# EDGAR Filing Document

**Accession Number:** 0000926243
**File Stem:** 0001410368-25-037758
**Filing Date:** 2025-12
**Character Count:** 209242
**Document Hash:** 36846bf9d59e5609f6bfd907dd7b889d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-037758.hdr.sgml**: 20251216

**ACCESSION NUMBER**: 0001410368-25-037758

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251216

**DATE AS OF CHANGE**: 20251216

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COMMERCE FUNDS
- **CENTRAL INDEX KEY:** 0000926243

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08598
- **FILM NUMBER:** 251573985

**BUSINESS ADDRESS:**
- **STREET 1:** 1000 WALNUT ST
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64121
- **BUSINESS PHONE:** 8006212550

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 219525
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64121

## Series and Classes Contracts Data

### The Bond Fund (Series ID: S000010030)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000027729 | Shares       | CFBNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-08598

- **c. CIK number of Registrant:** 0000926243

- **d. LEI of Registrant:** 5493008VDCPHK1O3IK55

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

  - **Street Address 1:** 1000 Walnut Street, Suite 1580

  - **City:** KANSAS CITY

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64106-1809

  - **Telephone number:** 1-800-995-6365

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

- **a. Name of Series:** The Bond Fund

- **b. EDGAR series identifier (if any):** S000010030

- **c. LEI of Series:** 549300ZXNE688JDRKG69

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1257860607.58

**Total Liabilities:** $6309441.91

**Net Assets:** $1251551165.67

**Cash Not Reported:** $1482680.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2118.21000000 | **1-Year:** -33900.65000000 | **5-Year:** -127757.54000000 | **10-Year:** -177596.33000000 | **30-Year:** -62896.44000000

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

- **3-Month:** -152.64000000 | **1-Year:** -1841.57000000 | **5-Year:** -1838.29000000 | **10-Year:** -797.63000000 | **30-Year:** -194.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027729 | 1.14%                | 1.07%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $85042.80                | $10165512.65                               |
| Month 2  | $-9173.02                | $9736482.49                                |
| Month 3  | $-750666.95              | $4707310.38                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFN ABSPROP001 Llc                                                    | AFN ABSPROP001 LLC 2019-1                                                | CUSIP: 00109BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3896015 | PA      | $3832020.43   | 0.31%             | 2049-05-20      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                 | CUSIP: 00206RJF0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4258268.40   | 0.34%             | 2041-03-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Accredited Mortgage Loan Trust                                        | Accredited Mortgage Loan Trust 2004-4                                    | CUSIP: 004375CB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59883 | PA      | $59921.21     | 0.00%             | 2035-01-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                  | Adventist Health System/West                                             | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6663614.16   | 0.53%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                         | Agate Bay Mortgage Trust 2016-2                                          | CUSIP: 00842EAC5<br>LEI: 549300TSTBCBQ5EBD390 | Long             | ABS-MBS          | CORP              | US        |    126886 | PA      | $116685.35    | 0.01%             | 2046-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                         | Aircastle Ltd                                                            | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $999354.87    | 0.08%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                      | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   2500000 | PA      | $2477807.03   | 0.20%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                       | Aligned Data Centers Issuer LLC                                          | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4589489.37   | 0.37%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                    | Ally Financial Inc                                                       | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2587997.05   | 0.21%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                                                      | Americo Life Inc                                                         | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |   5206000 | PA      | $4729299.02   | 0.38%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $1930110.28   | 0.15%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015151.72   | 0.08%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                              | Anheuser-Busch InBev Worldwide Inc                                       | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5263711.08   | 0.42%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                              | Anheuser-Busch InBev Worldwide Inc                                       | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $908893.18    | 0.07%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                 | Aon North America Inc                                                    | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2196559.14   | 0.18%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                              | APA Corp                                                                 | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2494275.10   | 0.20%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                | Arch Capital Group Ltd                                                   | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |   2149000 | PA      | $2509471.15   | 0.20%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                | Arizona Public Service Co                                                | CUSIP: 040555CK8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2397384.22   | 0.19%             | 2036-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arizona Board of Regents                                              | ARIZONA BRD OF RGTS                                                      | CUSIP: 040664HN7<br>LEI: 254900BLZ1MCZ5JLK411 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031962.10   | 0.08%             | 2031-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                               | Arthur J Gallagher & Co                                                  | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037634.03   | 0.08%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                      | Ascension Health                                                         | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2145059.05   | 0.17%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                      | Ascension Health                                                         | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2827261.89   | 0.23%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                              | Assured Guaranty US Holdings Inc                                         | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4413651.48   | 0.35%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                     | Atmos Energy Corp                                                        | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1148424.47   | 0.09%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                 | AvalonBay Communities Inc                                                | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   1350000 | PA      | $1404845.59   | 0.11%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                              | Avis Budget Rental Car Funding AESOP LLC                                 | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1386667 | PA      | $1380960.81   | 0.11%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                              | Avis Budget Rental Car Funding AESOP LLC                                 | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4150000 | PA      | $4078739.11   | 0.33%             | 2027-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                    | BMW US Capital LLC                                                       | CUSIP: 05565ECK9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5093050.00   | 0.41%             | 2034-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                | Banc of America Alternative Loan Trust 2005-10                           | CUSIP: 05948KT33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6853 | PA      | $967.37       | 0.00%             | 2020-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                       | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2482186.70   | 0.20%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                     | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000832.12   | 0.08%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                     | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2706494.93   | 0.22%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                     | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2706307.87   | 0.22%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SO FLOR INC                                              | Baptist Health South Florida Inc                                         | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $3269839.55   | 0.26%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                                       | Bayview Opportunity Master Fund VI Trust 2021-INV6                       | CUSIP: 07335UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7631553 | PA      | $6668069.76   | 0.53%             | 2051-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                             | Bayview MSR Opportunity Master Fund Trust 2021-INV2                      | CUSIP: 07336LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2798544 | PA      | $2345202.36   | 0.19%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Beacon Container Finance II LLC                                       | Beacon Container Finance II LLC                                          | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1677733.66   | 0.13%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                              | Bear Stearns ALT-A Trust 2005-9                                          | CUSIP: 07386HYF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520125 | PA      | $324749.65    | 0.03%             | 2035-11-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                | Berkshire Hathaway Finance Corp                                          | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $3609853.79   | 0.29%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Beverly Hills Unified School District CA                              | BEVERLY HILLS CA UNIF SCH DIST                                           | CUSIP: 088023LC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3023446.00   | 0.24%             | 2038-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                         | BHG Securitization Trust 2021-B                                          | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    534803 | PA      | $527472.73    | 0.04%             | 2034-10-17      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                    | Boston Gas Co                                                            | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2767956.45   | 0.22%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                             | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2447654.93   | 0.20%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                             | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3205866.06   | 0.26%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                | Brookfield Finance Inc                                                   | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $2714516.21   | 0.22%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                              | Burlington Northern Santa Fe LLC                                         | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1183407.45   | 0.09%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                         | CAFL 2022-RTL1 Issuer LLC                                                | CUSIP: 124764AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298658 | PA      | $298658.05    | 0.02%             | 2029-05-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                        | CFMT 2023-H12 LLC                                                        | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26287 | PA      | $26268.35     | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                               | CGI Inc                                                                  | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3537270.68   | 0.28%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                       | CLI Funding VIII LLC                                                     | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   2420133 | PA      | $2243008.04   | 0.18%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer LLC                                      | CMFT Net Lease Master Issuer LLC                                         | CUSIP: 12575AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3112541 | PA      | $2881479.94   | 0.23%             | 2051-07-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC Trust 2013-6                                                        | CUSIP: 12647MAM7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1272602 | PA      | $1236128.17   | 0.10%             | 2028-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC 2017-HL2 Trust                                                      | CUSIP: 12652CAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    291882 | PA      | $264653.23    | 0.02%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                | CVS Pass-Through Trust                                                   | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1622761 | PA      | $1726481.72   | 0.14%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                    | Alternative Loan Trust 2004-18CB                                         | CUSIP: 12667FQS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3118 | PA      | $3119.59      | 0.00%             | 2019-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                    | Alternative Loan Trust 2005-J1                                           | CUSIP: 12667FU29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1995 | PA      | $2018.50      | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                | CHL Mortgage Pass-Through Trust 2005-27                                  | CUSIP: 126694NV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332985 | PA      | $125265.66    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                | CHL Mortgage Pass-Through Trust 2005-7                                   | CUSIP: 12669GNL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247433 | PA      | $233963.84    | 0.02%             | 2035-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                | CHL Mortgage Pass-Through Trust 2005-6                                   | CUSIP: 12669GTE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37344 | PA      | $32998.97     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                 | Countrywide Asset-Backed Certificates                                    | CUSIP: 12669HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270298 | PA      | $258057.17    | 0.02%             | 2037-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                          | CaixaBank SA                                                             | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3118522.50   | 0.25%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                                                    | CAL Funding IV Ltd                                                       | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   3391250 | PA      | $3238330.06   | 0.26%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                | CALIFORNIA ST MUNI FIN AUTH REVENUE                                      | CUSIP: 13048VLP1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3130000 | PA      | $2948177.36   | 0.24%             | 2029-10-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                 | Camden Property Trust                                                    | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   6000000 | PA      | $6101546.88   | 0.49%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                 | Canadian National Railway Co                                             | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1190000 | PA      | $1330254.30   | 0.11%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                 | Canadian National Railway Co                                             | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1310000 | PA      | $784880.21    | 0.06%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                                | Canadian Pacific Railway Co                                              | CUSIP: 13645RAQ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1980000 | PA      | $2000140.86   | 0.16%             | 2042-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                              | Canadian Pacific Railway Co                                              | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2566566.20   | 0.21%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                              | Canadian Pacific Railway Co                                              | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1635000 | PA      | $1541705.15   | 0.12%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                              | Canadian Pacific Railway Co                                              | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1343181.80   | 0.11%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                               | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3063060.30   | 0.24%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS                         | Chase Funding Trust Series 2002-3                                        | CUSIP: 161546CW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288581 | PA      | $285244.43    | 0.02%             | 2032-06-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS                         | Chase Funding Trust Series 2004-1                                        | CUSIP: 161546HZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2039126 | PA      | $2043192.88   | 0.16%             | 2033-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| City of Cincinnati OH                                                 | CINCINNATI OH                                                            | CUSIP: 172217K59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2865000 | PA      | $2548888.79   | 0.20%             | 2031-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                            | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1476977.48   | 0.12%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                            | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4452617.36   | 0.36%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                     | Citigroup Mortgage Loan Trust Inc                                        | CUSIP: 17307GGY8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    240885 | PA      | $246991.04    | 0.02%             | 2034-08-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLECO SECURITIZATION II                                               | Cleco Securitization II LLC                                              | CUSIP: 185516AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5065917.00   | 0.40%             | 2034-12-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                    | Ohio Power Co                                                            | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $3032108.94   | 0.24%             | 2035-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                             | CUSIP: 20030NAX9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1350129.89   | 0.11%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                             | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $899120.90    | 0.07%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                | Commonwealth Edison Co                                                   | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1100863.43   | 0.09%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                   | Consumers Energy Co                                                      | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $2686594.49   | 0.21%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GONZAGA UNIVERSITY                                                    | Corp of Gonzaga University/The                                           | CUSIP: 220062AA1<br>LEI: 5493008P89L8XYMGFX83 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2758303.80   | 0.22%             | 2046-04-01      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                             | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2500000 | PA      | $2482466.28   | 0.20%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                        | Credit Suisse First Boston Mortgage Securities Corp                      | CUSIP: 22541QMA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85334 | PA      | $85677.44     | 0.01%             | 2033-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                  | Cross 2025-H3 Mortgage Trust                                             | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3616965 | PA      | $3660076.83   | 0.29%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                  | Cross 2025-H1 Mortgage Trust                                             | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2424240 | PA      | $2445096.67   | 0.20%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri/The                            | CURATORS OF THE UNIV OF MISSOURI MO SYS FACS REVENUE                     | CUSIP: 231266GC5<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2614502.00   | 0.21%             | 2041-11-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                 | DB Master Finance LLC                                                    | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3623579.95   | 0.29%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| City of Dearborn MI                                                   | DEARBORN MI                                                              | CUSIP: 242559TX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1758367.80   | 0.14%             | 2027-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                               | John Deere Capital Corp                                                  | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4012049.32   | 0.32%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                    | Diamond Infrastructure Funding LLC                                       | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3852652.00   | 0.31%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                       | Domino's Pizza Master Issuer LLC                                         | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6110000 | PA      | $6059486.19   | 0.48%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                            | Driven Brands Funding LLC                                                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2575628 | PA      | $2427324.28   | 0.19%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                               | DCP Midstream Operating LP                                               | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1151081.47   | 0.09%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC                                                 | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3028750.34   | 0.24%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                   | Emerson Electric Co                                                      | CUSIP: 291011BB9<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2080356.21   | 0.17%             | 2039-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                       | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2922614.49   | 0.23%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Equifirst Mortgage Loan Trust                                         | EquiFirst Mortgage Loan Trust 2003-2                                     | CUSIP: 29445FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82309 | PA      | $80678.08     | 0.01%             | 2033-09-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                              | Equitable Financial Life Global Funding                                  | CUSIP: 29449WAD9<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4391661.05   | 0.35%             | 2030-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EverBank Mortgage Loan Trust                                          | EverBank Mortgage Loan Trust 2013-2                                      | CUSIP: 29977KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325415 | PA      | $304624.98    | 0.02%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                 | Evergy Kansas Central Inc                                                | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   7435000 | PA      | $7993914.68   | 0.64%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                           | FIGRE Trust 2023-HE1                                                     | CUSIP: 302455AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1578690 | PA      | $1600029.95   | 0.13%             | 2053-03-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                       | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2237465.61   | 0.18%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                    | CUSIP: 31288JT30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220520 | PA      | $223580.73    | 0.02%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Non Gold Pool                                                | CUSIP: 3128JRKZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32717 | PA      | $33409.29     | 0.00%             | 2036-01-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                    | CUSIP: 3128M9EB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338688 | PA      | $331896.81    | 0.03%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                    | CUSIP: 31292GQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2869 | PA      | $2999.93      | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                    | CUSIP: 31292HGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4047 | PA      | $4208.66      | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                    | CUSIP: 31292HGZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7394 | PA      | $7656.98      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                    | CUSIP: 31292HKY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18928 | PA      | $19792.35     | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                    | CUSIP: 31322Y3K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325650 | PA      | $292299.61    | 0.02%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Non Gold Pool                                                | CUSIP: 31326J2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464509 | PA      | $478154.10    | 0.04%             | 2045-07-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                         | CUSIP: 3132D9NJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7024223 | PA      | $7143998.28   | 0.57%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                         | CUSIP: 3132DPUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3545519 | PA      | $3299121.42   | 0.26%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                         | CUSIP: 3132DPX52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10304774 | PA      | $10319853.36  | 0.82%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                         | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4600172 | PA      | $4078574.16   | 0.33%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                         | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3943759 | PA      | $4037805.50   | 0.32%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 31339LYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132168 | PA      | $137022.60    | 0.01%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                              | Federal Farm Credit Banks Funding Corp                                   | CUSIP: 3133EMEL2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2337099.63   | 0.19%             | 2035-10-26      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                              | Federal Farm Credit Banks Funding Corp                                   | CUSIP: 3133ETGR2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2523493.83   | 0.20%             | 2031-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3133THKP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6222 | PA      | $6342.89      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3133THLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29036 | PA      | $29260.33     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                         | CUSIP: 3133W7ZL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    832172 | PA      | $834600.35    | 0.07%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Non Gold Pool                                                | CUSIP: 31349SVX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23356 | PA      | $24082.28     | 0.00%             | 2034-05-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                        | CUSIP: 3136A2TR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231073 | PA      | $219607.52    | 0.02%             | 2041-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                        | CUSIP: 3136ALX22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798428 | PA      | $631217.69    | 0.05%             | 2044-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                        | CUSIP: 3136AMQD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591173 | PA      | $567846.60    | 0.05%             | 2044-03-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                        | CUSIP: 3136ANRZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668698 | PA      | $595097.92    | 0.05%             | 2045-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                        | CUSIP: 3136ARUM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243704 | PA      | $236831.96    | 0.02%             | 2044-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                        | CUSIP: 3136BMRF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6131513 | PA      | $5771243.50   | 0.46%             | 2048-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31374TFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2583 | PA      | $2670.25      | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137B6B34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85535 | PA      | $83637.34     | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137BC7C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10154 | PA      | $10119.13     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137F5AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112047 | PA      | $102567.59    | 0.01%             | 2048-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137FWYV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5223484.80   | 0.42%             | 2045-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137FXCA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1383604 | PA      | $1255870.75   | 0.10%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137FXYC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    532207 | PA      | $429386.32    | 0.03%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137H2BF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $2932572.00   | 0.23%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137H6BH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1374776 | PA      | $1279485.06   | 0.10%             | 2048-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137HDMH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4800000 | PA      | $4974565.44   | 0.40%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                       | CUSIP: 3137HN5Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3482822 | PA      | $3470545.37   | 0.28%             | 2038-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31383MHT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5239 | PA      | $5244.88      | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31387BN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14507 | PA      | $15154.59     | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31388SLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4651 | PA      | $4858.67      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31389GRF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10105 | PA      | $10556.02     | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3138EQTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36317 | PA      | $37300.37     | 0.00%             | 2045-12-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31391MUU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9592 | PA      | $9600.71      | 0.00%             | 2033-02-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31391SQX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18367 | PA      | $19001.90     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                        | CUSIP: 313920T34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11901 | PA      | $12092.29     | 0.00%             | 2031-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                  | Fannie Mae Trust 2003-W6                                                 | CUSIP: 31393BU94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33307 | PA      | $34183.70     | 0.00%             | 2042-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                        | CUSIP: 31393UPS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685678 | PA      | $712741.18    | 0.06%             | 2033-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31406LMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5722 | PA      | $5841.57      | 0.00%             | 2035-02-01      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140HP7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345145 | PA      | $355169.30    | 0.03%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140MVKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4934961 | PA      | $4922517.63   | 0.39%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140NBQE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2837234 | PA      | $2833374.95   | 0.23%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140NGAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4165784 | PA      | $4259600.80   | 0.34%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9313676 | PA      | $8261689.53   | 0.66%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140QPTS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5194974 | PA      | $5087485.67   | 0.41%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3710436 | PA      | $3702664.81   | 0.30%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140W3G52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399113 | PA      | $380510.28    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140W3J83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11187821 | PA      | $10617409.26  | 0.85%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140XP6E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4796089 | PA      | $4855894.33   | 0.39%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140XPEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4149681 | PA      | $4205643.98   | 0.34%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140XQKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5701369 | PA      | $5784132.56   | 0.46%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140XQQD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9209838 | PA      | $8281049.90   | 0.66%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 3140XRXX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8644584 | PA      | $7525053.09   | 0.60%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418ATL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118122 | PA      | $116007.36    | 0.01%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418BTL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628316 | PA      | $612229.19    | 0.05%             | 2035-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418CTR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118449 | PA      | $113572.12    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418D2D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738809 | PA      | $612897.15    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4615311 | PA      | $4669194.91   | 0.37%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418ERJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6556042 | PA      | $6653667.65   | 0.53%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418ESJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1531505 | PA      | $1554310.68   | 0.12%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8033980 | PA      | $8118096.29   | 0.65%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1895373 | PA      | $1942485.58   | 0.16%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3632036 | PA      | $3721811.34   | 0.30%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                          | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5920828 | PA      | $5982685.93   | 0.48%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                         | CUSIP: 31427NKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12020993 | PA      | $11797781.55  | 0.94%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                         | CUSIP: 31427PTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12731687 | PA      | $12462989.09  | 1.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                         | CUSIP: 3142J6B93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1145000 | PA      | $1139412.13   | 0.09%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                           | FIGRE Trust 2025-HE3                                                     | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2078863 | PA      | $2096664.99   | 0.17%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust                        | Finance of America Structured Securities Trust 2022-S4                   | CUSIP: 31737KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1338687 | PA      | $1345804.95   | 0.11%             | 2057-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust                        | Finance Of America Structured Securities Trust Series 2024-S3            | CUSIP: 31739WAB8<br>LEI: 254900WLTVCTZMOFKI39 | Long             | ABS-MBS          | CORP              | US        |   1385882 | PA      | $1347530.97   | 0.11%             | 2074-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                         | First Horizon Alternative Mortgage Securities Trust 2006-RE1             | CUSIP: 32051RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496520 | PA      | $307984.50    | 0.02%             | 2035-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                   | Wells Fargo Bank NA                                                      | CUSIP: 33738KAA3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2107392.40   | 0.17%             | 2036-02-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                               | Flagstar Mortgage Trust 2018-2                                           | CUSIP: 33851HAD5<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     40016 | PA      | $38609.35     | 0.00%             | 2048-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                               | Flagstar Mortgage Trust 2019-1                                           | CUSIP: 33852AAC1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    703931 | PA      | $635002.01    | 0.05%             | 2049-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                               | Flagstar Mortgage Trust 2021-8INV                                        | CUSIP: 33852HAB8<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   2835076 | PA      | $2372272.72   | 0.19%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                      | FLORIDA DEV FIN CORP HLTHCAREFACS REVENUE                                | CUSIP: 34061QBV8<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1639227.42   | 0.13%             | 2032-02-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Foothill-De Anza Community College District                           | FOOTHILL-DE ANZA CA CMNTY CLGDIST                                        | CUSIP: 345102LT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1730000 | PA      | $1494909.95   | 0.12%             | 2038-08-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                              | Ford Motor Credit Co LLC                                                 | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2046008.12   | 0.16%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                              | Ford Motor Credit Co LLC                                                 | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2351432.03   | 0.19%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fraser Public School District                                         | FRASER MI PUBLIC SCHS DIST                                               | CUSIP: 355514NZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2150000 | PA      | $2040188.54   | 0.16%             | 2029-05-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                    | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3            | CUSIP: 35563PBT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1444905 | PA      | $1370397.79   | 0.11%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                                    | Seasoned Loans Structured Transaction Series 2018-1                      | CUSIP: 35564CAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1245000 | PA      | $1219791.12   | 0.10%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                             | GATX Corp                                                                | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2048979.51   | 0.16%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC.                                               | GBX Leasing 2022-1 LLC                                                   | CUSIP: 361528AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1446795 | PA      | $1366919.80   | 0.11%             | 2052-02-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                  | GCAT 2022-CM1 Trust                                                      | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4224124 | PA      | $3983658.21   | 0.32%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                       | CUSIP: 3617FEGH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4316183 | PA      | $4300037.24   | 0.34%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                       | CUSIP: 3618N5SS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2212341 | PA      | $2228819.60   | 0.18%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                       | CUSIP: 3618N5X20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5034263.30   | 0.40%             | 2055-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                       | CUSIP: 36202CP98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1222 | PA      | $1223.44      | 0.00%             | 2026-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                        | CUSIP: 36212S4U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4189 | PA      | $4295.55      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                        | CUSIP: 36212U4H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31606 | PA      | $32902.29     | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                               | GSR Mortgage Loan Trust 2004-7                                           | CUSIP: 36228F4P8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |     31289 | PA      | $30199.46     | 0.00%             | 2034-06-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                       | CUSIP: 3622A2T77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383374 | PA      | $372565.32    | 0.03%             | 2031-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                               | GSR Mortgage Loan Trust 2004-12                                          | CUSIP: 36242DKR3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |    158498 | PA      | $154381.61    | 0.01%             | 2034-12-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust 2021-GR3                             | CUSIP: 36263TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5844927 | PA      | $4890789.61   | 0.39%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust 2021-MM1                             | CUSIP: 36264JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8776890 | PA      | $7360808.95   | 0.59%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                   | General Electric Co                                                      | CUSIP: 36962G3A0<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   6303000 | PA      | $6939158.13   | 0.55%             | 2037-08-07      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                     | General Motors Co                                                        | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3749403.59   | 0.30%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                          | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1912254.44   | 0.15%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                          | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1463143.88   | 0.12%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                               | GLAXOSMITHKLINE CAPITAL                                                  | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029583.26   | 0.16%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                                 | Global SC Finance VII Srl                                                | CUSIP: 37959PAC1<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |   2392525 | PA      | $2285196.69   | 0.18%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38375US27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    894383 | PA      | $872251.58    | 0.07%             | 2067-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38378KRB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    360441 | PA      | $348983.06    | 0.03%             | 2043-08-16      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38379FFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71540 | PA      | $66252.38     | 0.01%             | 2043-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38379MHL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335682 | PA      | $304671.57    | 0.02%             | 2045-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38380ADQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133130 | PA      | $114805.25    | 0.01%             | 2046-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38380VF30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422589 | PA      | $391677.36    | 0.03%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38381PX24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1984031 | PA      | $1932801.32   | 0.15%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38382NJP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3350059 | PA      | $3333882.01   | 0.27%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38382NLX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4141192 | PA      | $4125755.30   | 0.33%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38382WPW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6647849 | PA      | $5814673.82   | 0.46%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38383BDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    994164 | PA      | $992339.87    | 0.08%             | 2036-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                 | CUSIP: 38385H3D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1394750.00   | 0.11%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                       | WW Grainger Inc                                                          | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2978163.64   | 0.24%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                               | Guardian Life Global Funding                                             | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5109194.60   | 0.41%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                              | Florida Power & Light Co                                                 | CUSIP: 402479CE7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1092607.80   | 0.09%             | 2044-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                                | Gulfstream Natural Gas System LLC                                        | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3072430.11   | 0.25%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                      | HF Sinclair Corp                                                         | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2090993.32   | 0.17%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                        | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3150000 | PA      | $3477939.07   | 0.28%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| State of Hawaii Department of Business Economic Development & Tourism | HAWAII ST DEPT BUSINESS ECON DEV & TOURISM GREEN ENERGY MKT              | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3470036 | PA      | $3418288.47   | 0.27%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                              | Healthcare Realty Holdings LP                                            | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1075000 | PA      | $927656.39    | 0.07%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HENRY J KAISER FAMILY FO                                              | Henry J Kaiser Family Foundation/CA                                      | CUSIP: 426767AA7<br>LEI: 4CMPMZ2TOE77XRTFWV21 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6242807.38   | 0.50%             | 2025-12-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                           | Hertz Vehicle Financing III LP                                           | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2730948.64   | 0.22%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                        | Home Partners of America 2019-1 Trust                                    | CUSIP: 43731QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5336992 | PA      | $5194382.06   | 0.42%             | 2039-09-17      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                              | Horace Mann Educators Corp                                               | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2143515.14   | 0.17%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                    | HOUSTON TX                                                               | CUSIP: 4423315V2<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4969862.50   | 0.40%             | 2026-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                 | Huntington Bancshares Inc/OH                                             | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4027444.84   | 0.32%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                       | Impac CMB Trust Series 2003-2F                                           | CUSIP: 45254NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31144 | PA      | $31376.71     | 0.00%             | 2033-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                       | Impac CMB Trust Series 2004-4                                            | CUSIP: 45254NHS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13023 | PA      | $13010.87     | 0.00%             | 2034-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                       | Impac CMB Trust Series 2004-4                                            | CUSIP: 45254NJF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720654 | PA      | $817846.28    | 0.07%             | 2034-09-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                     | Imperial Fund Mortgage Trust 2022-NQM1                                   | CUSIP: 452766AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2245684 | PA      | $2062805.58   | 0.16%             | 2067-02-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Indiana University                                                    | INDIANA UNIV REVENUES                                                    | CUSIP: 455168GG3<br>LEI: B4CW783SY7V2XEFJSQ64 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $847086.50    | 0.07%             | 2037-06-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2021-7                                          | CUSIP: 46592NAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3080929 | PA      | $2781749.00   | 0.22%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2023-6                                        | CUSIP: 465989AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3362710 | PA      | $3410918.15   | 0.27%             | 2053-12-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                      | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2645975.15   | 0.21%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2007-A2                                         | CUSIP: 46630PBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88414 | PA      | $72626.66     | 0.01%             | 2037-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                                          | Jack in the Box Funding LLC                                              | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3720000 | PA      | $3613946.88   | 0.29%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2013-3                                          | CUSIP: 46640MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315076 | PA      | $296415.86    | 0.02%             | 2043-07-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2014-2                                          | CUSIP: 46641YAA1<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |    136594 | PA      | $134712.48    | 0.01%             | 2029-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                      | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016838.44   | 0.16%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                      | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1622446.93   | 0.13%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                      | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503691.85   | 0.12%             | 2027-04-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                      | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003209.66   | 0.08%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2017-3                                          | CUSIP: 46647SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760914 | PA      | $692647.33    | 0.06%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2017-4                                          | CUSIP: 46648UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67212 | PA      | $61200.21     | 0.00%             | 2048-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2017-6                                          | CUSIP: 46649HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338452 | PA      | $307601.23    | 0.02%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2021-14                                       | CUSIP: 46653QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8833482 | PA      | $7413570.56   | 0.59%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2021-10                                         | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2248990 | PA      | $1884671.57   | 0.15%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Janus Henderson AAA CLO ETF                                           | Janus Henderson AAA CLO ETF                                              | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             | EC               | RF                | US        |     50000 | NS      | $2537000.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                     | Johnson & Johnson                                                        | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $5599733.74   | 0.45%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN RY                                               | Kansas City Southern Railway Co/The                                      | CUSIP: 485188AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $415449.84    | 0.03%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp                           | KENTUCKY ST HGR EDU STUDENT LOAN CORP                                    | CUSIP: 49130NFY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4007742.30   | 0.32%             | 2031-06-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                           | KeyBank NA/Cleveland OH                                                  | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2984465.43   | 0.24%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                     | National Grid USA                                                        | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3865674.61   | 0.31%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                               | Kinder Morgan Energy Partners LP                                         | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4387899.99   | 0.35%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust 2023-RTL4                                           | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008145.80   | 0.16%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                   | LYB International Finance III LLC                                        | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   3759000 | PA      | $3756709.45   | 0.30%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Legends Outlets (Kansas City, KS) Mortgage Secured Pass-Through Trust | Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust       | CUSIP: 524947AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008263.80   | 0.16%             | 2039-11-05      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust 2021-2                                            | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1924428.40   | 0.15%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                        | Long Beach Mortgage Loan Trust 2003-4                                    | CUSIP: 542514EE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77696 | PA      | $77562.39     | 0.01%             | 2033-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                 | Louisville Gas and Electric Co                                           | CUSIP: 546676AV9<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1642184.25   | 0.13%             | 2043-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                       | Lyra Music Assets Delaware LP                                            | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   2995700 | PA      | $3037175.65   | 0.24%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                         | Massachusetts Educational Financing Authority                            | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | ABS-O            | CORP              | US        |    691749 | PA      | $686613.21    | 0.05%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                              | MassMutual Global Funding II                                             | CUSIP: 57629WCW8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2347282.07   | 0.19%             | 2030-10-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                        | Mastercard Inc                                                           | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5115967.00   | 0.41%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                                 | MASTR Adjustable Rate Mortgages Trust 2003-2                             | CUSIP: 576433DN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5620 | PA      | $5518.08      | 0.00%             | 2033-07-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                         | MASTR Alternative Loan Trust 2004-4                                      | CUSIP: 576434PX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27843 | PA      | $27381.63     | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                         | MASTR Alternative Loan Trust 2004-4                                      | CUSIP: 576434QE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239928 | PA      | $245377.29    | 0.02%             | 2034-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                           | Mayo Clinic                                                              | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2158581.20   | 0.17%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                  | Mercedes-Benz Finance North America LLC                                  | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045769.28   | 0.16%             | 2033-08-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                           | MetLife Inc                                                              | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2745383.42   | 0.22%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Miami-Dade County Health Facilities Authority                         | MIAMI-DADE CNTY FL HLTH FACS AUTH HOSP REVENUE                           | CUSIP: 59334NFN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1368612.30   | 0.11%             | 2031-08-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                | Mid-America Apartments LP                                                | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |   1900000 | PA      | $1850860.43   | 0.15%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                       | Mid-State Trust XI                                                       | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25653 | PA      | $25611.40     | 0.00%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                  | MISSISSIPPI ST                                                           | CUSIP: 605581ND5<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2801623.20   | 0.22%             | 2028-11-01      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                            | Morgan Stanley ABS Capital I Inc Trust 2005-HE1                          | CUSIP: 61744CKN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519432 | PA      | $511314.42    | 0.04%             | 2034-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Dean Witter Capital I Trust                            | Morgan Stanley Dean Witter Capital I Inc Trust 2003-HYB1                 | CUSIP: 61746WB90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32721 | PA      | $29359.73     | 0.00%             | 2033-03-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2592757.64   | 0.21%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                    | Morgan Stanley Mortgage Loan Trust 2005-7                                | CUSIP: 61748HNU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260969 | PA      | $121579.47    | 0.01%             | 2035-11-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                    | Morgan Stanley Mortgage Loan Trust 2007-12                               | CUSIP: 61755GBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479764 | PA      | $152045.07    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                 | Morgan Stanley Direct Lending Fund                                       | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045952.00   | 0.16%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NP SPE LP                                                             | NP SPE II LLC                                                            | CUSIP: 62946AAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |    443839 | PA      | $442950.79    | 0.04%             | 2046-04-20      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Napa Valley Unified School District                                   | NAPA VLY CA UNIF SCH DIST                                                | CUSIP: 6303614J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3263562.90   | 0.26%             | 2043-08-01      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                               | National Australia Bank Ltd                                              | CUSIP: 632525BS9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7500000 | PA      | $7872881.70   | 0.63%             | 2034-06-11      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| City of National City CA                                              | NATIONAL CITY CA PENSN OBLIG                                             | CUSIP: 63540QAK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3820000 | PA      | $3493929.00   | 0.28%             | 2031-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                              | National Rural Utilities Cooperative Finance Corp                        | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4292756.56   | 0.34%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                   | Nestle Holdings Inc                                                      | CUSIP: 641062BD5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6749356.76   | 0.54%             | 2032-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                       | Nevada Power Co                                                          | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $829252.64    | 0.07%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA                                                | NEW ORLEANS LA                                                           | CUSIP: 64763FZW2<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |   2085000 | PA      | $1979322.61   | 0.16%             | 2028-09-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                   | New Residential Mortgage Loan Trust 2021-INV1                            | CUSIP: 64829WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3704199 | PA      | $3102990.70   | 0.25%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                   | New Residential Mortgage Loan Trust 2017-6                               | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1411531 | PA      | $1376009.48   | 0.11%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                              | New York Life Global Funding                                             | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8994189.51   | 0.72%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                    | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                     | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1926274.56   | 0.15%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                    | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                     | CUSIP: 64990FY73<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2624569.02   | 0.21%             | 2030-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                         | NEW YORK ST URBAN DEV CORP REVENUE                                       | CUSIP: 650036EN2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1117288.14   | 0.09%             | 2026-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                         | NEW YORK ST URBAN DEV CORP REVENUE                                       | CUSIP: 650036EP7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    830000 | PA      | $827990.32    | 0.07%             | 2026-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL GAS CO                                              | Northwest Natural Gas Co                                                 | CUSIP: 66765RCH7<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $3350747.55   | 0.27%             | 2049-06-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                               | Northwestern University                                                  | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952766.58    | 0.08%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2019-INV2 Trust                                                      | CUSIP: 67112VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100698 | PA      | $94471.53     | 0.01%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                                 | OnDeck Asset Securitization Trust IV LLC                                 | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1507782.15   | 0.12%             | 2031-06-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2024-NQM10 Trust                                                     | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   1365562 | PA      | $1382658.20   | 0.11%             | 2064-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                              | Oceanview Mortgage Trust 2021-3                                          | CUSIP: 67647VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3356564 | PA      | $3006161.61   | 0.24%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                              | Omega Healthcare Investors Inc                                           | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   2875000 | PA      | $2892611.47   | 0.23%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                             | ONEOK Inc                                                                | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $1928859.87   | 0.15%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oregon Education Districts                                            | OREGON EDU DISTS FULL FAITH & CREDIT PENSN OBLIGS                        | CUSIP: 68587FAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $497594.49    | 0.04%             | 2030-06-30      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                | PG&E Wildfire Recovery Funding LLC                                       | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    786730 | PA      | $778531.15    | 0.06%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                | PPL Electric Utilities Corp                                              | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2067891.88   | 0.17%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACEWell 5 Trust                                                      | PACEWell 5 Trust                                                         | CUSIP: 69410PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1938542 | PA      | $1584963.11   | 0.13%             | 2059-10-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                              | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $860742.30    | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                            | PacifiCorp                                                               | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2364213.10   | 0.19%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                   | PayPal Holdings Inc                                                      | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3407946.30   | 0.27%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                                              | PEAR 2023-1 LLC                                                          | CUSIP: 70473AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2923092 | PA      | $2990476.65   | 0.24%             | 2035-07-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                           | PepsiCo Inc                                                              | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1973995.64   | 0.16%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                            | Pfizer Inc                                                               | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3490179.12   | 0.28%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                        | Phillips 66 Co                                                           | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2980130.25   | 0.24%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                            | DOC DR LLC                                                               | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |   1325000 | PA      | $1181661.63   | 0.09%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Portland Community College District                                   | PORTLAND OR CMNTY CLG DIST                                               | CUSIP: 736688LL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1251217.25   | 0.10%             | 2027-06-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| POWAY CA UNIF SCH DIST POWSCD 08/27 FIXED 2.414                       | Poway Unified School District                                            | CUSIP: 738850TA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3658811.63   | 0.29%             | 2027-08-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                              | Principal Life Global Funding II                                         | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2683669.35   | 0.21%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                  | Prologis Targeted US Logistics Fund LP                                   | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |   5428000 | PA      | $5651959.01   | 0.45%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                      | Provident Funding Mortgage Trust 2025-1                                  | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2524264 | PA      | $2535403.31   | 0.20%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                              | Public Service Enterprise Group Inc                                      | CUSIP: 744573AS5<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $6349619.98   | 0.51%             | 2031-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Certificates                              | RBSGC Mortgage Loan Trust 2007-B                                         | CUSIP: 74927XAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165861 | PA      | $102873.81    | 0.01%             | 2037-01-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Certificates                              | RBSGC Mortgage Loan Trust 2007-B                                         | CUSIP: 74927XAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2635 | PA      | $2647.48      | 0.00%             | 2037-01-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2025-CES2                                            | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |   1938279 | PA      | $1954137.23   | 0.16%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                   | Rate Mortgage Trust 2021-J1                                              | CUSIP: 75409JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3468976 | PA      | $3099588.30   | 0.25%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                    | Realty Income Corp                                                       | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   2400000 | PA      | $2395853.06   | 0.19%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                               | Reinsurance Group of America Inc                                         | CUSIP: 759351AE9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1935148.16   | 0.15%             | 2065-12-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                               | Reinsurance Group of America Inc                                         | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2364527.48   | 0.19%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                               | Reinsurance Group of America Inc                                         | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1938604.83   | 0.15%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                                | Reliance Standard Life Global Funding II                                 | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1708581.40   | 0.14%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                    | Renaissance Home Equity Loan Trust 2005-3                                | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117902 | PA      | $117848.02    | 0.01%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                      | RALI Series 2005-QS11 Trust                                              | CUSIP: 761118CF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78880 | PA      | $57400.30     | 0.00%             | 2035-07-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                         | RFMSI Series 2005-S7 Trust                                               | CUSIP: 76111XZV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34037 | PA      | $26655.35     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reunion Resort (Orlando, FL) SASB Pass-Through Trust                  | Reunion Resort Orlando FL Mortgage Secured Pass-Through Trust            | CUSIP: 76134DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3065928.90   | 0.24%             | 2029-03-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                             | Retained Vantage Data Centers Issuer LLC                                 | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5001712.50   | 0.40%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Student Loan Authority                                   | RHODE ISLAND ST STUDENT LOAN AUTH LOAN REVENUE                           | CUSIP: 762323AS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1997124.80   | 0.16%             | 2025-12-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Parking Authority of River City Inc                                   | RIVER CITY INC KY PKG AUTH REVENUE                                       | CUSIP: 76804ADA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2890000 | PA      | $2748271.51   | 0.22%             | 2033-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                  | Royal Bank of Canada                                                     | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3036630.69   | 0.24%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                            | RUTGERS NJ ST UNIV                                                       | CUSIP: 783186UE7<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3932622.80   | 0.31%             | 2027-05-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                       | SBA Tower Trust                                                          | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2600000 | PA      | $2606988.54   | 0.21%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                       | SSM Health Care Corp                                                     | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4976750.45   | 0.40%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                       | SSM Health Care Corp                                                     | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3039936.87   | 0.24%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                  | Sofi Professional Loan Program 2018-C Trust                              | CUSIP: 78490DAB0<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    503250 | PA      | $499700.18    | 0.04%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                          | Sabey Data Center Issuer LLC                                             | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2944450.20   | 0.24%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                        | Salesforce Inc                                                           | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $652449.66    | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                | Santander Holdings USA Inc                                               | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3321636.88   | 0.27%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                  | Saudi Arabian Oil Co                                                     | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   5000000 | PA      | $4900000.00   | 0.39%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                               | Scentre Group Trust 1 / Scentre Group Trust 2                            | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |   4000000 | PA      | $3974625.68   | 0.32%             | 2027-03-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                               | Schlumberger Holdings Corp                                               | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017371.08   | 0.24%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                   | Charles Schwab Corp/The                                                  | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2176860.90   | 0.17%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                    | SEATTLE WA MUNI LIGHT & PWR REVENUE                                      | CUSIP: 812643HH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1939631.40   | 0.15%             | 2033-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2025-3                                            | CUSIP: 817370AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4007126 | PA      | $4059763.36   | 0.32%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2004-10                                           | CUSIP: 81744FET0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98162 | PA      | $93699.05     | 0.01%             | 2034-11-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2013-6                                            | CUSIP: 81745BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791396 | PA      | $698689.01    | 0.06%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2013-2                                            | CUSIP: 81745MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352724 | PA      | $304438.81    | 0.02%             | 2043-02-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2017-5                                            | CUSIP: 81746DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374909 | PA      | $340519.50    | 0.03%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2017-6                                            | CUSIP: 81746FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    868162 | PA      | $792486.47    | 0.06%             | 2047-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2015-4                                            | CUSIP: 81746MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189977 | PA      | $185859.27    | 0.01%             | 2030-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2016-3                                            | CUSIP: 81746NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394602 | PA      | $362321.13    | 0.03%             | 2046-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2018-2                                            | CUSIP: 81746QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313062 | PA      | $283225.14    | 0.02%             | 2048-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                  | ServiceMaster Funding LLC                                                | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3751840 | PA      | $3541685.16   | 0.28%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                            | SERVPRO Master Issuer LLC                                                | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910000 | PA      | $1802703.46   | 0.14%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                        | Shellpoint Co-Originator Trust 2017-2                                    | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439108 | PA      | $404127.70    | 0.03%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                     | Sierra Timeshare 2021-1 Receivables Funding LLC                          | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95983 | PA      | $95489.22     | 0.01%             | 2037-11-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                               | Simon Property Group LP                                                  | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1500000 | PA      | $1646864.84   | 0.13%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| South Carolina Student Loan Corporation                               | South Carolina Student Loan Corp 2015-A                                  | CUSIP: 83715RAH5<br>LEI: 549300PIO3ZMSROGFF38 | Long             | ABS-O            | CORP              | US        |    153310 | PA      | $153340.88    | 0.01%             | 2036-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| South-Western City School District                                    | S WSTRN CITY OH SCH DIST FRANKLIN & PICKAWAY CNTYS                       | CUSIP: 840658QF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2740000 | PA      | $2419145.73   | 0.19%             | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                            | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007781.50   | 0.08%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                  | Southern Copper Corp                                                     | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2098784.00   | 0.17%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Pacific Secured Assets Corp                                  | Southern Pacific Secured Assets Corp                                     | CUSIP: 843590DJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293756 | PA      | $289691.92    | 0.02%             | 2029-07-25      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| City of Springdale AR Sales & Use Tax Revenue                         | SPRINGDALE AR SALES & USE REVENUE                                        | CUSIP: 850269EY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025559.30   | 0.08%             | 2032-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                | STATE PUBLIC SCH BLDG AUTH PA                                            | CUSIP: 85732PCA6<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3203371.50   | 0.26%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund            | State Street Institutional US Government Money Market Fund               | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | EC               | RF                | US        |   6965069 | NS      | $6965068.86   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                        | Structured Adjustable Rate Mortgage Loan Trust                           | CUSIP: 863579CB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48697 | PA      | $46522.22     | 0.00%             | 2034-10-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                               | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A | CUSIP: 86359A5B5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48558 | PA      | $48229.43     | 0.00%             | 2033-11-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                               | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A | CUSIP: 86359A5V1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39836 | PA      | $40305.12     | 0.00%             | 2033-11-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                        | Structured Adjustable Rate Mortgage Loan Trust Series 2004-4             | CUSIP: 86359BNW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2209 | PA      | $2188.78      | 0.00%             | 2034-04-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                               | Sun Communities Operating LP                                             | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   1000000 | PA      | $906761.85    | 0.07%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                    | TIF Funding II LLC                                                       | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360833 | PA      | $1297360.67   | 0.10%             | 2045-08-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                | Taco Bell Funding LLC                                                    | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1891312 | PA      | $1826869.43   | 0.15%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                              | Teachers Insurance & Annuity Association of America                      | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2505644.40   | 0.20%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                | Tennessee Gas Pipeline Co LLC                                            | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1716206.27   | 0.14%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                | Tennessee Gas Pipeline Co LLC                                            | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    628000 | PA      | $745350.15    | 0.06%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                              | Texas Eastern Transmission LP                                            | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3138987.31   | 0.25%             | 2048-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                 | Texas Instruments Inc                                                    | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5759902.56   | 0.46%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                         | TEXAS WTR DEV BRD ST WTR IMPLEMENTATION REVENUE FUND                     | CUSIP: 88285AGN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1200082.56   | 0.10%             | 2034-10-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                                 | Thomas Jefferson University                                              | CUSIP: 88444NAC2<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1375000.00   | 0.11%             | 2025-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                                 | Thrust Engine Leasing 2021 DAC                                           | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   4192288 | PA      | $4121227.35   | 0.33%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust 2017-3                                         | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333078 | PA      | $1314804.61   | 0.11%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust 2018-2                                         | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5364765.45   | 0.43%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust 2024-CES4                                      | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1106026 | PA      | $1106135.19   | 0.09%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                 | TransCanada PipeLines Ltd                                                | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $976622.38    | 0.08%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                     | Transcanada Trust                                                        | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   4660000 | PA      | $4633408.18   | 0.37%             | 2077-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                     | Travelers Cos Inc/The                                                    | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1661406.16   | 0.13%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                             | Trinity Rail Leasing 2020 LLC                                            | CUSIP: 89656YAB1<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |  10315000 | PA      | $9872832.05   | 0.79%             | 2050-11-19      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                             | Trinity Rail Leasing 2019-1 LLC                                          | CUSIP: 89657BAA2<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |   3660576 | PA      | $3640069.48   | 0.29%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                             | Trinity Rail Leasing 2019-2 LLC                                          | CUSIP: 89657BAC8<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2975433.30   | 0.24%             | 2049-10-18      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                                          | Triton Container Finance VIII LLC                                        | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3549479 | PA      | $3329882.12   | 0.27%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                                          | Triton Container Finance VIII LLC                                        | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305208 | PA      | $282318.07    | 0.02%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                 | Truist Financial Corp                                                    | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2042239.51   | 0.16%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                 | Truist Financial Corp                                                    | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1798973.22   | 0.14%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                 | Truist Financial Corp                                                    | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3593619.47   | 0.29%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                            | US Bancorp                                                               | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7033194.14   | 0.56%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                            | US Bancorp                                                               | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1423113.08   | 0.11%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                            | US Bancorp                                                               | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2071413.77   | 0.17%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Inflation-Indexed Bonds                                    | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10035480 | PA      | $8010053.29   | 0.64%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $7845312.50   | 0.63%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2426367.18   | 0.19%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12750000 | PA      | $10077978.55  | 0.81%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2125000 | PA      | $1538881.84   | 0.12%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3566601.55   | 0.28%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $27777109.28  | 2.22%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4579453.14   | 0.37%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22800000 | PA      | $17765296.93  | 1.42%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4520468.75   | 0.36%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $5096484.40   | 0.41%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $8216250.00   | 0.66%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                      | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2289531.24   | 0.18%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4814696.64   | 0.38%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1964453.12   | 0.16%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6380000 | PA      | $5570537.50   | 0.45%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4347265.60   | 0.35%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6238476.58   | 0.50%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $14623281.25  | 1.17%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13062656.32  | 1.04%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10144921.90  | 0.81%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14124472.62  | 1.13%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22174335.88  | 1.77%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1002031.25   | 0.08%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8293750.00   | 0.66%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6075468.72   | 0.49%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7350000 | PA      | $7331625.00   | 0.59%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5024804.70   | 0.40%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9110000 | PA      | $9232415.63   | 0.74%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| University of Cincinnati                                              | UNIV OF CINCINNATI OH RECPTS                                             | CUSIP: 9141193J9<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2774833.80   | 0.22%             | 2029-06-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                            | UNIV OF NEBRASKA NE FACS CORP                                            | CUSIP: 914639KP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2712041.48   | 0.22%             | 2026-10-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                         | UWM Mortgage Trust 2021-INV4                                             | CUSIP: 918307AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9236880 | PA      | $7734806.04   | 0.62%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                      | Ventas Realty LP                                                         | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2900000 | PA      | $3030052.15   | 0.24%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                         | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1330835.84   | 0.11%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                         | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4440202.85   | 0.35%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                          | Wells Fargo Mortgage Backed Securities 2021-2 Trust                      | CUSIP: 949798AA0<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    263795 | PA      | $221061.97    | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                      | Welltower OP LLC                                                         | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   5900000 | PA      | $5354820.65   | 0.43%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                    | Wendy's Funding LLC                                                      | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   2647111 | PA      | $2629221.89   | 0.21%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                    | Wendy's Funding LLC                                                      | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1195963 | PA      | $1113825.58   | 0.09%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Will County School District No 122                                    | WILL CNTY IL SCH DIST #122                                               | CUSIP: 968852J46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2650864.70   | 0.21%             | 2027-10-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| County of Winnebago IL                                                | WINNEBAGO CNTY IL                                                        | CUSIP: 974450N61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1034753.26   | 0.08%             | 2025-12-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                          | WinWater Mortgage Loan Trust 2015-5                                      | CUSIP: 97654DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844460 | PA      | $779799.10    | 0.06%             | 2045-08-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                          | WinWater Mortgage Loan Trust 2016-1                                      | CUSIP: 97655JAE2<br>LEI: 5493007FSEV8PHXVE122 | Long             | ABS-MBS          | CORP              | US        |    574784 | PA      | $528257.42    | 0.04%             | 2046-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                               | Wisconsin Power and Light Co                                             | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $868895.28    | 0.07%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                              | Wisconsin Public Service Corp                                            | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2131469.52   | 0.17%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                       | Zayo Issuer LLC                                                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1524133.95   | 0.12%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** COMMERCE FUNDS

**Signature:** Bill Schuetter

**Name of Signer:** Bill Schuetter

**Title:** President