# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-25-041678
**Filing Date:** 2025-12
**Character Count:** 159970
**Document Hash:** ef6fe275deb3a1b1aad5b299e492f935
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-041678.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-041678

**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:** 251595765

**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 Short-Term Bond (Series ID: S000007799)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021256 | I2           | TSIWX           |
| C000054268 | A            | ITAAX           |
| C000054269 | C            | ITACX           |
| C000081831 | I            | TSTIX           |
| C000156747 | R6           | TASTX           |
| C000237766 | I3           | TAAQX           |
| C000237767 | R            | TAASX           |
| C000237768 | R4           | TAAUX           |

## 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 Short-Term Bond

- **b. EDGAR series identifier (if any):** S000007799

- **c. LEI of Series:** 549300151BL06CDX4A76

**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:** $3677301386.79

**Total Liabilities:** $80501242.23

**Net Assets:** $3596800144.56

**Delayed Delivery Securities:** $17314414.18

**Cash Not Reported:** $2313671.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -20269.18000000 | **1-Year:** -303979.82000000 | **5-Year:** -194884.59000000 | **10-Year:** -37801.21000000 | **30-Year:** -11826.40000000

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

- **3-Month:** -1115.92000000 | **1-Year:** -10571.25000000 | **5-Year:** -8984.48000000 | **10-Year:** -142.04000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021256 | 0.77%                | 0.46%                | 0.26%                |
| Class ID C000054268 | 0.84%                | 0.43%                | 0.23%                |
| Class ID C000054269 | 0.77%                | 0.27%                | 0.26%                |
| Class ID C000081831 | 0.87%                | 0.45%                | 0.25%                |
| Class ID C000156747 | 0.87%                | 0.46%                | 0.26%                |
| Class ID C000237766 | 0.77%                | 0.46%                | 0.26%                |
| Class ID C000237767 | 0.82%                | 0.42%                | 0.22%                |
| Class ID C000237768 | 0.84%                | 0.34%                | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $550755.67               | $14901623.74                               |
| Month 2  | $216280.99               | $1337415.36                                |
| Month 3  | $1689490.07              | $-3389003.20                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                 | ABN AMRO Bank NV                                                                  | CUSIP: 00084DBH2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  17000000 | PA      | $17058125.55  | 0.47%             | 2028-07-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                         | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  11884000 | PA      | $11998413.09  | 0.33%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T, Inc.                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10482000 | PA      | $10492538.39  | 0.29%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T, Inc.                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  11451000 | PA      | $11130359.40  | 0.31%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                               | Accelerated LLC                                                                   | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    806394 | PA      | $753710.49    | 0.02%             | 2040-10-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                               | Accelerated LLC                                                                   | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2829411 | PA      | $2646708.73   | 0.07%             | 2040-10-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                               | Accelerated LLC                                                                   | CUSIP: 00439KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281852 | PA      | $1202361.22   | 0.03%             | 2040-10-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8703000 | PA      | $8959626.49   | 0.25%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                           | Advanced Micro Devices, Inc.                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |  14667000 | PA      | $14811768.72  | 0.41%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp.                                                                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  17399000 | PA      | $17642541.81  | 0.49%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                         | Alimentation Couche-Tard, Inc.                                                    | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  14949000 | PA      | $14953164.64  | 0.42%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                  | Aligned Data Centers Issuer LLC                                                   | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10500000 | PA      | $10253114.55  | 0.29%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial, Inc.                                                              | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   7384000 | PA      | $7382565.36   | 0.21%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial, Inc.                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3618000 | PA      | $3690854.04   | 0.10%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group, Inc.                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   9983000 | PA      | $10143168.85  | 0.28%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co.                                                              | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1214892.89   | 0.03%             | 2026-11-04      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co.                                                              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  18084000 | PA      | $18237187.03  | 0.51%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen, Inc.                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  18644000 | PA      | $19060723.60  | 0.53%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp.                                                                    | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   6822000 | PA      | $6919075.63   | 0.19%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust                                                          | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |   9226627 | PA      | $9302720.59   | 0.26%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health, Inc.                                                             | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  14698000 | PA      | $14763498.70  | 0.41%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                         | Aon Corp.                                                                         | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |  11385000 | PA      | $11510828.73  | 0.32%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                              | Apex Credit CLO Ltd.                                                              | CUSIP: 03754CAQ8<br>LEI: 549300PKXRJW5V5VW357 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9978170.00   | 0.28%             | 2034-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                              | Apex Credit CLO Ltd.                                                              | CUSIP: 03755HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5040426 | PA      | $5028868.37   | 0.14%             | 2031-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO XXXI Ltd.                                                              | CUSIP: 03767VAL2<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12541700.00  | 0.35%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust                                                                | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5909698 | PA      | $5446614.33   | 0.15%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                  | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  12899000 | PA      | $13413803.60  | 0.37%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics, Inc.                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   9907000 | PA      | $10115035.11  | 0.28%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co.                                                          | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   9758000 | PA      | $9849012.87   | 0.27%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital, Inc.                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   7199000 | PA      | $7042370.85   | 0.20%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                             | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  14248000 | PA      | $14478422.08  | 0.40%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd.                                        | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  16839000 | PA      | $16850921.68  | 0.47%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                        | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1801482.17   | 0.05%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                        | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  19629000 | PA      | $19214969.23  | 0.53%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5153000 | PA      | $5271367.35   | 0.15%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                          | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  10705000 | PA      | $10919958.54  | 0.30%             | 2029-04-20      | Fixed         | 5.25%                 | 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        |   9315000 | PA      | $9548593.19   | 0.27%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1986000 | PA      | $1971508.10   | 0.05%             | 2026-02-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  15415000 | PA      | $16058980.43  | 0.45%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                   | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  12270000 | PA      | $11844512.60  | 0.33%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust                                                              | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6015000 | PA      | $5473650.00   | 0.15%             | 2037-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust                                                              | CUSIP: 05548WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $5670546.70   | 0.16%             | 2037-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                       | BXG Receivables Note Trust                                                        | CUSIP: 05608TAA9<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |   7079589 | PA      | $6865075.51   | 0.19%             | 2036-02-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust                                                      | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4587401 | PA      | $4584568.91   | 0.13%             | 2036-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                                | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7000000 | PA      | $6990188.24   | 0.19%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                                | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7800000 | PA      | $7925071.05   | 0.22%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  25894000 | PA      | $25975233.88  | 0.72%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15950000 | PA      | $16646815.78  | 0.46%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                  | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1198867.22   | 0.03%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                          | Bank of New York Mellon                                                           | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   9575000 | PA      | $9730263.70   | 0.27%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia                                                               | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  16352000 | PA      | $16442125.36  | 0.46%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                           | Banque Federative du Credit Mutuel SA                                             | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $15314235.00  | 0.43%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                      | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  25592000 | PA      | $25592000.00  | 0.71%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                      | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  15945000 | PA      | $15972041.60  | 0.44%             | 2029-11-11      | Fixed         | 4.48%                 | 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        |   9737000 | PA      | $9702875.61   | 0.27%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global, Inc.                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   4046000 | PA      | $4021841.37   | 0.11%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global, Inc.                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3765364.11   | 0.10%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co.                                                                        | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13391000 | PA      | $13215899.82  | 0.37%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co.                                                                        | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13721000 | PA      | $13249135.22  | 0.37%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co.                                                                        | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6919000 | PA      | $7109812.67   | 0.20%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust                                                   | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |    967264 | PA      | $972882.93    | 0.03%             | 2064-10-27      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust                                                   | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3387635 | PA      | $3421553.63   | 0.10%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | Bravo Residential Funding Trust                                                   | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7278028 | PA      | $7329526.36   | 0.20%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122ED6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  14713000 | PA      | $14749936.25  | 0.41%             | 2026-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom, Inc.                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  19275000 | PA      | $19594301.55  | 0.54%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                           | Brookfield Finance, Inc.                                                          | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |  19692000 | PA      | $19686003.20  | 0.55%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown, Inc.                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4982000 | PA      | $5026050.84   | 0.14%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd. Finance Corp.                                                          | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11481338.38  | 0.32%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                       | BXG Receivables Note Trust                                                        | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |   3667652 | PA      | $3736787.15   | 0.10%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BXP Trust                                                                         | CUSIP: 12433QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11825000 | PA      | $8730200.02   | 0.24%             | 2034-11-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services, Inc.                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   8907000 | PA      | $9230727.14   | 0.26%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                      | CLNY Trust                                                                        | CUSIP: 12564NAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4825000.00   | 0.13%             | 2038-11-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust                                                                         | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7783929 | PA      | $7054473.32   | 0.20%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                                        | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   9781000 | PA      | $9899645.19   | 0.28%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 12656TAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8198805 | PA      | $6988044.10   | 0.19%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 12657GAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8112786 | PA      | $7383773.59   | 0.21%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 12661GAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   4765418 | PA      | $4236494.43   | 0.12%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp.                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  17530000 | PA      | $16854232.00  | 0.47%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |   5917633 | PA      | $5972719.86   | 0.17%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                           | Cadence Design Systems, Inc.                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   4957000 | PA      | $4970976.51   | 0.14%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                      | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  14800000 | PA      | $15391843.71  | 0.43%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp.                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   9946000 | PA      | $9944906.93   | 0.28%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                            | Campbell's Co.                                                                    | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3909266.76   | 0.11%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                                | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8912000 | PA      | $9068709.94   | 0.25%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                                | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10081441.40  | 0.28%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd.                                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14914469.25  | 0.41%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  16143000 | PA      | $16058716.75  | 0.45%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9916000 | PA      | $10011197.76  | 0.28%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health, Inc.                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  14597000 | PA      | $15000669.96  | 0.42%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp.                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4900000 | PA      | $4960577.18   | 0.14%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | Caterpillar Financial Services Corp.                                              | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  15860000 | PA      | $15945713.63  | 0.44%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese U.S. Holdings LLC                                                        | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  12383000 | PA      | $12826546.68  | 0.36%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp.                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  14978000 | PA      | $13963490.63  | 0.39%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC/Charter Communications Operating Capital     | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9885000 | PA      | $10333467.82  | 0.29%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                             | Chase Issuance Trust                                                              | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   8620000 | PA      | $8707193.02   | 0.24%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                         | Cheniere Corpus Christi Holdings LLC                                              | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |  14433000 | PA      | $14580735.18  | 0.41%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding Ltd.                                                                 | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   8687140 | PA      | $8666499.84   | 0.24%             | 2031-10-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                              | Citadel Finance LLC                                                               | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   6933000 | PA      | $7003470.34   | 0.19%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup, Inc.                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10311438.28  | 0.29%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup, Inc.                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26551520.28  | 0.74%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust              | Citibank Credit Card Issuance Trust                                               | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   8540000 | PA      | $8548563.06   | 0.24%             | 2027-12-08      | Fixed         | 5.23%                 | 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        |    792675 | PA      | $775019.23    | 0.02%             | 2035-01-25      | Variable      | 4.00%                 | 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        |    969791 | PA      | $955123.06    | 0.03%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |  10192400 | PA      | $10192870.88  | 0.28%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |  11584583 | PA      | $11740354.65  | 0.33%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19688WAA6<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |   8036038 | PA      | $8112314.48   | 0.23%             | 2069-07-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |   8349137 | PA      | $8381246.04   | 0.23%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                                | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  12832000 | PA      | $12902020.89  | 0.36%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                      | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15596000 | PA      | $16174961.42  | 0.45%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co.                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   9432000 | PA      | $9546027.32   | 0.27%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                | DXC Technology Co.                                                                | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   5398000 | PA      | $5277840.03   | 0.15%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  13837000 | PA      | $14026374.29  | 0.39%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 40 Senior Loan Fund                                                        | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   7797739 | PA      | $7799719.21   | 0.22%             | 2031-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                         | EIDP, Inc.                                                                        | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |  18343000 | PA      | $18358638.87  | 0.51%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp.                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2573000 | PA      | $2580254.26   | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp.                                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  13791000 | PA      | $14026847.48  | 0.39%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                             | ERAC USA Finance LLC                                                              | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  20029000 | PA      | $20289466.73  | 0.56%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                              | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  17373000 | PA      | $17576599.92  | 0.49%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp.                                                    | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  14091000 | PA      | $14246543.93  | 0.40%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp.                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  11964000 | PA      | $12183583.67  | 0.34%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge, Inc.                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  15154000 | PA      | $15406393.96  | 0.43%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1565099.93   | 0.04%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9899000 | PA      | $10067699.65  | 0.28%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                     | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  15556000 | PA      | $15511651.40  | 0.43%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix, Inc.                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   9597000 | PA      | $9091632.06   | 0.25%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                         | Equitable Financial Life Global Funding                                           | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  13954000 | PA      | $14162810.03  | 0.39%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                          | Essential Utilities, Inc.                                                         | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   9870000 | PA      | $9973860.13   | 0.28%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                            | Evergy Kansas Central, Inc.                                                       | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |  16705000 | PA      | $16852118.26  | 0.47%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                 | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   9892000 | PA      | $9978943.66   | 0.28%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 31336CQR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199067 | PA      | $203923.62    | 0.01%             | 2037-08-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16986294 | PA      | $16862726.79  | 0.47%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10568000 | PA      | $10457061.36  | 0.29%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15000000 | PA      | $14810751.00  | 0.41%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                 | First National Master Note Trust                                                  | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21499000 | PA      | $21592776.49  | 0.60%             | 2029-04-15      | Fixed         | 5.13%                 | 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        |  11940000 | PA      | $12107364.17  | 0.34%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv, Inc.                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1242773.70   | 0.03%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv, Inc.                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  14888000 | PA      | $15010266.51  | 0.42%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                 | FirstEnergy Corp.                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  10832000 | PA      | $10764241.51  | 0.30%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                     | Ford Credit Auto Owner Trust                                                      | CUSIP: 345286AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1620546.53   | 0.05%             | 2029-07-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7541000 | PA      | $7434065.83   | 0.21%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7452000 | PA      | $7782100.57   | 0.22%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11064685.06  | 0.31%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                         | Fortitude Group Holdings LLC                                                      | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2720797.79   | 0.08%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7356796.65   | 0.20%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                               | Seasoned Loans Structured Transaction                                             | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349970 | PA      | $343840.88    | 0.01%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics, Inc.                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  26132000 | PA      | $27466517.08  | 0.76%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                            | Haleon US Capital LLC                                                             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  13155000 | PA      | $13038242.67  | 0.36%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                | General Mills, Inc.                                                               | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   6924000 | PA      | $6976964.31   | 0.19%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co.                                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   9301000 | PA      | $9525135.68   | 0.26%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3467000 | PA      | $3458570.86   | 0.10%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                              | Georgia-Pacific LLC                                                               | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |  13725000 | PA      | $13823813.14  | 0.38%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9028000 | PA      | $9125466.83   | 0.25%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17952000 | PA      | $17898877.16  | 0.50%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8243000 | PA      | $8285468.18   | 0.23%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                          | Guardian Life Global Funding                                                      | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5149273.00   | 0.14%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                          | Guardian Life Global Funding                                                      | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  14990000 | PA      | $14997851.31  | 0.42%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA, Inc.                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6974000 | PA      | $7103311.56   | 0.20%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                 | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10358000 | PA      | $10358000.00  | 0.29%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                 | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9774000 | PA      | $9908469.91   | 0.28%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT LLC                                                                         | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1796006 | PA      | $1824914.17   | 0.05%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT LLC                                                                         | CUSIP: 40472QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2007448 | PA      | $2036946.40   | 0.06%             | 2043-03-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                           | HAT Holdings I LLC/HAT Holdings II LLC                                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11215000 | PA      | $11104080.40  | 0.31%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                         | Healthcare Realty Holdings LP                                                     | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |  14816000 | PA      | $13991323.66  | 0.39%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                       | HEICO Corp.                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |  14873000 | PA      | $15316881.41  | 0.43%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LP                                                    | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5559431.16   | 0.15%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                   | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  17025000 | PA      | $17306515.19  | 0.48%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   9917000 | PA      | $10184801.35  | 0.28%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4957000 | PA      | $4975119.57   | 0.14%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2704049 | PA      | $2689620.35   | 0.07%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1613591 | PA      | $1646236.08   | 0.05%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9506571 | PA      | $9602641.01   | 0.27%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3790762 | PA      | $3837450.37   | 0.11%             | 2040-08-27      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953365 | PA      | $968656.06    | 0.03%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267825 | PA      | $274113.31    | 0.01%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1061648 | PA      | $1055040.81   | 0.03%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1103395 | PA      | $1085355.02   | 0.03%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7406981 | PA      | $7426402.99   | 0.21%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2578280 | PA      | $2633798.81   | 0.07%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance U.S. LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   6418000 | PA      | $6570200.24   | 0.18%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                         | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   8926000 | PA      | $8393653.36   | 0.23%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                         | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3086437.82   | 0.09%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp.                                                                | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   9902000 | PA      | $10071973.77  | 0.28%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                           | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  14623000 | PA      | $14826350.80  | 0.41%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                           | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9497000 | PA      | $9630309.20   | 0.27%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG U.S. CLO Ltd.                                                                 | CUSIP: 449303AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10485331.50  | 0.29%             | 2034-04-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina, Inc.                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   6543000 | PA      | $6560350.86   | 0.18%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                       | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   9450000 | PA      | $9514233.16   | 0.26%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                      | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  19800000 | PA      | $20099172.06  | 0.56%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp.                                                                       | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15022932.45  | 0.42%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1714000 | PA      | $1695555.25   | 0.05%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7550000 | PA      | $7421804.02   | 0.21%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3738000 | PA      | $3742636.05   | 0.10%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                         | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   5860000 | PA      | $5542656.51   | 0.15%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1142438.06   | 0.03%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20731000 | PA      | $20422238.71  | 0.57%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19331000 | PA      | $19674339.05  | 0.55%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                              | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  14850000 | PA      | $14942369.52  | 0.42%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 15 Ltd.                                                                   | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   5763138 | PA      | $5760780.64   | 0.16%             | 2032-01-18      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                            | Keysight Technologies, Inc.                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |  21884000 | PA      | $21981219.45  | 0.61%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan, Inc.                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  13371000 | PA      | $13423422.21  | 0.37%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings, Inc.                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   6469000 | PA      | $6448180.56   | 0.18%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies, Inc.                                                       | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  11440000 | PA      | $11414335.16  | 0.32%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                 | Lazard Group LLC                                                                  | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |  16536000 | PA      | $16615038.11  | 0.46%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                          | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10412000 | PA      | $10558769.84  | 0.29%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  14949000 | PA      | $14916125.95  | 0.41%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA Trust                                                                         | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2223387 | PA      | $2040057.17   | 0.06%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Merit                                            | MHP Trust                                                                         | CUSIP: 55293BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2992500.00   | 0.08%             | 2038-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Merit                                            | MHP Trust                                                                         | CUSIP: 55293BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4985937.50   | 0.14%             | 2038-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7559761 | PA      | $7562058.74   | 0.21%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1566612 | PA      | $1502933.42   | 0.04%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173995 | PA      | $173106.18    | 0.00%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915762 | PA      | $910558.63    | 0.03%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW LLC                                                                           | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1086356 | PA      | $1063559.08   | 0.03%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6763141 | PA      | $6937305.05   | 0.19%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd.                                                              | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  12137000 | PA      | $12065906.19  | 0.34%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                         | Manufacturers & Traders Trust Co.                                                 | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16146768.32  | 0.45%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars, Inc.                                                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9778000 | PA      | $9841173.70   | 0.27%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                     | MetLife Securitization Trust                                                      | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2530527 | PA      | $2440163.04   | 0.07%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology, Inc.                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   8932000 | PA      | $9105592.62   | 0.25%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  19932000 | PA      | $19885428.68  | 0.55%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  17200000 | PA      | $17285981.42  | 0.48%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8968022 | PA      | $9079712.65   | 0.25%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420419 | PA      | $1438744.25   | 0.04%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4175446 | PA      | $4216052.32   | 0.12%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV/NXP Funding LLC/NXP USA, Inc.                                              | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  13851000 | PA      | $13871878.72  | 0.39%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp.                                                                 | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1075000 | PA      | $1061428.64   | 0.03%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp.                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3998000 | PA      | $4042233.07   | 0.11%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                         | National Australia Bank Ltd.                                                      | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |  14000000 | PA      | $14166775.28  | 0.39%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co.                                                             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  13890000 | PA      | $14041803.67  | 0.39%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                     | NNN REIT, Inc.                                                                    | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |   7606000 | PA      | $7556065.85   | 0.21%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                 | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  10930000 | PA      | $10936180.15  | 0.30%             | 2026-11-10      | Fixed         | 7.47%                 | 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        |    637959 | PA      | $621413.29    | 0.02%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |   2002902 | PA      | $1983647.35   | 0.06%             | 2058-02-25      | Variable      | 4.50%                 | 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        |   2183005 | PA      | $2116459.87   | 0.06%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162037 | PA      | $1176492.95   | 0.03%             | 2057-06-25      | Floating      | 5.61%                 | 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        |    829663 | PA      | $798487.04    | 0.02%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1285606 | PA      | $1237380.53   | 0.03%             | 2056-11-25      | Variable      | 3.75%                 | 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        |   1321903 | PA      | $1275430.31   | 0.04%             | 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        |   1312298 | PA      | $1275345.35   | 0.04%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2567085 | PA      | $2526260.21   | 0.07%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3108667 | PA      | $3008120.72   | 0.08%             | 2058-11-25      | Variable      | 3.75%                 | 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        |   1463815 | PA      | $1432497.98   | 0.04%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5290481 | PA      | $5153660.25   | 0.14%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3215904 | PA      | $3066692.99   | 0.09%             | 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        |   3463593 | PA      | $3258506.08   | 0.09%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                                      | CUSIP: 64952WFJ7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9983000 | PA      | $9983767.79   | 0.28%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                                      | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  11264000 | PA      | $11379580.58  | 0.32%             | 2028-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7688000 | PA      | $7771017.10   | 0.22%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10919000 | PA      | $11108731.93  | 0.31%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   3847345 | PA      | $3889662.81   | 0.11%             | 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        |   4954768 | PA      | $5034069.52   | 0.14%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   4937421 | PA      | $4997567.05   | 0.14%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |   9447889 | PA      | $9564067.80   | 0.27%             | 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        |   8540613 | PA      | $8606672.74   | 0.24%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5405922 | PA      | $5420440.96   | 0.15%             | 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        |   6449475 | PA      | $6510704.64   | 0.18%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp.                                                        | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  14837000 | PA      | $15049564.51  | 0.42%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.             | Octagon Investment Partners 40 Ltd.                                               | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002193.00   | 0.08%             | 2035-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK, Inc.                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  16687000 | PA      | $16887338.78  | 0.47%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp.                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  14519000 | PA      | $14727527.54  | 0.41%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group, Inc.                                                | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  10461000 | PA      | $10825153.37  | 0.30%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co. LP/PTL Finance Corp.                                     | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10910000 | PA      | $10982747.12  | 0.31%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co. LP/PTL Finance Corp.                                     | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6392000 | PA      | $6462926.72   | 0.18%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International, Inc.                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  17972000 | PA      | $18096280.87  | 0.50%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International, Inc.                                                 | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14919450.00  | 0.41%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services, Inc.                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  14874000 | PA      | $15047466.84  | 0.42%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp.                                                                         | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  14569000 | PA      | $14592430.01  | 0.41%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp.                                                                         | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6927000 | PA      | $7038859.83   | 0.20%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp.                                                               | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  14898000 | PA      | $14941881.46  | 0.42%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                           | Repsol E&P Capital Markets U.S. LLC                                               | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   8154000 | PA      | $8173410.03   | 0.23%             | 2028-09-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                               | RGA Global Funding                                                                | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  15965000 | PA      | $15994834.43  | 0.44%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4351000 | PA      | $4488069.55   | 0.12%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies, Inc.                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   6010000 | PA      | $6027854.33   | 0.17%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                              | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9976086.50   | 0.28%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                              | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  11964000 | PA      | $12069374.01  | 0.34%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  18482000 | PA      | $18955255.82  | 0.53%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                    | SFO Commercial Mortgage Trust                                                     | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $4838750.00   | 0.13%             | 2038-05-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Trust LLC                                                           | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4242101 | PA      | $4253516.90   | 0.12%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander U.K. Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10010944.10  | 0.28%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander U.K. Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  22149000 | PA      | $22104203.20  | 0.61%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                            | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4050000 | PA      | $4086873.23   | 0.11%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                            | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8350000 | PA      | $8363655.59   | 0.23%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp.                                                              | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  20867000 | PA      | $21141501.84  | 0.59%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd          | Seagate Data Storage Technology Pte. Ltd.                                         | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   8745000 | PA      | $9291180.08   | 0.26%             | 2029-12-15      | Fixed         | 8.25%                 | 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        |   1814081 | PA      | $1861061.68   | 0.05%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295769 | PA      | $1289276.77   | 0.04%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300809 | PA      | $3324445.01   | 0.09%             | 2041-08-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4046153 | PA      | $4064068.00   | 0.11%             | 2041-08-20      | Fixed         | 5.32%                 | 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        |   5530797 | PA      | $5560803.47   | 0.15%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1999083 | PA      | $2012339.86   | 0.06%             | 2042-01-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3998166 | PA      | $4013247.36   | 0.11%             | 2042-01-21      | Fixed         | 5.39%                 | 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        |   3690370 | PA      | $3702583.03   | 0.10%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970993 | PA      | $1974518.84   | 0.05%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2080027 | PA      | $2083589.30   | 0.06%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826934AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3138711 | PA      | $3203834.84   | 0.09%             | 2039-07-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826935AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3067054 | PA      | $3096002.33   | 0.09%             | 2043-01-20      | Fixed         | 5.35%                 | 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        |   4310108 | PA      | $4364444.42   | 0.12%             | 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        |   4939501 | PA      | $5108952.77   | 0.14%             | 2040-09-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J.M. Smucker Co.                                                                  | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |  10960000 | PA      | $11487663.83  | 0.32%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co.                                                    | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6883000 | PA      | $6891617.72   | 0.19%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co.                                                                      | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  14878000 | PA      | $15143984.87  | 0.42%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                            | Southwest Airlines Co.                                                            | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   7318000 | PA      | $7300868.78   | 0.20%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2947000 | PA      | $2957676.98   | 0.08%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp.                                                                | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4895869.67   | 0.14%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | Repurchase Agreement                                                              | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  44756601 | PA      | $44756601.14  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group, Inc.                                             | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1445000 | PA      | $1452672.46   | 0.04%             | 2027-01-14      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                         | Svenska Handelsbanken AB                                                          | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $15510403.05  | 0.43%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                      | Swedbank AB                                                                       | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  21078000 | PA      | $21551044.07  | 0.60%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XVIII Ltd.                                                           | CUSIP: 87154GFL4<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15016095.00  | 0.42%             | 2037-10-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys, Inc.                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7022949.71   | 0.20%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XXIII Ltd.                                                           | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   9601214 | PA      | $9591708.77   | 0.27%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13813000 | PA      | $13729742.56  | 0.38%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332946 | PA      | $1305390.05   | 0.04%             | 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        |   1930213 | PA      | $1900713.53   | 0.05%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1849450 | PA      | $1818322.99   | 0.05%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5506302 | PA      | $5238306.22   | 0.15%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2181892 | PA      | $2158951.51   | 0.06%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586223 | PA      | $581581.99    | 0.02%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3055743 | PA      | $2938543.15   | 0.08%             | 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        |   6842157 | PA      | $6250656.14   | 0.17%             | 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        |   5676325 | PA      | $5355018.73   | 0.15%             | 2061-11-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8692762 | PA      | $8440173.15   | 0.23%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp.                                                         | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7003779.97   | 0.19%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust             | Toyota Auto Loan Extended Note Trust                                              | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |  12150000 | PA      | $12029943.42  | 0.33%             | 2034-02-27      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                      | Truist Bank                                                                       | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20042117.00  | 0.56%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp.                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   9970000 | PA      | $10072004.76  | 0.28%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                              | 20 Times Square Trust                                                             | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2827500.00   | 0.08%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                              | 20 Times Square Trust                                                             | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10900000 | PA      | $10218750.00  | 0.28%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                   | 280 Park Avenue Mortgage Trust                                                    | CUSIP: 90205FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16000000 | PA      | $15820000.00  | 0.44%             | 2034-09-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                            | U.S. Bank NA                                                                      | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  23038000 | PA      | $23236420.53  | 0.65%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                 | UWM Holdings LLC                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10551000 | PA      | $10532018.75  | 0.29%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                     | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |  14946000 | PA      | $14945742.93  | 0.42%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                               | CUSIP: 912797RX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  18014000 | PA      | $17931117.58  | 0.50%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34975000 | PA      | $35420384.94  | 0.98%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34929000 | PA      | $35605749.38  | 0.99%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 103985000 | PA      | $105256378.84 | 2.93%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43710000 | PA      | $44324671.88  | 1.23%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35416500 | PA      | $35648920.78  | 0.99%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                      | VEGAS Trust                                                                       | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $12145528.80  | 0.34%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                 | Ventas Realty LP                                                                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   8903000 | PA      | $8833372.93   | 0.25%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                 | Ventas Realty LP                                                                  | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    750000 | PA      | $746473.10    | 0.02%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 44 CLO Ltd.                                                               | CUSIP: 92332KAQ4<br>LEI: 5493005RF0X3GB54HH60 | Long             | ABS-CBDO         | CORP              | KY        |  13900000 | PA      | $13831500.80  | 0.38%             | 2034-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 38 CLO Ltd.                                                               | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |   5504100 | PA      | $5505619.24   | 0.15%             | 2032-07-30      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 37 CLO Ltd.                                                               | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |  10147542 | PA      | $10147714.30  | 0.28%             | 2032-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                     | Veralto Corp.                                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |  19497000 | PA      | $19709459.39  | 0.55%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications, Inc.                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  16545000 | PA      | $15806289.74  | 0.44%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                                | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   9067000 | PA      | $9153920.07   | 0.25%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   9841000 | PA      | $9803886.64   | 0.27%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                           | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7550000 | PA      | $7565285.43   | 0.21%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO Ltd.                                                                     | CUSIP: 92913UBJ4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   6469238 | PA      | $6473099.92   | 0.18%             | 2031-10-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                             | WEC Energy Group, Inc.                                                            | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  22094000 | PA      | $22090867.51  | 0.61%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  34017000 | PA      | $33724583.06  | 0.94%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5989000 | PA      | $5938713.84   | 0.17%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust                                             | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10460000 | PA      | $10500489.61  | 0.29%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | Weyerhaeuser Co.                                                                  | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   5952000 | PA      | $5970343.94   | 0.17%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp.                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   2136000 | PA      | $2115017.32   | 0.06%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos., Inc.                                                               | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10898000 | PA      | $10938817.91  | 0.30%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy, Inc.                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   9780000 | PA      | $9465667.67   | 0.26%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                           | Zimmer Biomet Holdings, Inc.                                                      | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  14726000 | PA      | $14818905.16  | 0.41%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | Zoetis, Inc.                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   9168000 | PA      | $9194997.65   | 0.26%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | Future                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1663 | NC      | $-321585.33   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                     | State Street Navigator Securities Lending Government Money Market Portfolio       | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1907515 | NS      | $1907515.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer