# EDGAR Filing Document

**Accession Number:** 0000076721
**File Stem:** 0001398344-23-005213
**Filing Date:** 2023-2
**Character Count:** 178451
**Document Hash:** 1c0368d9c7bd26703efa29055027824d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-005213.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001398344-23-005213

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** IMPAX FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000076721
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02064
- **FILM NUMBER:** 23687246

**BUSINESS ADDRESS:**
- **STREET 1:** 30 PENHALLOW STREET, SUITE 400
- **CITY:** PORTSMOUTH
- **STATE:** NH
- **ZIP:** 03801-3852
- **BUSINESS PHONE:** 800-767-1729

**MAIL ADDRESS:**
- **STREET 1:** 30 PENHALLOW STREET, SUITE 400
- **CITY:** PORTSMOUTH
- **STATE:** NH
- **ZIP:** 03801-3852

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAX WORLD FUNDS SERIES TRUST I
- **DATE OF NAME CHANGE:** 20070831

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAX WORLD BALANCED FUND
- **DATE OF NAME CHANGE:** 20061113

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAX WORLD BALANCED FUND INC
- **DATE OF NAME CHANGE:** 20040624

## Series and Classes Contracts Data

### Impax Core Bond Fund (Series ID: S000055845)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000175862 | Institutional Class | PXBIX           |
| C000175863 | Investor Class      | PAXBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Impax Funds Series Trust I

- **b. Investment Company Act file number:** 811-02064

- **c. CIK number of Registrant:** 0000076721

- **d. LEI of Registrant:** 549300TD5R23SWU72456

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

  - **Street Address 1:** 30 Penhallow St.

  - **City:** Portsmouth

  - **State:** NH

  - **Foreign country:** US

  - **Zip / Postal Code:** 03801

  - **Telephone number:** 800-767-1729

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

- **a. Name of Series:** Impax Core Bond Fund

- **b. EDGAR series identifier (if any):** S000055845

- **c. LEI of Series:** 549300Z901FIZVY05W78

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $800171022.56

**Total Liabilities:** $2593807.25

**Net Assets:** $797577215.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 511.01 | **1-Year:** 19094.15 | **5-Year:** 64324.51 | **10-Year:** 83315.35 | **30-Year:** 45877.01

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

- **3-Month:** 121.43 | **1-Year:** 1924.56 | **5-Year:** 9074.33 | **10-Year:** 5358.16 | **30-Year:** 503.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175862 | -0.53%               | 3.30%                | -1.18%               |
| Class ID C000175863 | -0.55%               | 3.28%                | -1.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $522724.14               | $-6942681.49                               |
| Month 2  | $-1993579.13             | $26246794.86                               |
| Month 3  | $-6901317.52             | $-4183986.75                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                     | 4.25%   21 Nov 2049     | CUSIP: 00287YCB3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $835025.55    | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | 3.2%   21 Nov 2029      | CUSIP: 00287YBX6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903751.35    | 0.11%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | 3.6%   14 May 2025      | CUSIP: 00287YAQ2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970049.24    | 0.12%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | 1.375%   15 Jan 2026    | CUSIP: 00130HCE3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1778126.34   | 0.22%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | 2.45%   15 Jan 2031     | CUSIP: 00130HCG8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $797861.14    | 0.10%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                      | 1.125%   15 Mar 2026    | CUSIP: 001055BK7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1330658.87   | 0.17%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                      | 3.6%   01 Apr 2030      | CUSIP: 001055BJ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907472.41    | 0.11%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | 2.3%   12 Mar 2031      | CUSIP: 00846UAN1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1617563.68   | 0.20%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | 4.625%   15 Jan 2027    | CUSIP: 013092AC5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931070.00    | 0.12%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | 3.25%   15 Mar 2026     | CUSIP: 013092AF8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $913629.90    | 0.11%             | 2026-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E       | 2%   18 May 2032        | CUSIP: 015271AW9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $384174.85    | 0.05%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E       | 1.875%   01 Feb 2033    | CUSIP: 015271AV1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $746295.20    | 0.09%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                  | 3.85%   10 Aug 2049     | CUSIP: 020002BG5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $778960.71    | 0.10%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                  | 1.45%   15 Dec 2030     | CUSIP: 020002BJ9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1536444.62   | 0.19%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | 1.9%   15 Aug 2040      | CUSIP: 02079KAE7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    700000 | PA      | $467256.42    | 0.06%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA       | 10.5%   15 May 2027     | CUSIP: 02156TAB0<br>LEI: N/A | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $764650.00    | 0.10%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                 | 2.73%   13 Apr 2024     | CUSIP: 023135CD6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $487380.16    | 0.06%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | 2.5%   03 Jun 2050      | CUSIP: 023135BT2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $634782.83    | 0.08%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | 3.45%   13 Apr 2029     | CUSIP: 023135CG9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2340579.30   | 0.29%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | 2.875%   12 May 2041    | CUSIP: 023135CA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    800000 | PA      | $600134.55    | 0.08%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | 2.95%   15 Jan 2051     | CUSIP: 03027XBK5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $311645.01    | 0.04%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | 3.65%   15 Mar 2027     | CUSIP: 03027XBV1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $467734.91    | 0.06%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | 2.1%   15 Jun 2030      | CUSIP: 03027XBC3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    250000 | PA      | $198438.23    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | 1.6%   15 Apr 2026      | CUSIP: 03027XBL3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $445124.04    | 0.06%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY            | 3.672%   01 Apr 2049    | CUSIP: 030360AD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $771516.38    | 0.10%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C       | 2.8%   01 May 2030      | CUSIP: 03040WAW5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2601034.53   | 0.33%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | 3%   22 Feb 2029        | CUSIP: 031162DD9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $665644.87    | 0.08%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | 4.2%   01 Mar 2033      | CUSIP: 031162DJ6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $464128.11    | 0.06%             | 2033-03-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| AMRCN MUSEUM NAT HSTRY         | 3.121%   15 Jul 2052    | CUSIP: 02766PAJ3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $491788.64    | 0.06%             | 2052-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC             | 1.7%   01 Oct 2028      | CUSIP: 032654AU9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $636909.39    | 0.08%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC             | 2.95%   01 Apr 2025     | CUSIP: 032654AS4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962652.98    | 0.12%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST       | 1%   25 May 2067        | CUSIP: 03464HAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1681721 | PA      | $1609474.81   | 0.20%             | 2067-05-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST       | 1%   25 Jan 2067        | CUSIP: 03464PAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1785215 | PA      | $1619585.33   | 0.20%             | 2067-01-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                      | 2.4%   20 Aug 2050      | CUSIP: 037833DZ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $626567.70    | 0.08%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                      | 3.95%   08 Aug 2052     | CUSIP: 037833EQ9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $641614.46    | 0.08%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                      | 3.35%   09 Feb 2027     | CUSIP: 037833CJ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2394068.48   | 0.30%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                      | 2.375%   08 Feb 2041    | CUSIP: 037833EE6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $710758.81    | 0.09%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP         | 3.25%   01 Mar 2032     | CUSIP: 00217GAB9<br>LEI: N/A | Long             | DBT              | CORP              | IE        |    750000 | PA      | $615424.70    | 0.08%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING         | 4%   01 Sep 2029        | CUSIP: 03969YAB4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $794402.30    | 0.10%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | 5.5%   11 Aug 2032      | CUSIP: 04505AAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1918789.98   | 0.24%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG       | 3.15%   15 Jun 2031     | CUSIP: 04621WAD2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $844168.02    | 0.11%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC        | 1.75%   28 May 2028     | CUSIP: 04636NAE3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $860153.85    | 0.11%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT+T INC                       | 0.9%   25 Mar 2024      | CUSIP: 00206RMJ8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1425137.34   | 0.18%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AT+T INC                       | 4.3%   15 Feb 2030      | CUSIP: 00206RGQ9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943963.66    | 0.12%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT+T INC                       | 2.75%   01 Jun 2031     | CUSIP: 00206RJY9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1662465.82   | 0.21%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT+T INC                       | 3.5%   15 Sep 2053      | CUSIP: 00206RKJ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $679435.11    | 0.09%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                   | 3.2%   15 Apr 2025      | CUSIP: 05351WAC7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956495.55    | 0.12%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC            | 4.625%   15 Jul 2028    | CUSIP: 05352TAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910720.00    | 0.11%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                      | 6.875%   15 Mar 2028    | CUSIP: 058498AY2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028470.00   | 0.13%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | 1%   10 Nov 2028        | CUSIP: 06051GLC1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2068536.94   | 0.26%             | 2028-11-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | 1%   23 Apr 2027        | CUSIP: 06051GHT9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938066.22    | 0.12%             | 2027-04-23      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | 1%   20 Mar 2051        | CUSIP: 06051GJA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $787413.53    | 0.10%             | 2051-03-20      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | 1%   20 Oct 2032        | CUSIP: 06051GKD0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $785681.91    | 0.10%             | 2032-10-20      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | 1%   19 May 2024        | CUSIP: 06051GJC4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1624371.14   | 0.20%             | 2024-05-19      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | 1%   25 Sep 2025        | CUSIP: 06051GJG5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1842031.86   | 0.23%             | 2025-09-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | 1.25%   15 Sep 2026     | CUSIP: 06368FAC3<br>LEI: N/A | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1750109.22   | 0.22%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | 3.4%   29 Jan 2028      | CUSIP: 06406RAF4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930938.46    | 0.12%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | 1%   25 Oct 2033        | CUSIP: 06406RBM8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039825.66   | 0.13%             | 2033-10-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO        | 3.7%   06 Jun 2027      | CUSIP: 075887BW8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946408.19    | 0.12%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON AND CO        | 4.298%   22 Aug 2032    | CUSIP: 075887CP2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $704284.73    | 0.09%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO        | 4.669%   06 Jun 2047    | CUSIP: 075887BX6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885037.95    | 0.11%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                      | 3.5%   01 Jun 2031      | CUSIP: 852234AP8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1598400.00   | 0.20%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BLUEHUB LOAN FUND              | 2.89%   01 Jan 2027     | CUSIP: 095623AA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872698.03    | 0.11%             | 2027-01-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                    | 0.5%   24 Nov 2025      | CUSIP: 05591F2J8<br>LEI: N/A | Long             | DBT              | UST               | NL        |    250000 | PA      | $223529.29    | 0.03%             | 2025-11-24      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS       | 7.55%   15 Mar 2028     | CUSIP: 105340AR4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964812.74   | 0.25%             | 2028-03-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL MYERS SQUIBB CO        | 3.55%   15 Mar 2042     | CUSIP: 110122DV7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $816099.24    | 0.10%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | 4.125%   15 Jun 2026    | CUSIP: 11120VAC7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2360459.90   | 0.30%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | 4.926%   15 May 2037    | CUSIP: 11135FBV2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1751913.76   | 0.22%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                   | 3.5%   15 Feb 2041      | CUSIP: 11135FBJ9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $713656.30    | 0.09%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | 3.55%   15 Feb 2050     | CUSIP: 12189LBE0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $770703.39    | 0.10%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CAISSE D AMORT DETTE SOC       | 1.375%   20 Jan 2031    | CUSIP: 12802D2C9<br>LEI: N/A | Long             | DBT              | UST               | FR        |   3000000 | PA      | $2420029.05   | 0.30%             | 2031-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE       | 2.498%   01 Apr 2051    | CUSIP: 1301ETAA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $619514.43    | 0.08%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                  | 7.55%   01 Apr 2039     | CUSIP: 13063A5G5<br>LEI: N/A | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2508324.80   | 0.31%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A | 1.97%   01 Jun 2023     | CUSIP: 13032UVA3<br>LEI: N/A | Long             | DBT              | MUN               | US        |    500000 | PA      | $495174.00    | 0.06%             | 2023-06-01      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A | 4.19%   01 Jun 2037     | CUSIP: 13032UD88<br>LEI: N/A | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1566397.53   | 0.20%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE     | 2.795%   01 Nov 2041    | CUSIP: 13077DQU9<br>LEI: N/A | Long             | DBT              | MUN               | US        |    500000 | PA      | $356163.35    | 0.04%             | 2041-11-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE     | 2.939%   01 Nov 2052    | CUSIP: 13077DRV6<br>LEI: N/A | Long             | DBT              | MUN               | US        |    905000 | PA      | $614084.94    | 0.08%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL         | 3%   14 Mar 2025        | CUSIP: 13161GWR9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028380.00   | 0.13%             | 2025-03-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO               | 2.375%   24 Apr 2030    | CUSIP: 134429BJ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $834437.65    | 0.10%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL IMPACT PARTNERS        | 2.3%   15 Oct 2024      | CUSIP: 14020ACK8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $459396.43    | 0.06%             | 2024-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST        | 2.8%   15 Apr 2026      | CUSIP: 14315WAH3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1922047.20   | 0.24%             | 2026-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST        | 2.53%   15 Jan 2027     | CUSIP: 14315FAH0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1875338.80   | 0.24%             | 2027-01-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                | 2.6%   09 Apr 2030      | CUSIP: 149123CH2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871710.76    | 0.11%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | 4.75%   01 Mar 2030     | CUSIP: 1248EPCD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $864700.00    | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | 3.276%   01 Dec 2028    | CUSIP: 12513GBH1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1716070.00   | 0.22%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CEI INVESTMENT NOTES           | 2%   31 Oct 2023        | CUSIP: 973HUCII9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    304521 | PA      | $304521.17    | 0.04%             | 2023-10-31      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| CENTURY HOUSING CORP           | 0.95%   15 Feb 2023     | CUSIP: 15654VAY4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994704.89    | 0.12%             | 2023-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | 5.05%   30 Mar 2029     | CUSIP: 161175BR4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942897.77    | 0.12%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC         | 1.375%   15 Sep 2030    | CUSIP: 171239AG1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1557101.14   | 0.20%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS INC         | 2.85%   15 Dec 2051     | CUSIP: 171239AH9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    250000 | PA      | $166387.19    | 0.02%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                  | 1%   03 Nov 2025        | CUSIP: 172967ND9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1383173.43   | 0.17%             | 2025-11-03      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | 1%   25 Jan 2026        | CUSIP: 17327CAN3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1855059.56   | 0.23%             | 2026-01-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC         | 3.75%   15 Feb 2031     | CUSIP: 18539UAD7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1663047.94   | 0.21%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CLOROX COMPANY                 | 1.8%   15 May 2030      | CUSIP: 189054AX7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1197594.14   | 0.15%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR       | 7%   15 Jun 2027        | CUSIP: 19240CAE3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981178.09    | 0.12%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS      | 1.76%   25 Jun 2052     | CUSIP: 19425AAB0<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    382404 | PA      | $318109.53    | 0.04%             | 2052-06-25      | Variable      | 1.76%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | 1.2%   25 Mar 2052      | CUSIP: 20268WAA2<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    289619 | PA      | $234761.65    | 0.03%             | 2052-03-25      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | 1.17%   25 Sep 2051     | CUSIP: 20268AAA0<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    372700 | PA      | $302935.47    | 0.04%             | 2051-09-25      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | 1.98%   25 Aug 2050     | CUSIP: 20267WAA3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    532803 | PA      | $454245.97    | 0.06%             | 2050-08-25      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | 3.87%   25 Feb 2046     | CUSIP: 20267XAA1<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    554297 | PA      | $531457.10    | 0.07%             | 2046-02-25      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | 2.54%   25 Jan 2047     | CUSIP: 20268CAA6<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    606397 | PA      | $545691.65    | 0.07%             | 2047-01-25      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC        | 3.35%   01 Apr 2030     | CUSIP: 209111FX6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901726.02    | 0.11%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE              | 3%   16 Jun 2025        | CUSIP: 222213BA7<br>LEI: N/A | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $966355.99    | 0.12%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC               | 1.05%   15 Jul 2026     | CUSIP: 22822VAV3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $865224.04    | 0.11%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | 2.5%   15 Jul 2031      | CUSIP: 22822VAY7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $404178.75    | 0.05%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | 3.3%   01 Jul 2030      | CUSIP: 22822VAR2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $438577.64    | 0.05%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                    | 7.125%   01 Mar 2028    | CUSIP: 231021AJ5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1096095.83   | 0.14%             | 2028-03-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | 5.125%   20 Jul 2045    | CUSIP: 126650CN8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916292.53    | 0.11%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | 5.05%   25 Mar 2048     | CUSIP: 126650CZ1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902635.35    | 0.11%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | 4.3%   25 Mar 2028      | CUSIP: 126650CX6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    219000 | PA      | $212234.39    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | 2.125%   15 Sep 2031    | CUSIP: 126650DR8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1590835.90   | 0.20%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC        | 6%   15 Jun 2030        | CUSIP: 237266AJ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468275.00   | 0.18%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | 6.02%   15 Jun 2026     | CUSIP: 24703TAD8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021384.79   | 0.13%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS       | 3.95%   20 Mar 2028     | CUSIP: 25470DAR0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1333928.64   | 0.17%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DORIS DUKE CHARITABLE          | 2.345%   01 Jul 2050    | CUSIP: 258261AA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1179056.58   | 0.15%             | 2050-07-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | 1.9%   01 Apr 2028      | CUSIP: 23338VAN6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1306175.60   | 0.16%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | 3.95%   01 Mar 2049     | CUSIP: 23338VAJ5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $824691.47    | 0.10%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                     | 2.125%   15 Aug 2050    | CUSIP: 278865BG4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $280971.56    | 0.04%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                     | 2.75%   18 Aug 2055     | CUSIP: 278865BJ8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    950000 | PA      | $571107.92    | 0.07%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                     | 5.25%   15 Jan 2028     | CUSIP: 278865BP4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020699.04   | 0.13%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | 2.375%   15 Jan 2025    | CUSIP: 036752AJ2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950033.23    | 0.12%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | 2.25%   15 May 2030     | CUSIP: 036752AN3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829524.82    | 0.10%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | 1.5%   15 Mar 2026      | CUSIP: 036752AR4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $449964.68    | 0.06%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | 4.101%   01 Mar 2028    | CUSIP: 036752AG8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960156.46    | 0.12%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENVEST MICROFINANCE FUND LLC   | 4.38%   25 Oct 2023     | CUSIP: 945YYQII2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    150000 | PA      | $150000.00    | 0.02%             | 2023-10-25      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| ENVEST MICROFINANCE FUND LLC   | 4%   20 Apr 2026        | CUSIP: 936UDRII2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    250000 | PA      | $240087.50    | 0.03%             | 2026-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | 3.9%   15 Apr 2032      | CUSIP: 29444UBU9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1114069.39   | 0.14%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | 1%   15 Sep 2025        | CUSIP: 29444UBK1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895242.08    | 0.11%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON + DEV        | 1.625%   27 Sep 2024    | CUSIP: 29874QAY0<br>LEI: N/A | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2849944.08   | 0.36%             | 2024-09-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON + DEV        | 0.25%   10 Jul 2023     | CUSIP: 29874QEH3<br>LEI: N/A | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2928436.74   | 0.37%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON + DEV        | 0.5%   25 Nov 2025      | CUSIP: 29874QEL4<br>LEI: N/A | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2683270.17   | 0.34%             | 2025-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK       | 1.25%   14 Feb 2031     | CUSIP: 298785JL1<br>LEI: N/A | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1628121.74   | 0.20%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK       | 2.75%   15 Aug 2025     | CUSIP: 298785JS6<br>LEI: N/A | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1922101.76   | 0.24%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK       | 3.25%   29 Jan 2024     | CUSIP: 298785GJ9<br>LEI: N/A | Long             | DBT              | CORP              | LU        |   8000000 | PA      | $7870266.00   | 0.99%             | 2024-01-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK       | 3.125%   14 Dec 2023    | CUSIP: 298785HT6<br>LEI: N/A | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $2953195.65   | 0.37%             | 2023-12-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK       | 1.75%   15 Mar 2029     | CUSIP: 298785JR8<br>LEI: N/A | Long             | DBT              | CORP              | LU        |    800000 | PA      | $696866.28    | 0.09%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK       | 2.5%   15 Mar 2023      | CUSIP: 298785HP4<br>LEI: N/A | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $4979307.35   | 0.62%             | 2023-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK       | 0.75%   23 Sep 2030     | CUSIP: 298785JH0<br>LEI: N/A | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $785808.04    | 0.10%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK       | 1.375%   15 Mar 2027    | CUSIP: 298785JQ0<br>LEI: N/A | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1789872.42   | 0.22%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| EXPEDIA GROUP INC              | 6.25%   01 May 2025     | CUSIP: 30212PAS4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009287.94   | 0.13%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE   CAS               | 1%   25 Oct 2041        | CUSIP: 20754RAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    645000 | PA      | $629033.03    | 0.08%             | 2041-10-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE   CAS               | 1%   25 Nov 2041        | CUSIP: 20754KAB7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1398257.25   | 0.18%             | 2041-11-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE   CAS               | 1%   25 Jul 2042        | CUSIP: 20755DAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1624496 | PA      | $1630746.79   | 0.20%             | 2042-07-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIEMAE ACES                 | 1%   25 Feb 2027        | CUSIP: 3136AVKR9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2044403 | PA      | $1925099.22   | 0.24%             | 2027-02-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE ACES                 | 1%   25 Jun 2028        | CUSIP: 3136B2GX4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1816946 | PA      | $1727210.91   | 0.22%             | 2028-06-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE ACES                 | 2.937%   25 Jun 2029    | CUSIP: 3136B4VT2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1757226 | PA      | $1608254.78   | 0.20%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE ACES                 | 1%   25 Mar 2028        | CUSIP: 3136B1XJ8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1254516 | PA      | $1168757.92   | 0.15%             | 2028-03-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE ACES                 | 1%   25 Jan 2028        | CUSIP: 3136B0YM2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1812548 | PA      | $1688977.37   | 0.21%             | 2028-01-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE ACES                 | 1%   25 Sep 2028        | CUSIP: 3136B3XY1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1828782 | PA      | $1756874.40   | 0.22%             | 2028-09-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE ACES                 | 1%   25 Dec 2030        | CUSIP: 3136BDXH6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2149799.67   | 0.27%             | 2030-12-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL C91815       | 3%   01 Mar 2035        | CUSIP: 3128P8AQ4<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2981375 | PA      | $2801575.84   | 0.35%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL C91904       | 2.5%   01 Nov 2036      | CUSIP: 3128P8DH1<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1379193 | PA      | $1243459.73   | 0.16%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL QA5039       | 3%   01 Dec 2049        | CUSIP: 31346YS46<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1811246 | PA      | $1606242.11   | 0.20%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL QA6906       | 3%   01 Feb 2050        | CUSIP: 3133A1U75<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1291325 | PA      | $1156051.32   | 0.14%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL QA9426       | 2.5%   01 May 2050      | CUSIP: 3133A4PK6<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1484117 | PA      | $1269329.91   | 0.16%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL QE1065       | 3%   01 Apr 2052        | CUSIP: 3133BAFE6<br>LEI: N/A | Long             | DBT              | USGA              | US        |   4853937 | PA      | $4275298.50   | 0.54%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL QF0474       | 5.5%   01 Sep 2052      | CUSIP: 3133BMQ32<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3982102 | PA      | $4021316.55   | 0.50%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL QO0553       | 4%   01 Jul 2037        | CUSIP: 3133WJTJ8<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1860648 | PA      | $1817672.12   | 0.23%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL RA4510       | 2%   01 Feb 2051        | CUSIP: 3133KLAK3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2559650 | PA      | $2106210.27   | 0.26%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL SD1004       | 4%   01 Aug 2051        | CUSIP: 3132DNDH3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3542656 | PA      | $3333098.72   | 0.42%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL SD1434       | 4.5%   01 Aug 2052      | CUSIP: 3132DNSX2<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1937713 | PA      | $1874554.08   | 0.24%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL SD1859       | 5.5%   01 Nov 2052      | CUSIP: 3132DPB49<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3975378 | PA      | $4015335.79   | 0.50%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL ZA2395       | 4%   01 Oct 2035        | CUSIP: 31329KUU6<br>LEI: N/A | Long             | DBT              | USGA              | US        |    924542 | PA      | $891085.26    | 0.11%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL ZS9524       | 3.5%   01 Jan 2044      | CUSIP: 3132AASM7<br>LEI: N/A | Long             | DBT              | USGA              | US        |    916250 | PA      | $857935.52    | 0.11%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL ZS9773       | 3%   01 Jun 2046        | CUSIP: 3132AA2E3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1204129 | PA      | $1082097.83   | 0.14%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL ZT1360       | 3%   01 Jan 2047        | CUSIP: 3132ADQM3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1348898 | PA      | $1209924.52   | 0.15%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL ZT1612       | 4.5%   01 Jan 2034      | CUSIP: 3132ADYH5<br>LEI: N/A | Long             | DBT              | USGA              | US        |    507444 | PA      | $508221.91    | 0.06%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK       | 2.5%   14 Apr 2036      | CUSIP: 3133EMVU3<br>LEI: N/A | Long             | DBT              | UST               | US        |   3000000 | PA      | $2279937.87   | 0.29%             | 2036-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P | 2.939%   25 Apr 2029    | CUSIP: 3137FMCZ3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2742655.20   | 0.34%             | 2029-04-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P | 2.412%   25 Aug 2029    | CUSIP: 3137FPHR9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1765588.40   | 0.22%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P | 1.503%   25 Sep 2030    | CUSIP: 3137FXLX4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    651000 | PA      | $527192.75    | 0.07%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P | 1%   25 Aug 2032        | CUSIP: 3137H8TZ4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1563497.25   | 0.20%             | 2032-08-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P | 1%   25 Apr 2029        | CUSIP: 3137FVEC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    486575 | PA      | $423675.45    | 0.05%             | 2029-04-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P | 1.487%   25 Nov 2030    | CUSIP: 3137F84S9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1608334.00   | 0.20%             | 2030-11-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P | 1%   25 Aug 2032        | CUSIP: 3137H92X6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1826673.40   | 0.23%             | 2032-08-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | 3.5%   01 Jul 2029      | CUSIP: 337738AU2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1354582.14   | 0.17%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST        | 1%   25 Jul 2051        | CUSIP: 33851PAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    781140 | PA      | $671391.99    | 0.08%             | 2051-07-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST        | 1%   25 Aug 2051        | CUSIP: 33851GAF2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1583343 | PA      | $1374005.77   | 0.17%             | 2051-08-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA POOL AB7931               | 3%   01 Feb 2043        | CUSIP: 31417EY54<br>LEI: N/A | Long             | DBT              | USGA              | US        |    971514 | PA      | $884970.23    | 0.11%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AH4793               | 4%   01 Feb 2041        | CUSIP: 3138A6KF6<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1484598 | PA      | $1427141.39   | 0.18%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AL3024               | 1%   01 Jan 2043        | CUSIP: 3138EKLE3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1330149 | PA      | $1243888.79   | 0.16%             | 2043-01-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AL7594               | 1%   01 Aug 2045        | CUSIP: 3138EQNL2<br>LEI: N/A | Long             | DBT              | USGA              | US        |    935153 | PA      | $871031.42    | 0.11%             | 2045-08-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AL9727               | 1%   01 Jan 2042        | CUSIP: 3138ERYZ7<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1330790 | PA      | $1279280.52   | 0.16%             | 2042-01-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AS7372               | 3%   01 Jun 2046        | CUSIP: 3138WHFN7<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1222612 | PA      | $1088637.39   | 0.14%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AS9803               | 4%   01 May 2047        | CUSIP: 3138WK3M5<br>LEI: N/A | Long             | DBT              | USGA              | US        |    913343 | PA      | $874937.20    | 0.11%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BJ4564               | 4%   01 Jan 2048        | CUSIP: 3140H6CA5<br>LEI: N/A | Long             | DBT              | USGA              | US        |    875974 | PA      | $836605.16    | 0.10%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BM4735               | 1%   01 Apr 2048        | CUSIP: 3140J9HM6<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1654970 | PA      | $1551071.03   | 0.19%             | 2048-04-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BP7667               | 2.5%   01 Dec 2050      | CUSIP: 3140KFQV0<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1586518 | PA      | $1349698.98   | 0.17%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BQ0144               | 2.5%   01 Mar 2050      | CUSIP: 3140KKES9<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1770619 | PA      | $1516036.71   | 0.19%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BQ0199               | 2.5%   01 Aug 2050      | CUSIP: 3140KKGH1<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1761069 | PA      | $1520419.25   | 0.19%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BQ9146               | 2%   01 Dec 2050        | CUSIP: 3140KVEU0<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1607227 | PA      | $1321027.75   | 0.17%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BQ9430               | 2.5%   01 Jan 2051      | CUSIP: 3140KVPQ7<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1632235 | PA      | $1388411.18   | 0.17%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BR7171               | 2.5%   01 May 2051      | CUSIP: 3140L56H4<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1579227 | PA      | $1342880.20   | 0.17%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BT9775               | 2.5%   01 Nov 2051      | CUSIP: 3140LY2H5<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2878102 | PA      | $2445029.44   | 0.31%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BV4563               | 3.5%   01 Mar 2052      | CUSIP: 3140MJB95<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2936720 | PA      | $2674027.45   | 0.34%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BV9945               | 3.5%   01 Jun 2052      | CUSIP: 3140MQBP3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3876363 | PA      | $3541536.67   | 0.44%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BW0025               | 4%   01 Jul 2052        | CUSIP: 3140MRA31<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3889496 | PA      | $3659539.42   | 0.46%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BW1954               | 4.5%   01 Jul 2052      | CUSIP: 3140MTE41<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2955790 | PA      | $2850077.14   | 0.36%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CA1870               | 3.5%   01 Jun 2048      | CUSIP: 3140Q9CG6<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1129312 | PA      | $1047302.82   | 0.13%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CA4420               | 3%   01 Oct 2049        | CUSIP: 3140QB4E5<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1360153 | PA      | $1208758.05   | 0.15%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CA6951               | 2.5%   01 Sep 2050      | CUSIP: 3140QEWM0<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2175861 | PA      | $1854787.75   | 0.23%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CA7588               | 1.5%   01 Nov 2050      | CUSIP: 3140QFNE5<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2443568 | PA      | $1895431.40   | 0.24%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CA7650               | 2%   01 Nov 2040        | CUSIP: 3140QFQC6<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1699711 | PA      | $1449551.84   | 0.18%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CA8207               | 2.5%   01 Dec 2040      | CUSIP: 3140QGDM6<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2547636 | PA      | $2243688.30   | 0.28%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CA8304               | 2%   01 Dec 2040        | CUSIP: 3140QGGN1<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1614473 | PA      | $1376858.00   | 0.17%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CA8323               | 2%   01 Dec 2040        | CUSIP: 3140QGG92<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2507929 | PA      | $2138802.47   | 0.27%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CA9432               | 2%   01 Mar 2036        | CUSIP: 3140QHPS8<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2371399 | PA      | $2117983.90   | 0.27%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CB1131               | 2.5%   01 Jul 2051      | CUSIP: 3140QLHH2<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3465428 | PA      | $2946478.78   | 0.37%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CB2684               | 3.5%   01 Jan 2052      | CUSIP: 3140QM6W9<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2536935 | PA      | $2311259.93   | 0.29%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CB4256               | 4%   01 Aug 2037        | CUSIP: 3140QPWS2<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1903623 | PA      | $1859654.50   | 0.23%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL CB5055               | 6%   01 Nov 2052        | CUSIP: 3140QQTM7<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2986312 | PA      | $3044713.84   | 0.38%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM1449               | 1%   01 Sep 2049        | CUSIP: 3140X4TF3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   4482466 | PA      | $4124957.58   | 0.52%             | 2049-09-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM2395               | 1%   01 Jan 2050        | CUSIP: 3140X5UV3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2674677 | PA      | $2476917.17   | 0.31%             | 2050-01-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM2684               | 1%   01 Mar 2050        | CUSIP: 3140X56W8<br>LEI: N/A | Long             | DBT              | USGA              | US        |    894792 | PA      | $795191.01    | 0.10%             | 2050-03-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM4300               | 1%   01 Sep 2050        | CUSIP: 3140X7X61<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3776650 | PA      | $3217806.71   | 0.40%             | 2050-09-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM4523               | 1%   01 Oct 2050        | CUSIP: 3140X8AZ0<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3334528 | PA      | $2744755.20   | 0.34%             | 2050-10-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM4640               | 1%   01 Nov 2050        | CUSIP: 3140X8EN3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1774594 | PA      | $1517651.33   | 0.19%             | 2050-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM4967               | 1%   01 Dec 2050        | CUSIP: 3140X8QV2<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2137705 | PA      | $1818493.08   | 0.23%             | 2050-12-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM4972               | 1%   01 Nov 2050        | CUSIP: 3140X8Q26<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1383151 | PA      | $1220910.32   | 0.15%             | 2050-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM8178               | 1%   01 Jul 2051        | CUSIP: 3140XCCQ9<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2819153 | PA      | $2396420.11   | 0.30%             | 2051-07-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM8313               | 1%   01 Jul 2051        | CUSIP: 3140XCGX0<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1827465 | PA      | $1553601.53   | 0.19%             | 2051-07-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM8753               | 1%   01 Sep 2051        | CUSIP: 3140XCWP9<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2785713 | PA      | $2274080.61   | 0.29%             | 2051-09-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM9072               | 1%   01 Oct 2051        | CUSIP: 3140XDCJ3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2824269 | PA      | $2305120.70   | 0.29%             | 2051-10-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FM9293               | 1%   01 Oct 2051        | CUSIP: 3140XDKF2<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2715083 | PA      | $2307738.26   | 0.29%             | 2051-10-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS0613               | 1%   01 Feb 2052        | CUSIP: 3140XFVF5<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3680929 | PA      | $3126335.67   | 0.39%             | 2052-02-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS0675               | 1%   01 Feb 2052        | CUSIP: 3140XFXD8<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2804701 | PA      | $2465858.41   | 0.31%             | 2052-02-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS0794               | 1%   01 Jan 2042        | CUSIP: 3140XF3C3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2701033 | PA      | $2429755.58   | 0.30%             | 2042-01-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS0902               | 1%   01 Jul 2043        | CUSIP: 3140XGAC3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3609151 | PA      | $3368611.66   | 0.42%             | 2043-07-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS0925               | 1%   01 Nov 2046        | CUSIP: 3140XGA33<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2850624 | PA      | $2557111.90   | 0.32%             | 2046-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS1230               | 1%   01 Apr 2052        | CUSIP: 3140XGLL1<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2799565 | PA      | $2549181.77   | 0.32%             | 2052-04-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS1429               | 1%   01 Apr 2052        | CUSIP: 3140XGST7<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3856362 | PA      | $3509331.55   | 0.44%             | 2052-04-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS2141               | 1%   01 Jun 2052        | CUSIP: 3140XHLX3<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3864589 | PA      | $3518107.93   | 0.44%             | 2052-06-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS2420               | 1%   01 Jul 2052        | CUSIP: 3140XHVN4<br>LEI: N/A | Long             | DBT              | USGA              | US        |   3938693 | PA      | $3620683.51   | 0.45%             | 2052-07-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS3063               | 1%   01 Oct 2052        | CUSIP: 3140XJMM2<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2906802 | PA      | $2815966.12   | 0.35%             | 2052-10-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL FS3120               | 1%   01 Sep 2052        | CUSIP: 3140XJPE7<br>LEI: N/A | Long             | DBT              | USGA              | US        |   2990114 | PA      | $2951566.59   | 0.37%             | 2052-09-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL MA4271               | 1.5%   01 Feb 2051      | CUSIP: 31418DW99<br>LEI: N/A | Long             | DBT              | USGA              | US        |   1745594 | PA      | $1308680.19   | 0.16%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE            | 2.415%   01 Jun 2050    | CUSIP: 34531XAB0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $475282.95    | 0.06%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY             | 3.25%   12 Feb 2032     | CUSIP: 345370DA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1766546.00   | 0.22%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY             | 4.75%   15 Jan 2043     | CUSIP: 345370CQ1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $720047.90    | 0.09%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | 4.95%   28 May 2027     | CUSIP: 345397C27<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $467385.00    | 0.06%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST       | 1.27%   15 May 2041     | CUSIP: 35041LAA8<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1254322 | PA      | $1122704.15   | 0.14%             | 2041-05-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST       | 3.86%   15 Nov 2034     | CUSIP: 35041JAA3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1141312 | PA      | $1117914.94   | 0.14%             | 2034-11-15      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST       | 2.19%   15 Jan 2042     | CUSIP: 35042PAA8<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    511206 | PA      | $467606.11    | 0.06%             | 2042-01-15      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR            | 1%   25 Jan 2034        | CUSIP: 35564KHE2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    405547 | PA      | $400154.75    | 0.05%             | 2034-01-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR            | 1%   25 Jan 2042        | CUSIP: 35564KPV5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1045362.23   | 0.13%             | 2042-01-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR            | 1%   25 Mar 2050        | CUSIP: 35565LAH9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    831612 | PA      | $843737.09    | 0.11%             | 2050-03-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFI | 1.132%   25 Jan 2031    | CUSIP: 3137H13U8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1365785 | PA      | $1167862.21   | 0.15%             | 2031-01-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFI | 1.204%   25 Sep 2031    | CUSIP: 3137H2NN0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    600251 | PA      | $517541.10    | 0.06%             | 2031-09-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FRTKL                          | 1.571%   17 Sep 2038    | CUSIP: 30322DAA7<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $855785.20    | 0.11%             | 2038-09-17      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                | 6.75%   30 Sep 2027     | CUSIP: 668771AK4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    600000 | PA      | $588780.00    | 0.07%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                | 7.125%   30 Sep 2030    | CUSIP: 668771AL2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    550000 | PA      | $541117.50    | 0.07%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| GENERAL MILLS INC              | 2.875%   15 Apr 2030    | CUSIP: 370334CL6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866236.45    | 0.11%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC              | 2.25%   14 Oct 2031     | CUSIP: 370334CQ5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $605168.35    | 0.08%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | 5.4%   15 Oct 2029      | CUSIP: 37045VAY6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956518.76    | 0.12%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO               | 3.25%   15 Mar 2051     | CUSIP: 373334KP5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $692813.72    | 0.09%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA POOL AU4920               | 3.02%   15 Sep 2041     | CUSIP: 36194SPD4<br>LEI: N/A | Long             | DBT              | USGSE             | US        |   1643612 | PA      | $1538229.62   | 0.19%             | 2041-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | 1%   22 Apr 2042        | CUSIP: 38141GYC2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $543102.39    | 0.07%             | 2042-04-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | 1%   12 Feb 2026        | CUSIP: 38141GXS8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2262477.93   | 0.28%             | 2026-02-12      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME IMPR | 4%   20 Apr 2049        | CUSIP: 38237KAA8<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   2480054 | PA      | $2022011.03   | 0.25%             | 2049-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | 1%   16 Mar 2055        | CUSIP: 38378XZH7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    592064 | PA      | $528122.31    | 0.07%             | 2055-03-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A | 1%   16 Sep 2050        | CUSIP: 38378KZF9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    825806 | PA      | $800299.13    | 0.10%             | 2050-09-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | 3.75%   01 Feb 2030     | CUSIP: 38869AAD9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $851254.08    | 0.11%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT         | 3.375%   15 Jun 2026    | CUSIP: 418751AE3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    850000 | PA      | $739661.50    | 0.09%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT         | 3.75%   15 Sep 2030     | CUSIP: 418751AD5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $736615.73    | 0.09%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY INC               | 4.5%   01 Oct 2029      | CUSIP: 42226AAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875150.00    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HELIOS ISSUER VI, LLC          | 1.62%   20 Jul 2048     | CUSIP: 86744TAA4<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   2170893 | PA      | $1781320.00   | 0.22%             | 2048-07-20      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| HELIOS ISSUER, LLC             | 3.75%   20 Jun 2046     | CUSIP: 86745LAA0<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1561262 | PA      | $1392042.46   | 0.17%             | 2046-06-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HELIOS ISSUER, LLC             | 2.98%   20 Jun 2047     | CUSIP: 86746CAA9<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    754658 | PA      | $645932.19    | 0.08%             | 2047-06-20      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| HELIOS ISSUER, LLC             | 1.8%   20 Feb 2048      | CUSIP: 86746EAA5<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    424442 | PA      | $346262.64    | 0.04%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| HELIOS ISSUER, LLC             | 2.33%   20 Oct 2048     | CUSIP: 86745RAB5<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    917295 | PA      | $738119.85    | 0.09%             | 2048-10-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                 | 2.875%   15 Apr 2027    | CUSIP: 437076CN0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $700690.52    | 0.09%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | 4.5%   15 Sep 2032      | CUSIP: 437076CS9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979568.77    | 0.12%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO               | 1.45%   01 Apr 2024     | CUSIP: 42824CBJ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2387026.65   | 0.30%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HP INC                         | 2.65%   17 Jun 2031     | CUSIP: 40434LAJ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1172177.27   | 0.15%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH           | 6.375%   15 May 2029    | CUSIP: 44963BAD0<br>LEI: N/A | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $846824.96    | 0.11%             | 2029-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                   | 1%   28 Mar 2026        | CUSIP: 456837BA0<br>LEI: N/A | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1444666.86   | 0.18%             | 2026-03-28      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP       | 1.65%   15 Apr 2028     | CUSIP: 90376PCZ2<br>LEI: N/A | Long             | DBT              | UST               | US        |    500000 | PA      | $438519.46    | 0.05%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP       | 1.44%   15 Apr 2028     | CUSIP: 90376PDF5<br>LEI: N/A | Long             | DBT              | UST               | US        |   1000000 | PA      | $868715.92    | 0.11%             | 2028-04-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP       | 3.52%   20 Sep 2032     | CUSIP: 6903534C8<br>LEI: N/A | Long             | DBT              | UST               | US        |   1392857 | PA      | $1323605.54   | 0.17%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP       | 3.13%   15 Apr 2028     | CUSIP: 90376PEX5<br>LEI: N/A | Long             | DBT              | UST               | US        |   1000000 | PA      | $936843.12    | 0.12%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP       | 1%   15 Mar 2030        | CUSIP: 90376PAU5<br>LEI: N/A | Long             | DBT              | UST               | US        |   2000000 | PA      | $2000000.00   | 0.25%             | 2030-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP       | 1%   15 Sep 2026        | CUSIP: 6903538B6<br>LEI: N/A | Long             | DBT              | UST               | US        |   1250000 | PA      | $1250000.00   | 0.16%             | 2026-09-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVEL BK        | 1.5%   13 Jan 2027      | CUSIP: 4581X0EB0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1800861.76   | 0.23%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVEL BK        | 0.34%   15 Oct 2024     | CUSIP: 45818WCW4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3696572.80   | 0.46%             | 2024-10-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVEL BK        | 0.875%   20 Apr 2026    | CUSIP: 4581X0DV7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1790251.40   | 0.22%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVEL BK        | 3.5%   14 Sep 2029      | CUSIP: 4581X0EF1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4328167.05   | 0.54%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVEL BK        | 2.625%   16 Jan 2024    | CUSIP: 4581X0DF2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2931633.15   | 0.37%             | 2024-01-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVEL BK        | 1.75%   14 Mar 2025     | CUSIP: 4581X0DK1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2829345.45   | 0.35%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| INTER AMERICAN DEVEL BK        | 0.625%   15 Jul 2025    | CUSIP: 4581X0DN5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2731998.87   | 0.34%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVEL BK        | 0.625%   16 Sep 2027    | CUSIP: 4581X0DQ8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    600000 | PA      | $509502.56    | 0.06%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVEL BK        | 1.125%   13 Jan 2031    | CUSIP: 4581X0DS4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2598987.66   | 0.33%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVEL BK        | 0.25%   15 Nov 2023     | CUSIP: 4581X0DP0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3843100.60   | 0.48%             | 2023-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| INTER AMERICAN INVEST CO       | 2.625%   22 Apr 2025    | CUSIP: 45828Q2A4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957950.86    | 0.12%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON + DEVELOP        | 1.625%   15 Jan 2025    | CUSIP: 459058HT3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7558707.84   | 0.95%             | 2025-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON + DEVELOP        | 0.75%   24 Nov 2027     | CUSIP: 459058JN4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $850289.96    | 0.11%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON + DEVELOP        | 1.375%   20 Apr 2028    | CUSIP: 459058JW4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1303997.90   | 0.16%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON + DEVELOP        | 0.5%   28 Oct 2025      | CUSIP: 459058JL8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $449374.82    | 0.06%             | 2025-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON + DEVELOP        | 3.125%   15 Jun 2027    | CUSIP: 459058KJ1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1912058.02   | 0.24%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON + DEVELOP        | 2.75%   31 May 2036     | CUSIP: 45905UWL4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1630436.26   | 0.20%             | 2036-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON + DEVELOP        | 0.625%   22 Apr 2025    | CUSIP: 459058JB0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4588291.25   | 0.58%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON + DEVELOP        | 1%   11 Feb 2031        | CUSIP: 459058JU8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984085.32   | 0.25%             | 2031-02-11      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON + DEVELOP        | 1.625%   03 Nov 2031    | CUSIP: 459058KA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1229242.04   | 0.15%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC         | 0.375%   23 Sep 2025    | CUSIP: 45939EAB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2869317.50   | 0.36%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| INTL FINANCE CORP              | 0.75%   08 Oct 2026     | CUSIP: 45950KCX6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1973107.15   | 0.25%             | 2026-10-08      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP              | 0.375%   16 Jul 2025    | CUSIP: 45950KCT5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904717.65    | 0.11%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI       | 1.75%   15 Sep 2030     | CUSIP: 47837RAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $801112.16    | 0.10%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE + CO            | 1%   15 Nov 2048        | CUSIP: 46647PAL0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $784692.54    | 0.10%             | 2048-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE + CO            | 1%   16 Feb 2025        | CUSIP: 46647PBY1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1887014.06   | 0.24%             | 2025-02-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE + CO            | 1%   24 Feb 2028        | CUSIP: 46647PCW4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906036.99    | 0.11%             | 2028-02-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE + CO            | 1%   09 Aug 2025        | CUSIP: 46647PCM6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1847086.24   | 0.23%             | 2025-08-09      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE + CO            | 1%   16 Sep 2024        | CUSIP: 46647PBS4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2893867.14   | 0.36%             | 2024-09-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT       | 2.81%   01 Jun 2041     | CUSIP: 48305QAF0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $728610.22    | 0.09%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT       | 3.266%   01 Nov 2049    | CUSIP: 48305QAE3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $727044.02    | 0.09%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                     | 2.1%   01 Jun 2030      | CUSIP: 487836BX5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $815285.24    | 0.10%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | 3.35%   15 Mar 2051     | CUSIP: 49271VAM2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    250000 | PA      | $172819.04    | 0.02%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | 0.75%   15 Mar 2024     | CUSIP: 49271VAL4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949719.24    | 0.12%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | 4.05%   15 Apr 2032     | CUSIP: 49271VAQ3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1140651.19   | 0.14%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | 3.2%   01 May 2030      | CUSIP: 49271VAJ9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873760.53    | 0.11%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KFW                            | 2%   02 May 2025        | CUSIP: 500769GQ1<br>LEI: N/A | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2841249.81   | 0.36%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW                            | 2.625%   28 Feb 2024    | CUSIP: 500769HX5<br>LEI: N/A | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $4879582.60   | 0.61%             | 2024-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW                            | 3.125%   10 Jun 2025    | CUSIP: 500769JU9<br>LEI: N/A | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1942492.40   | 0.24%             | 2025-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KFW                            | 0.375%   18 Jul 2025    | CUSIP: 500769JF2<br>LEI: N/A | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $904889.32    | 0.11%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KFW                            | 1.75%   14 Sep 2029     | CUSIP: 500769JD7<br>LEI: N/A | Long             | DBT              | CORP              | DE        |   4000000 | PA      | $3457610.80   | 0.43%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                            | 0.5%   20 Sep 2024      | CUSIP: 500769JP0<br>LEI: N/A | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $932427.17    | 0.12%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| KFW                            | 1%   01 Oct 2026        | CUSIP: 500769JQ8<br>LEI: N/A | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1333917.17   | 0.17%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| KFW                            | 0.625%   22 Jan 2026    | CUSIP: 500769JJ4<br>LEI: N/A | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $4480586.75   | 0.56%             | 2026-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KLA CORP                       | 4.95%   15 Jul 2052     | CUSIP: 482480AM2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1869117.00   | 0.23%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS              | 1.125%   14 Jun 2030    | CUSIP: 50048MCV0<br>LEI: N/A | Long             | DBT              | UST               | NO        |   1000000 | PA      | $801908.37    | 0.10%             | 2030-06-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS              | 1.125%   26 Oct 2026    | CUSIP: 50048MDD9<br>LEI: N/A | Long             | DBT              | UST               | NO        |   1500000 | PA      | $1329166.46   | 0.17%             | 2026-10-26      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS              | 4.625%   24 Oct 2025    | CUSIP: 50048MDH0<br>LEI: N/A | Long             | DBT              | UST               | NO        |    500000 | PA      | $502208.55    | 0.06%             | 2025-10-24      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS              | 0.5%   21 Oct 2024      | CUSIP: 50048MDA5<br>LEI: N/A | Long             | DBT              | UST               | NO        |    500000 | PA      | $464137.54    | 0.06%             | 2024-10-21      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | 4.25%   01 Mar 2031     | CUSIP: 50077LBF2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937620.09    | 0.12%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | 4.375%   01 Jun 2046    | CUSIP: 50077LAB2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $817191.10    | 0.10%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | 1.55%   01 Jun 2026     | CUSIP: 50540RAX0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $886927.86    | 0.11%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | 3.6%   01 Feb 2025      | CUSIP: 50540RAQ5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969211.18    | 0.12%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL               | 4.25%   01 Jul 2029     | CUSIP: 524590AA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1283501.81   | 0.16%             | 2029-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC          | 3.75%   15 Jul 2029     | CUSIP: 527298BT9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $720700.16    | 0.09%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC          | 3.875%   15 Nov 2029    | CUSIP: 527298BQ5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $790935.39    | 0.10%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.        | 2.29%   20 Jan 2048     | CUSIP: 53948PAA6<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    894016 | PA      | $682295.19    | 0.09%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD.        | 2.22%   20 Mar 2048     | CUSIP: 53948QAA4<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    572543 | PA      | $420279.05    | 0.05%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| LOCAL INITIATIVES SUPPOR       | 1%   15 Nov 2025        | CUSIP: 53961LAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $883312.01    | 0.11%             | 2025-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVE | 4.029%   01 Jun 2039    | CUSIP: 53945CHK9<br>LEI: N/A | Long             | DBT              | MUN               | US        |   1020000 | PA      | $898503.62    | 0.11%             | 2039-06-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC                 | 3%   15 Oct 2050        | CUSIP: 548661DZ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    250000 | PA      | $160106.39    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| LOWE S COS INC                 | 2.8%   15 Sep 2041      | CUSIP: 548661EE3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $513213.56    | 0.06%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC                 | 5%   15 Apr 2033        | CUSIP: 548661EL7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979447.68    | 0.12%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MACY S RETAIL HLDGS LLC        | 5.125%   15 Jan 2042    | CUSIP: 55616XAG2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $655230.40    | 0.08%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                     | 1.5%   15 Feb 2028      | CUSIP: 574599BS4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829551.15    | 0.10%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| MASS INSTITUTE OF TECH         | 3.067%   01 Apr 2052    | CUSIP: 575718AJ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    700000 | PA      | $516240.65    | 0.06%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | 3.277%   01 Jun 2046    | CUSIP: 57582RJN7<br>LEI: N/A | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1524363.00   | 0.19%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH | 3.395%   15 Oct 2040    | CUSIP: 576000XQ1<br>LEI: N/A | Long             | DBT              | MUN               | US        |   1000000 | PA      | $808815.90    | 0.10%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLG REVE | 3.881%   15 Jan 2031    | CUSIP: 576004HF5<br>LEI: N/A | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1860248.20   | 0.23%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                 | 2.95%   15 Mar 2051     | CUSIP: 57636QAT1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $712830.44    | 0.09%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                 | 2.95%   01 Jun 2029     | CUSIP: 57636QAM6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $452412.04    | 0.06%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTA | 1%   25 Jun 2051        | CUSIP: 58549KAF8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    805775 | PA      | $692565.87    | 0.09%             | 2051-06-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| MERCK + CO INC                 | 2.35%   24 Jun 2040     | CUSIP: 58933YBA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $699541.20    | 0.09%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | 0.95%   02 Jul 2025     | CUSIP: 59217GEJ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2720772.90   | 0.34%             | 2025-07-02      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: —       |
| METLIFE INC                    | 4.875%   13 Nov 2043    | CUSIP: 59156RBG2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939328.20    | 0.12%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | 0.972%   15 Feb 2024    | CUSIP: 595017BB9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950056.15    | 0.12%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                 | 2.921%   17 Mar 2052    | CUSIP: 594918CE2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $712672.44    | 0.09%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APARTMENTS         | 3.95%   15 Mar 2029     | CUSIP: 59523UAQ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1881417.08   | 0.24%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO          | 3.1%   01 May 2027      | CUSIP: 595620AQ8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937982.38    | 0.12%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO          | 3.65%   15 Apr 2029     | CUSIP: 595620AT2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937117.82    | 0.12%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN 2019 2 LT | 3.69%   20 Jul 2043     | CUSIP: 59982VAA7<br>LEI: N/A | Long             | ABS-O            | CORP              | KY        |    518055 | PA      | $465859.44    | 0.06%             | 2043-07-20      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN LTD.      | 4.34%   20 Mar 2043     | CUSIP: 59982WAA5<br>LEI: N/A | Long             | ABS-O            | CORP              | KY        |    478575 | PA      | $448994.18    | 0.06%             | 2043-03-20      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                 | 6.375%   24 Jul 2042    | CUSIP: 617482V92<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1089834.78   | 0.14%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | 1%   22 Apr 2039        | CUSIP: 61744YAR9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881790.83    | 0.11%             | 2039-04-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | 1%   10 Nov 2023        | CUSIP: 6174468T9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2992045.59   | 0.38%             | 2023-11-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | 3.625%   20 Jan 2027    | CUSIP: 61746BEF9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1888941.16   | 0.24%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 4.45%   20 Jun 2042     | CUSIP: 61946EAA6<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    423444 | PA      | $405675.60    | 0.05%             | 2042-06-20      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 2%   22 Jun 2043        | CUSIP: 61946GAC7<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    282923 | PA      | $273355.92    | 0.03%             | 2043-06-22      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 4.01%   22 Jun 2043     | CUSIP: 61946FAA3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1342998 | PA      | $1241192.05   | 0.16%             | 2043-06-22      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 3%   20 Aug 2046        | CUSIP: 61946PAC7<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    799908 | PA      | $725871.40    | 0.09%             | 2046-08-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 1.51%   20 Dec 2046     | CUSIP: 61947DAA7<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    849288 | PA      | $669336.40    | 0.08%             | 2046-12-20      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 6.16%   20 Jun 2053     | CUSIP: 61946KAA2<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $749774.18    | 0.09%             | 2053-06-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 2.1%   20 Apr 2046      | CUSIP: 61946NAA6<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    447267 | PA      | $389098.30    | 0.05%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 2.09%   22 Apr 2047     | CUSIP: 61946RAB5<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    771594 | PA      | $624954.48    | 0.08%             | 2047-04-22      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 2.88%   20 Sep 2040     | CUSIP: 61945LAA1<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    397730 | PA      | $342520.48    | 0.04%             | 2040-09-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 1.44%   20 Aug 2046     | CUSIP: 61946PAA1<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    923074 | PA      | $771753.15    | 0.10%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC         | 3.82%   22 Jun 2043     | CUSIP: 61946GAA1<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    510853 | PA      | $474091.16    | 0.06%             | 2043-06-22      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | 1%   15 Nov 2024        | CUSIP: 63307A2M6<br>LEI: N/A | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1531905.62   | 0.19%             | 2024-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: —       |
| NATURE CONSERVANCY (THE)       | 3.957%   01 Mar 2052    | CUSIP: 63902HBF5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $600675.86    | 0.08%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | 1.861%   01 Jul 2033    | CUSIP: 63902HAR0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    266000 | PA      | $198339.32    | 0.02%             | 2033-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | 1%   22 May 2024        | CUSIP: 780097BN0<br>LEI: N/A | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1971665.34   | 0.25%             | 2024-05-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                     | 1.875%   22 Jun 2025    | CUSIP: 64110DAL8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919373.36    | 0.12%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN  | 1%   25 Jul 2059        | CUSIP: 64830NAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1166488 | PA      | $1089290.06   | 0.14%             | 2059-07-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN  | 1%   25 Dec 2058        | CUSIP: 64830WAD3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    392471 | PA      | $355309.94    | 0.04%             | 2058-12-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN  | 1%   25 Aug 2059        | CUSIP: 64830MAG8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    545594 | PA      | $506708.91    | 0.06%             | 2059-08-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN  | 1%   25 Dec 2057        | CUSIP: 64830DAB9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    931666 | PA      | $884464.48    | 0.11%             | 2057-12-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | 1.96%   27 Jun 2030     | CUSIP: 65364UAN6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1585424.90   | 0.20%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK         | 0.375%   20 Sep 2024    | CUSIP: 65562QBS3<br>LEI: N/A | Long             | DBT              | CORP              | FI        |   1500000 | PA      | $1395374.58   | 0.17%             | 2024-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK         | 0.375%   11 Sep 2025    | CUSIP: 65562QBP9<br>LEI: N/A | Long             | DBT              | CORP              | FI        |   3000000 | PA      | $2695755.63   | 0.34%             | 2025-09-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | 2.9%   25 Aug 2051      | CUSIP: 655844CL0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $975938.88    | 0.12%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | 2.3%   15 May 2031      | CUSIP: 655844CK2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2061324.68   | 0.26%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC              | 2.637%   01 Nov 2036    | CUSIP: 66988AAG9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1110637.41   | 0.14%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO              | 3.25%   15 May 2029     | CUSIP: 67021CAN7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2737195.47   | 0.34%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | 5%   15 Jan 2033        | CUSIP: 62954HBB3<br>LEI: N/A | Long             | DBT              | CORP              | NL        |    800000 | PA      | $757951.99    | 0.10%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | 2.5%   11 May 2031      | CUSIP: 62954HBA5<br>LEI: N/A | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1198472.03   | 0.15%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | 3.5%   15 Jan 2027      | CUSIP: 682691AB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829220.00    | 0.10%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRU | 4.13%   14 May 2035     | CUSIP: 68267HAA5<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   2520000 | PA      | $2379694.72   | 0.30%             | 2035-05-14      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRU | 5.94%   15 May 2034     | CUSIP: 68269PAA5<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1744551.38   | 0.22%             | 2034-05-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO TEACHERS  FINANC       | 1.25%   27 Sep 2030     | CUSIP: 68329AAH1<br>LEI: N/A | Long             | DBT              | UST               | CA        |   1000000 | PA      | $784342.85    | 0.10%             | 2030-09-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                 | 6.9%   01 Dec 2027      | CUSIP: 683715AF3<br>LEI: N/A | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001300.00   | 0.13%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| OREGON ST                      | 4.721%   01 May 2042    | CUSIP: 68609T7T9<br>LEI: N/A | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1891669.20   | 0.24%             | 2042-05-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PACEWELL 5 TRUST               | 2.628%   10 Oct 2059    | CUSIP: 69410PAA1<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1084288 | PA      | $860556.49    | 0.11%             | 2059-10-10      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT       | 4.5%   15 Aug 2028      | CUSIP: 70339PAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898404.47    | 0.11%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                    | 2.875%   15 Oct 2049    | CUSIP: 713448EP9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $719468.26    | 0.09%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                    | 3.9%   18 Jul 2032      | CUSIP: 713448FM5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945975.00    | 0.12%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                     | 1.75%   18 Aug 2031     | CUSIP: 717081FB4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1812065.58   | 0.23%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PG+E ENERGY RECOVERY FND       | 2.822%   15 Jul 2046    | CUSIP: 71710TAC2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $526046.43    | 0.07%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PG+E RECOVERY FND LLC          | 5.536%   15 Jul 2049    | CUSIP: 71710TAF5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2672675.80   | 0.34%             | 2049-07-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | 1.15%   13 Aug 2026     | CUSIP: 693475BB0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879041.81    | 0.11%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | 3.45%   23 Apr 2029     | CUSIP: 693475AW5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $458093.26    | 0.06%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST     | 2.709%   17 Feb 2041    | CUSIP: 74333YAA6<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1497147 | PA      | $1257172.90   | 0.16%             | 2041-02-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| PROGRESSIVE CORP               | 3.2%   26 Mar 2030      | CUSIP: 743315AW3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1349656.56   | 0.17%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | 1.625%   15 Mar 2031    | CUSIP: 74340XBS9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $775256.23    | 0.10%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                    | 1.25%   15 Oct 2030     | CUSIP: 74340XBR1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $380173.66    | 0.05%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | 1.5%   10 Mar 2026      | CUSIP: 74432QCH6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    250000 | PA      | $225380.75    | 0.03%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | 4.35%   25 Feb 2050     | CUSIP: 74432QCE3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $852065.70    | 0.11%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                   | 6%   20 May 2053        | CUSIP: 747525BT9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2136857.82   | 0.27%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC          | 3.45%   01 Jun 2026     | CUSIP: 74834LAZ3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954936.38    | 0.12%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RAZA DEVELOPMENT FUND          | 3.534%   01 Jul 2034    | CUSIP: 75525JAA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $840636.38    | 0.11%             | 2034-07-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP             | 3.7%   15 Jun 2030      | CUSIP: 75884RBA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    570000 | PA      | $498540.11    | 0.06%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP             | 2.95%   15 Sep 2029     | CUSIP: 75884RAZ6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1262073.95   | 0.16%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | 1.45%   15 Feb 2031     | CUSIP: 760759AX8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1546629.52   | 0.19%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | 2%   30 Jun 2030        | CUSIP: 776743AJ5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1205482.01   | 0.15%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | 1.15%   10 Jun 2025     | CUSIP: 78015K7H1<br>LEI: N/A | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1832460.70   | 0.23%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | 3.97%   26 Jul 2024     | CUSIP: 78016EZH3<br>LEI: N/A | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $986069.77    | 0.12%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY   CNTY CA P | 3.303%   01 Nov 2039    | CUSIP: 79765R5A3<br>LEI: N/A | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1638007.60   | 0.21%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SANTA CLARA VLY CA WTR DIST CO | 3.369%   01 Jun 2027    | CUSIP: 80168FMG8<br>LEI: N/A | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1232663.98   | 0.15%             | 2027-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | 1.84%   15 Apr 2027     | CUSIP: 78403DAV2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1697293.80   | 0.21%             | 2027-04-15      | Variable      | 1.84%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                | 1.631%   15 May 2051    | CUSIP: 78403DAT7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $850778.90    | 0.11%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC       | 2.943%   15 Nov 2044    | CUSIP: 78433LAE6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1250000 | PA      | $982014.76    | 0.12%             | 2044-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP          | 1.208%   01 Oct 2027    | CUSIP: 81257VAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $812715.34    | 0.10%             | 2027-10-01      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST         | 1%   25 Mar 2048        | CUSIP: 81747DAU3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |     89664 | PA      | $83053.21     | 0.01%             | 2048-03-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST         | 1%   25 Jun 2051        | CUSIP: 81748WAD8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1730311 | PA      | $1493584.49   | 0.19%             | 2051-06-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER         | 2.67%   02 Feb 2032     | CUSIP: 81758VAA3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1132623 | PA      | $1030048.03   | 0.13%             | 2032-02-02      | Variable      | 2.67%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST               | 2.585%   15 Jul 2041    | CUSIP: 78449RAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $600168.30    | 0.08%             | 2041-07-15      | Variable      | 2.58%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR | 3.83%   25 Aug 2047     | CUSIP: 83404RAC2<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $449349.70    | 0.06%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR | 2.37%   16 Nov 2048     | CUSIP: 83401CAB0<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1430119 | PA      | $1328993.53   | 0.17%             | 2048-11-16      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR | 1%   25 May 2040        | CUSIP: 83403YAC8<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1810867.39   | 0.23%             | 2040-05-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR | 3.62%   25 Jan 2041     | CUSIP: 83401BAC0<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1558392.66   | 0.20%             | 2041-01-25      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR | 3.61%   25 Sep 2040     | CUSIP: 78471CAC3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1304828.25   | 0.16%             | 2040-09-25      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR | 3.49%   26 Nov 2040     | CUSIP: 83404KAD5<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $713042.33    | 0.09%             | 2040-11-26      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN POWER CO              | 0.9%   15 Jan 2026      | CUSIP: 843646AW0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $440693.19    | 0.06%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO              | 4.15%   01 Dec 2025     | CUSIP: 843646AM2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981180.72    | 0.12%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV       | 3.15%   01 May 2050     | CUSIP: 845743BU6<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1042136.69   | 0.13%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                     | 7.875%   15 Sep 2023    | CUSIP: 85207UAF2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032372.00   | 0.25%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SSC GOVERNMENT MM GVMXX        | SSC GOVERNMENT MM GVMXX | CUSIP: 7839989D1<br>LEI: N/A | Long             | STIV             | CORP              | US        |   5358793 | NS      | $5358793.43   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC        | 4.75%   15 Jan 2028     | CUSIP: 853496AD9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901350.00    | 0.11%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP                 | 4.45%   15 Aug 2049     | CUSIP: 855244AU3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1710199.94   | 0.21%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                 | 2.25%   12 Mar 2030     | CUSIP: 855244AW9<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $832978.97    | 0.10%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | 0.508%   12 Jan 2024    | CUSIP: 86562MCC2<br>LEI: N/A | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1904753.92   | 0.24%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP            | 5.875%   01 Sep 2026    | CUSIP: 86745GAF0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $670980.00    | 0.08%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| SUNNOVA SOL ISSUER,LLC         | 3.35%   01 Feb 2055     | CUSIP: 86745NAA6<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    918078 | PA      | $765050.12    | 0.10%             | 2055-02-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN ATHENA ISSUER           | 5.31%   30 Apr 2049     | CUSIP: 86772DAA4<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    906790 | PA      | $833214.06    | 0.10%             | 2049-04-30      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC     | 3.61%   01 Feb 2055     | CUSIP: 86772FAA9<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    915453 | PA      | $807477.19    | 0.10%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION              | 5.95%   01 Apr 2030     | CUSIP: 871829BL0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    995000 | PA      | $1032232.26   | 0.13%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T MOBILE USA INC               | 4.75%   01 Feb 2028     | CUSIP: 87264AAV7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974492.80    | 0.12%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T MOBILE USA INC               | 3.5%   15 Apr 2031      | CUSIP: 87264ABW4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1298586.63   | 0.16%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T MOBILE USA INC               | 3%   15 Feb 2041        | CUSIP: 87264ABL8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $709413.02    | 0.09%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST         | 1.18%   20 Mar 2025     | CUSIP: 88161FAF3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $712812.23    | 0.09%             | 2025-03-20      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST         | 1.12%   22 Sep 2025     | CUSIP: 88161KAF2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $463605.85    | 0.06%             | 2025-09-22      | Variable      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST         | 4.64%   20 Aug 2024     | CUSIP: 88167HAH9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $993047.20    | 0.12%             | 2024-08-20      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST         | 1.34%   20 Mar 2025     | CUSIP: 88161FAG1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $473658.55    | 0.06%             | 2025-03-20      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| TESLA ENERGY OPERATIONS        | 4.7%   29 May 2025      | CUSIP: 83417KBR8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1843064.16   | 0.23%             | 2025-05-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC          | 4.6%   15 Feb 2028      | CUSIP: 882508BV5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500818.85   | 0.19%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC       | 2%   15 Oct 2031        | CUSIP: 883556CL4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1218776.21   | 0.15%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC       | 1.75%   15 Oct 2028     | CUSIP: 883556CK6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $424400.58    | 0.05%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK          | 2.65%   12 Jun 2024     | CUSIP: 89114QCA4<br>LEI: N/A | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $967921.59    | 0.12%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK          | 4.456%   08 Jun 2032    | CUSIP: 89115A2E1<br>LEI: N/A | Long             | DBT              | CORP              | CA        |    800000 | PA      | $764947.86    | 0.10%             | 2032-06-08      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK          | 2.8%   10 Mar 2027      | CUSIP: 89114TZT2<br>LEI: N/A | Long             | DBT              | CORP              | CA        |    750000 | PA      | $688936.37    | 0.09%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST      | 1%   25 Nov 2060        | CUSIP: 89171YAF8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1688417 | PA      | $1652114.33   | 0.21%             | 2060-11-25      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| TRAVELERS COS INC              | 6.25%   15 Jun 2037     | CUSIP: 89417EAD1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1084574.05   | 0.14%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC              | 4.1%   04 Mar 2049      | CUSIP: 89417EAP4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $818908.05    | 0.10%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES          | 1.482%   17 Nov 2039    | CUSIP: 89613JAA8<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1410893 | PA      | $1169643.07   | 0.15%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| TRIUMPH RAIL LLC               | 2.15%   19 Jun 2051     | CUSIP: 89683LAA8<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    930369 | PA      | $794251.38    | 0.10%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| TRP LLC                        | 2.07%   19 Jun 2051     | CUSIP: 87267CAA6<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    976066 | PA      | $819693.18    | 0.10%             | 2051-06-19      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | 1%   02 Mar 2027        | CUSIP: 89788MAD4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2217777.10   | 0.28%             | 2027-03-02      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                | 1.25%   23 Apr 2026     | CUSIP: 872882AH8<br>LEI: N/A | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $896811.00    | 0.11%             | 2026-04-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                | 0.125%   15 Jul 2024    | CUSIP: 912828WU0<br>LEI: N/A | Long             | DBT              | UST               | US        |   5019640 | PA      | $4858414.68   | 0.61%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | 0.375%   15 Jul 2027    | CUSIP: 9128282L3<br>LEI: N/A | Long             | DBT              | UST               | US        |   4872440 | PA      | $4593963.49   | 0.58%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | 1%   15 Feb 2048        | CUSIP: 912810SB5<br>LEI: N/A | Long             | DBT              | UST               | US        |   1208340 | PA      | $1018245.16   | 0.13%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | 0.625%   15 Jan 2026    | CUSIP: 912828N71<br>LEI: N/A | Long             | DBT              | UST               | US        |   3762120 | PA      | $3612264.04   | 0.45%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO              | 2.15%   15 Mar 2032     | CUSIP: 906548CT7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $793129.77    | 0.10%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP             | 2.4%   05 Feb 2030      | CUSIP: 907818FH6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $428877.79    | 0.05%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP             | 3.2%   20 May 2041      | CUSIP: 907818FT0<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $788851.30    | 0.10%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | 5.25%   15 Jan 2030     | CUSIP: 911365BL7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1882710.00   | 0.24%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | 5.25%   15 Feb 2028     | CUSIP: 91324PEP3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $512052.82    | 0.06%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | 3.7%   15 May 2027      | CUSIP: 91324PEG3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $726687.97    | 0.09%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC         | 2.75%   15 May 2040     | CUSIP: 91324PDY5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    500000 | PA      | $364696.12    | 0.05%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | 3.05%   15 May 2041     | CUSIP: 91324PEE8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    750000 | PA      | $566660.14    | 0.07%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | 5.45%   01 Nov 2040     | CUSIP: 914440LJ9<br>LEI: N/A | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1254940.59   | 0.16%             | 2040-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | 6.573%   01 May 2039    | CUSIP: 914440KK7<br>LEI: N/A | Long             | DBT              | MUN               | US        |    125000 | PA      | $125104.38    | 0.02%             | 2039-05-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | 0.875%   15 Nov 2030    | CUSIP: 91282CAV3<br>LEI: N/A | Long             | DBT              | UST               | US        |   2000000 | PA      | $1599062.50   | 0.20%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | 5%   15 May 2037        | CUSIP: 912810PU6<br>LEI: N/A | Long             | DBT              | UST               | US        |   2000000 | PA      | $2235234.38   | 0.28%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | 4%   15 Nov 2052        | CUSIP: 912810TL2<br>LEI: N/A | Long             | DBT              | UST               | US        |  21750000 | PA      | $21787382.81  | 2.73%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | 4.125%   15 Nov 2032    | CUSIP: 91282CFV8<br>LEI: N/A | Long             | DBT              | UST               | US        |   9000000 | PA      | $9186328.08   | 1.15%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | 4%   15 Nov 2042        | CUSIP: 912810TM0<br>LEI: N/A | Long             | DBT              | UST               | US        |  36000000 | PA      | $35257500.00  | 4.42%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                | 4%   31 Oct 2029        | CUSIP: 91282CFT3<br>LEI: N/A | Long             | DBT              | UST               | US        |   3000000 | PA      | $3001640.64   | 0.38%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | 4.5%   15 Nov 2025      | CUSIP: 91282CFW6<br>LEI: N/A | Long             | DBT              | UST               | US        |   4000000 | PA      | $4024687.52   | 0.50%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | 3.875%   30 Nov 2027    | CUSIP: 91282CFZ9<br>LEI: N/A | Long             | DBT              | UST               | US        |  28000000 | PA      | $27851250.00  | 3.49%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| USAA CAPITAL CORP              | 2.125%   01 May 2030    | CUSIP: 90327QD55<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821902.94    | 0.10%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | 3.875%   01 Mar 2052    | CUSIP: 92343VGP3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $763282.09    | 0.10%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS         | 3.4%   22 Mar 2041      | CUSIP: 92343VGK4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1133787.24   | 0.14%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | 2.355%   15 Mar 2032    | CUSIP: 92343VGN8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1011000 | PA      | $804096.46    | 0.10%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VISA INC                       | 3.65%   15 Sep 2047     | CUSIP: 92826CAJ1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1648406.14   | 0.21%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC     | 4.73%   30 Apr 2048     | CUSIP: 92854VAA3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    915144 | PA      | $812911.05    | 0.10%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV        | 5%   15 Jan 2032        | CUSIP: 91845AAA3<br>LEI: N/A | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $814431.41    | 0.10%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE        | 3.35%   24 Mar 2025     | CUSIP: 254687FN1<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969441.48    | 0.12%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | 3.638%   15 Mar 2025    | CUSIP: 55903VAE3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1665621.97   | 0.21%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | 4.054%   15 Mar 2029    | CUSIP: 55903VAJ2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867040.26    | 0.11%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC           | 3.15%   15 Nov 2027     | CUSIP: 94106LBE8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2336340.23   | 0.29%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC           | 2.5%   15 Nov 2050      | CUSIP: 94106LBM0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    350000 | PA      | $219635.90    | 0.03%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                  | 3.85%   15 Jun 2032     | CUSIP: 95040QAR5<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1276933.61   | 0.16%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                  | 6.5%   15 Mar 2041      | CUSIP: 42217KAX4<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000507.05   | 0.13%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP           | 2.85%   01 Feb 2029     | CUSIP: 958102AQ8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $775115.00    | 0.10%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                 | 2.4%   15 May 2031      | CUSIP: 963320AY2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $794523.84    | 0.10%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WK KELLOGG FOUNDATION TR       | 2.443%   01 Oct 2050    | CUSIP: 92942HAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $607166.06    | 0.08%             | 2050-10-01      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| XYLEM INC                      | 1.95%   30 Jan 2028     | CUSIP: 98419MAM2<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1292490.39   | 0.16%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                     | 3%   12 Sep 2027        | CUSIP: 98978VAL7<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926146.66    | 0.12%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                     | 3.9%   20 Aug 2028      | CUSIP: 98978VAN3<br>LEI: N/A | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951858.03    | 0.12%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** Impax Funds Series Trust I

**Signature:** /s/ Alicia DuBois

**Name of Signer:** Alicia DuBois

**Title:** Treasurer