA      | $496783.89    | 0.03%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3739000 | PA      | $4000171.69   | 0.22%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2702000 | PA      | $2881039.76   | 0.16%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2118260.74   | 0.12%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    849000 | PA      | $804932.21    | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                   | Owens Corning                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2215698.24   | 0.12%             | 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        |   3444000 | PA      | $3695607.89   | 0.21%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1919939.91   | 0.11%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $1898411.38   | 0.11%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                           | Panama Government International Bonds                                         | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    735000 | PA      | $720116.25    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3109000 | PA      | $3191276.58   | 0.18%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    641000 | PA      | $581259.12    | 0.03%             | 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        |   2808000 | PA      | $2726368.32   | 0.15%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4201000 | PA      | $4096944.38   | 0.23%             | 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        |   2135000 | PA      | $2363878.41   | 0.13%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                | Provident Funding Mortgage Trust                                              | CUSIP: 74388RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4754000 | PA      | $4767741.91   | 0.27%             | 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        |   3601000 | PA      | $3354466.54   | 0.19%             | 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        |   4335000 | PA      | $4397500.73   | 0.25%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc.                                                                | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1289600.52   | 0.07%             | 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        |   2647000 | PA      | $2475548.44   | 0.14%             | 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        |    629000 | PA      | $647162.14    | 0.04%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                                                     | RAAC Trust                                                                    | CUSIP: 74919LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308819 | PA      | $287175.92    | 0.02%             | 2046-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                | RALI Trust                                                                    | CUSIP: 74923LAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216852 | PA      | $203182.94    | 0.01%             | 2047-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| RANGER FUNDING CO LLC                                                           | Ranger Funding Co. LLC                                                        | CUSIP: 75300BCC6<br>LEI: 98450051F658C0AS7E68 | Long             | STIV             | CORP              | US        |   6400000 | PA      | $6306931.20   | 0.35%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                        | RenaissanceRe Holdings Ltd.                                                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    671000 | PA      | $702749.77    | 0.04%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                                          | Repsol E&P Capital Markets U.S. LLC                                           | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   3337000 | PA      | $3395577.40   | 0.19%             | 2035-09-16      | Fixed         | 5.98%                 | 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        |      2248 | PA      | $2043.83      | 0.00%             | 2035-03-18      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                              | RGA Global Funding                                                            | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4296421.87   | 0.24%             | 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        |   2120000 | PA      | $2186786.36   | 0.12%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2531000 | PA      | $2525858.73   | 0.14%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                         | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2768000 | PA      | $2786761.01   | 0.16%             | 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        |   1832000 | PA      | $1652106.01   | 0.09%             | 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        |   1948000 | PA      | $1951572.34   | 0.11%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA Tower Trust                                                               | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1044000 | PA      | $1038386.73   | 0.06%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA Tower Trust                                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   5961000 | PA      | $5792502.20   | 0.32%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                         | SCF Equipment Trust LLC                                                       | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3884950.90   | 0.22%             | 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        |   1840000 | PA      | $1840626.35   | 0.10%             | 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        |   2189000 | PA      | $2308679.53   | 0.13%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                         | Schlumberger Holdings Corp.                                                   | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2850306.08   | 0.16%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                                | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1894843.21   | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-Eleven, Inc.                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3054000 | PA      | $2659415.23   | 0.15%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co LLC                                                    | Sheffield Receivables Co. LLC                                                 | CUSIP: 82124LYM8<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |  16000000 | PA      | $15962857.60  | 0.90%             | 2025-11-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                         | Shell International Finance BV                                                | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1988000 | PA      | $1966095.92   | 0.11%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | Shell Finance U.S., Inc.                                                      | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1447499.15   | 0.08%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1222185 | PA      | $1253836.98   | 0.07%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    656523 | PA      | $653146.25    | 0.04%             | 2037-11-20      | Fixed         | 0.99%                 | 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        |   1092832 | PA      | $1098761.17   | 0.06%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1593569 | PA      | $1598842.68   | 0.09%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826935AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2744206 | PA      | $2782336.36   | 0.16%             | 2043-01-20      | Fixed         | 5.15%                 | 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        |   1964242 | PA      | $1989004.61   | 0.11%             | 2040-01-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826944AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1915317 | PA      | $1981022.50   | 0.11%             | 2040-09-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                            | Sitios Latinoamerica SAB de CV                                                | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   2021000 | PA      | $2087834.47   | 0.12%             | 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        |   1464000 | PA      | $1592170.87   | 0.09%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1312368.13   | 0.07%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1761090.15   | 0.10%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | Southwest Airlines Co.                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   3656000 | PA      | $3647441.41   | 0.20%             | 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        |   1423000 | PA      | $1453319.86   | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp.                                                            | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1473992.77   | 0.08%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                                      | Repurchase Agreement                                                          | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  30626896 | PA      | $30626896.39  | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                  | Structured Adjustable Rate Mortgage Loan Trust                                | CUSIP: 863579UL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169951 | PA      | $85729.77     | 0.00%             | 2035-07-25      | Variable      | 4.16%                 | 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        |      6337 | PA      | $6100.00      | 0.00%             | 2034-01-19      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                  | Structured Adjustable Rate Mortgage Loan Trust                                | CUSIP: 86363GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452560 | PA      | $168962.75    | 0.01%             | 2047-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    557000 | PA      | $557359.27    | 0.03%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1714688.14   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1221403.65   | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | Sysco Corp.                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1834237.33   | 0.10%             | 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        |   2406000 | PA      | $2356675.15   | 0.13%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2551170.04   | 0.14%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1863939.72   | 0.10%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                   | Takeda U.S. Financing, Inc.                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3617147.30   | 0.20%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2768000 | PA      | $3109563.78   | 0.17%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | 321 Henderson Receivables VI LLC                                              | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488066 | PA      | $1495974.00   | 0.08%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                           | Toronto-Dominion Bank                                                         | CUSIP: 89119AZK7<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  17000000 | PA      | $16906994.70  | 0.95%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530569 | PA      | $519600.61    | 0.03%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696189 | PA      | $685549.12    | 0.04%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1712671 | PA      | $1629314.54   | 0.09%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556808 | PA      | $552400.14    | 0.03%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4472816 | PA      | $4359417.78   | 0.24%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6123655 | PA      | $5888787.88   | 0.33%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000573 | PA      | $1827624.25   | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2551183 | PA      | $2406773.95   | 0.13%             | 2061-11-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4511130 | PA      | $4341099.61   | 0.24%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5792911 | PA      | $5624584.14   | 0.32%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                        | Tyco Electronics Group SA                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   3353000 | PA      | $3398081.02   | 0.19%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                | UWM Holdings LLC                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2357750.76   | 0.13%             | 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        |   1356000 | PA      | $1356249.50   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                                         | United Airlines Pass-Through Trust                                            | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1832913 | PA      | $1821449.78   | 0.10%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2481000 | PA      | $2452468.50   | 0.14%             | 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        |   1778000 | PA      | $1843822.70   | 0.10%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                           | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  21600000 | PA      | $21450213.07  | 1.20%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                           | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  36382000 | PA      | $36104061.53  | 2.02%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945100 | PA      | $994754.67    | 0.06%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22429663 | PA      | $23321485.29  | 1.31%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3774000 | PA      | $3472964.55   | 0.19%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2438000 | PA      | $2413239.06   | 0.14%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3382600 | PA      | $2961624.88   | 0.17%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8868600 | PA      | $6422460.00   | 0.36%             | 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        |   5484000 | PA      | $4211326.42   | 0.24%             | 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        |  15026000 | PA      | $10681959.96  | 0.60%             | 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        |   3501000 | PA      | $2362491.22   | 0.13%             | 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        |   5574000 | PA      | $4084914.60   | 0.23%             | 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        |  10582000 | PA      | $7735193.96   | 0.43%             | 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        |   6559000 | PA      | $5110639.59   | 0.29%             | 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        |   3727300 | PA      | $2831874.40   | 0.16%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5240000 | PA      | $3963773.42   | 0.22%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4242500 | PA      | $3126523.61   | 0.18%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8520000 | PA      | $5153934.42   | 0.29%             | 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        |   7666300 | PA      | $3809192.81   | 0.21%             | 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        |  16615700 | PA      | $10946241.38  | 0.61%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8091000 | PA      | $5264206.88   | 0.30%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8786000 | PA      | $5028955.37   | 0.28%             | 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        |   3972000 | PA      | $2492119.71   | 0.14%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11321100 | PA      | $8367442.67   | 0.47%             | 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        |   5195000 | PA      | $4642828.33   | 0.26%             | 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        |   2825900 | PA      | $2359074.57   | 0.13%             | 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        |   8380562 | PA      | $6792828.24   | 0.38%             | 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        |   5238000 | PA      | $4368614.78   | 0.24%             | 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        |   3453000 | PA      | $3150862.50   | 0.18%             | 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        |   4455000 | PA      | $4505814.84   | 0.25%             | 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        |   1912000 | PA      | $1781969.07   | 0.10%             | 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        |   7463000 | PA      | $7401780.12   | 0.42%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1376000 | PA      | $1376913.75   | 0.08%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4333600 | PA      | $4040743.46   | 0.23%             | 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        |   4260000 | PA      | $4143016.40   | 0.23%             | 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        |   9013000 | PA      | $9002085.80   | 0.50%             | 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        |   3337000 | PA      | $3312493.91   | 0.19%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5445000 | PA      | $5520719.53   | 0.31%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7815800 | PA      | $7918382.38   | 0.44%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4408000 | PA      | $4613247.50   | 0.26%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2911000 | PA      | $2950571.41   | 0.17%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6261000 | PA      | $6241556.65   | 0.35%             | 2026-01-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8833400 | PA      | $8562532.09   | 0.48%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5230000 | PA      | $5091282.41   | 0.29%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5581261.73   | 0.31%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15724000 | PA      | $13729017.50  | 0.77%             | 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        |   8394561 | PA      | $7965177.22   | 0.45%             | 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        |  25431000 | PA      | $22022649.90  | 1.23%             | 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        |   7182900 | PA      | $6421680.97   | 0.36%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7393000 | PA      | $6424112.68   | 0.36%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3314000 | PA      | $3230243.82   | 0.18%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8311000 | PA      | $8097049.68   | 0.45%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9005000 | PA      | $8755603.73   | 0.49%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3951000 | PA      | $3521174.42   | 0.20%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12264687.50  | 0.69%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7685000 | PA      | $7170465.27   | 0.40%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6623000 | PA      | $6566342.29   | 0.37%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3536000 | PA      | $3569288.12   | 0.20%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2299000 | PA      | $2332317.54   | 0.13%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5843100 | PA      | $5875282.68   | 0.33%             | 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        |   6854000 | PA      | $6840077.81   | 0.38%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9331000 | PA      | $9457478.81   | 0.53%             | 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        |   6529000 | PA      | $6535120.94   | 0.37%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17703000 | PA      | $17765237.02  | 1.00%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6369000 | PA      | $6483194.20   | 0.36%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3982000 | PA      | $4110481.70   | 0.23%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2871000 | PA      | $2952980.51   | 0.17%             | 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        |  19059000 | PA      | $19390298.98  | 1.09%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9244000 | PA      | $9220890.00   | 0.52%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7784000 | PA      | $7848765.29   | 0.44%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17951000 | PA      | $18053376.71  | 1.01%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    685000 | PA      | $694204.69    | 0.04%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24400000 | PA      | $24717390.56  | 1.39%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9919000 | PA      | $9993005.06   | 0.56%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9583000 | PA      | $9652252.12   | 0.54%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4670000 | PA      | $4728375.00   | 0.27%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1973301.24   | 0.11%             | 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        |   5880000 | PA      | $5916447.18   | 0.33%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4089000 | PA      | $4614080.76   | 0.26%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | Veralto Corp.                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1791242.53   | 0.10%             | 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        |   4629000 | PA      | $2812173.33   | 0.16%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                  | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $1706667.69   | 0.10%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERSAILLES COM PAPER LLC                                                        | Versailles Commercial Paper LLC                                               | CUSIP: 92512LZC8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  13500000 | PA      | $13437787.95  | 0.75%             | 2025-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERSAILLES COM PAPER LLC                                                        | Versailles Commercial Paper LLC                                               | CUSIP: 92512LZF1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3150000 | PA      | $3134446.88   | 0.18%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERTO CAPITAL COMP A                                                            | Verto Capital I Compartment A                                                 | CUSIP: 92544KZ32<br>LEI: 635400H24DGVN77S6U37 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14944725.00  | 0.84%             | 2025-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | Viatris, Inc.                                                                 | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2398299.51   | 0.13%             | 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        |   4298000 | PA      | $4344181.37   | 0.24%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICTORY RECEIVABLES CORP                                                        | Victory Receivables Corp.                                                     | CUSIP: 92646KY30<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7997352.00   | 0.45%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2337008.73   | 0.13%             | 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        |   2619000 | PA      | $2601424.68   | 0.15%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                        | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2686791.52   | 0.15%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | Vulcan Materials Co.                                                          | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $2229464.00   | 0.13%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                         | WaMu Mortgage Pass-Through Certificates Trust                                 | CUSIP: 92922FR75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14511 | PA      | $14006.63     | 0.00%             | 2045-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP Carey, Inc.                                                                | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   2367000 | PA      | $2430494.96   | 0.14%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $3142204.99   | 0.18%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3247183.94   | 0.18%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                        | Western Midstream Operating LP                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2778372.50   | 0.16%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co.                                                              | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   3034000 | PA      | $2991319.48   | 0.17%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1020872.13   | 0.06%             | 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        |    698000 | PA      | $676681.29    | 0.04%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                   | ZF North America Capital, Inc.                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2030847.35   | 0.11%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer