# EDGAR Filing Document

**Accession Number:** 0000076721
**File Stem:** 0002071691-26-002983
**Filing Date:** 2026-2
**Character Count:** 204777
**Document Hash:** 31e846abe3cb3b1f239a593b19f9e303
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-002983.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0002071691-26-002983

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** IMPAX FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000076721

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02064
- **FILM NUMBER:** 26664601

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** IMPAX FUNDS SERIES TRUST I

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

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

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

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

  - **Street Address 1:** 30 Penhallow St., Suite 100

  - **City:** Portsmouth

  - **State:** NH

  - **Foreign country:** US

  - **Zip / Postal Code:** 03801

  - **Telephone number:** 603-431-8022

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $858697656.96

**Total Liabilities:** $4968725.80

**Net Assets:** $853728931.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1473.42717800 | **1-Year:** 17802.17465800 | **5-Year:** 110722.62961000 | **10-Year:** 164774.62590500 | **30-Year:** 42298.22910200

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

- **3-Month:** 77.37027400 | **1-Year:** 2522.25250800 | **5-Year:** 3675.88071300 | **10-Year:** 297.46978500 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175862 | 0.57%                | 0.66%                | -0.24%               |
| Class ID C000175863 | 0.55%                | 0.64%                | -0.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $494925.33               | $1585614.74                                |
| Month 2  | $-579961.69              | $3410481.48                                |
| Month 3  | $313871.05               | $-5437723.86                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO Corp.                                                                                  | AGCO Corp.                                                                                  | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028091.18   | 0.24%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO 23 Ltd.                                                                             | AGL CLO 23 Ltd., Series 2022-23A, Class A1R                                                 | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | JE        |   2600000 | PA      | $2592067.40   | 0.30%             | 2038-04-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AES Corp. (The)                                                                             | AES Corp. (The)                                                                             | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023531.20   | 0.12%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                   | Corebridge Global Funding                                                                   | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    399000 | PA      | $400254.48    | 0.05%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                                                  | AT&T, Inc.                                                                                  | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2684054.91   | 0.31%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                                  | AT&T, Inc.                                                                                  | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    775000 | PA      | $673286.19    | 0.08%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                                  | AT&T, Inc.                                                                                  | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3889450.35   | 0.46%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                                  | AT&T, Inc.                                                                                  | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3075375.03   | 0.36%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                                | AbbVie, Inc.                                                                                | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $412097.73    | 0.05%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                                | AbbVie, Inc.                                                                                | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028021.56   | 0.12%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                                | AbbVie, Inc.                                                                                | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486521.47    | 0.06%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                      | Chubb INA Holdings LLC                                                                      | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218474.18    | 0.03%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                                        | ACE Capital Trust II                                                                        | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $599686.60    | 0.07%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                                  | Agilent Technologies, Inc.                                                                  | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998640.92    | 0.12%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC                  | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC                  | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999962.00    | 0.12%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC                  | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC                  | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $397634.81    | 0.05%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                      | Howmet Aerospace, Inc.                                                                      | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1623469.26   | 0.19%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                                  | Allison Transmission, Inc.                                                                  | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999254.00    | 0.12%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                                  | Allison Transmission, Inc.                                                                  | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018348.00   | 0.12%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                              | Alphabet, Inc.                                                                              | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1916968.88   | 0.22%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                              | Alphabet, Inc.                                                                              | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001272.92   | 0.23%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                            | Amazon.com, Inc.                                                                            | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991101.46   | 0.35%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                            | Amazon.com, Inc.                                                                            | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797077.48    | 0.09%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                                                            | Amazon.com, Inc.                                                                            | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976731.75    | 0.11%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                                | Ameren Corp.                                                                                | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028170.70   | 0.12%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                           | American Electric Power Co., Inc., Series C                                                 | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993205.44    | 0.12%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Museum of Natural History (The)                                                    | American Museum of Natural History (The), Series 2021                                       | CUSIP: 02766PAJ3<br>LEI: 549300B053XB1DI40R02 | Long             | DBT              | CORP              | US        |    750000 | PA      | $504795.51    | 0.06%             | 2052-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American University (The)                                                                   | American University (The), Series 2019                                                      | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $755042.97    | 0.09%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                                | American Water Capital Corp.                                                                | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2578606.40   | 0.30%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                                 | Amgen, Inc.                                                                                 | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2217273.02   | 0.26%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                                 | Amgen, Inc.                                                                                 | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488947.12    | 0.06%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                                    | Angel Oak Mortgage Trust, Series 2022-5, Class A1                                           | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395420 | PA      | $1389442.51   | 0.16%             | 2067-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                                    | Angel Oak Mortgage Trust, Series 2022-2, Class A1                                           | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325797 | PA      | $1271768.67   | 0.15%             | 2067-01-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AOMT                                                                                        | AOMT, Inc., Series 2024-6, Class A3                                                         | CUSIP: 034944AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705399 | PA      | $1691639.87   | 0.20%             | 2067-11-25      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                       | Elevance Health, Inc.                                                                       | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033756.13   | 0.12%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                       | Elevance Health, Inc.                                                                       | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977330.64    | 0.11%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                       | Elevance Health, Inc.                                                                       | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998883.33    | 0.12%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                                     | Aon North America, Inc.                                                                     | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2079097.40   | 0.24%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                                 | Apple, Inc.                                                                                 | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1858018.14   | 0.22%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                                 | Apple, Inc.                                                                                 | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050237.72   | 0.24%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                                   | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1300000 | PA      | $1312324.08   | 0.15%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust                                                                   | Aqua Finance Issuer Trust, Series 2025-B, Class A                                           | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1692843 | PA      | $1706020.19   | 0.20%             | 2051-05-17      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                                      | Asian Development Bank                                                                      | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3000000 | PA      | $2997681.57   | 0.35%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                                          | Assured Guaranty US Holdings, Inc.                                                          | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944517.38    | 0.11%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                                          | Assured Guaranty US Holdings, Inc.                                                          | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $788721.86    | 0.09%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                                       | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990693.04   | 0.23%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance, Inc. (The) | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance, Inc. (The) | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2073654.52   | 0.24%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                       | Bank of America Corp.                                                                       | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2659901.98   | 0.31%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                       | Bank of America Corp.                                                                       | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6405170.16   | 0.75%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                       | Bank of America Corp.                                                                       | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2084116.22   | 0.24%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2026487.56   | 0.24%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                                | Barclays plc                                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2142204.00   | 0.25%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BlueHub Loan Fund, Inc.                                                                     | BlueHub Loan Fund, Inc., Series 2020                                                        | CUSIP: 095623AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974537.00    | 0.11%             | 2027-01-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                            | Brixmor Operating Partnership LP                                                            | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1536950.57   | 0.18%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246820.77    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $739862.15    | 0.09%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                                       | CCG Receivables Trust, Series 2025-2, Class D                                               | CUSIP: 12516XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004012.00   | 0.12%             | 2034-08-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                           | CIFC Funding Ltd., Series 2019-5A, Class A1R2                                               | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2360000 | PA      | $2362416.64   | 0.28%             | 2038-10-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                                  | CNH Industrial Capital LLC                                                                  | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1533342.54   | 0.18%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                            | CVS Health Corp.                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944339.36    | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                            | CVS Health Corp.                                                                            | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2055340.78   | 0.24%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                                  | Caisse d'Amortissement de la Dette Sociale                                                  | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   3000000 | PA      | $2640528.63   | 0.31%             | 2031-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| California Endowment (The)                                                                  | California Endowment (The), Series 2021                                                     | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $593022.91    | 0.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                            | California Health Facilities Financing Authority, Series 2022                               | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1673463.58   | 0.20%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| State of California                                                                         | State of California                                                                         | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2429728.40   | 0.28%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Capital Impact Partners                                                                     | Capital Impact Partners                                                                     | CUSIP: 14020AE59<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501008.00    | 0.06%             | 2026-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                                        | Carrier Global Corp.                                                                        | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $808972.46    | 0.09%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Century Housing Corp.                                                                       | Century Housing Corp.                                                                       | CUSIP: 15654VA99<br>LEI: 549300VS3H1EH9Z2PW94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999981.28    | 0.12%             | 2026-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Century Housing Corp.                                                                       | Century Housing Corp.                                                                       | CUSIP: 15654VB64<br>LEI: 549300VS3H1EH9Z2PW94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500134.90    | 0.06%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Century Housing Corp.                                                                       | Century Housing Corp.                                                                       | CUSIP: 15654VBL1<br>LEI: 549300VS3H1EH9Z2PW94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500511.11    | 0.06%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital Corp.       | Charter Communications Operating LLC / Charter Communications Operating Capital Corp.       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1446085.97   | 0.17%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                      | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004768.24   | 0.12%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                                   | Church & Dwight Co., Inc.                                                                   | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1200600.36   | 0.14%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                         | Cisco Systems, Inc.                                                                         | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3767049.20   | 0.44%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                             | Citigroup, Inc.                                                                             | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1853828.50   | 0.22%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                              | Citizens Financial Group, Inc.                                                              | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2086405.64   | 0.24%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                              | Citizens Financial Group, Inc.                                                              | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2569672.53   | 0.30%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                         | Clean Harbors, Inc.                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2062008.00   | 0.24%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                                      | Cogent Communications Group LLC / Cogent Finance, Inc.                                      | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502028.50    | 0.06%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| College Ave Student Loans LLC                                                               | College Ave Student Loans LLC, Series 2024-B, Class A1A                                     | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2078704 | PA      | $2139775.81   | 0.25%             | 2054-08-25      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                           | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                 | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1778000 | PA      | $1777085.57   | 0.21%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| FNMA Connecticut Avenue Securities Trust                                                    | FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                        | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558261 | PA      | $560576.03    | 0.07%             | 2043-07-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FNMA Connecticut Avenue Securities Trust                                                    | FNMA Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1                        | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1249000 | PA      | $1269536.81   | 0.15%             | 2041-10-25      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| FNMA Connecticut Avenue Securities Trust                                                    | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                        | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055375 | PA      | $1057446.05   | 0.12%             | 2045-02-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FNMA Connecticut Avenue Securities Trust                                                    | FNMA Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                        | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    897970 | PA      | $916228.22    | 0.11%             | 2042-12-25      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                                   | Consolidated Edison Co. of New York, Inc.                                                   | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045853.54   | 0.24%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                                          | Council of Europe Development Bank                                                          | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $1001035.69   | 0.12%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                              | DTE Energy Co.                                                                              | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763733.31    | 0.09%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                              | DTE Energy Co.                                                                              | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001181.88   | 0.12%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                            | DTE Electric Co.                                                                            | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1542534.08   | 0.18%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                                 | Deere & Co.                                                                                 | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055109.86   | 0.12%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                                | Dell Equipment Finance Trust, Series 2025-1, Class D                                        | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2555000 | PA      | $2608788.37   | 0.31%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                                | Dell Equipment Finance Trust, Series 2025-2, Class D                                        | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501615.00    | 0.06%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                                       | Walt Disney Co. (The)                                                                       | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1372746.14   | 0.16%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust                                                             | Durst Commercial Mortgage Trust, Series 2025-151, Class D                                   | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2847133.85   | 0.33%             | 2042-08-10      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd.                                                                         | Elmwood CLO IX Ltd., Series 2021-2A, Class AR                                               | CUSIP: 29003UAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997940.00   | 0.23%             | 2038-04-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                    | Energizer Holdings, Inc.                                                                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960454.40    | 0.11%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                                        | Equinix Europe 2 Financing Corp. LLC                                                        | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    875000 | PA      | $877840.61    | 0.10%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                                                  | Esab Corp.                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058934.00   | 0.24%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                   | Essential Utilities, Inc.                                                                   | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2809887.69   | 0.33%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                    | European Investment Bank                                                                    | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $755410.19    | 0.09%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                    | European Investment Bank                                                                    | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $2060874.34   | 0.24%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                    | European Investment Bank                                                                    | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $517190.76    | 0.06%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                    | European Investment Bank                                                                    | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $1007776.03   | 0.12%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FARM Mortgage Trust                                                                         | FARM Mortgage Trust, Series 2024-1, Class A                                                 | CUSIP: 30335JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1696663 | PA      | $1656905.44   | 0.19%             | 2053-10-01      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| FARM Mortgage Trust                                                                         | FARM Mortgage Trust, Series 2025-2, Class A                                                 | CUSIP: 30768BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1999782.00   | 0.23%             | 2054-09-25      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FARM Mortgage Trust                                                                         | FARM Mortgage Trust, Series 2025-1, Class A                                                 | CUSIP: 30768CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1012799 | PA      | $999823.31    | 0.12%             | 2055-08-01      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FARM Mortgage Trust                                                                         | FARM Mortgage Trust, Series 2024-2, Class A                                                 | CUSIP: 307910AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1351450 | PA      | $1342371.85   | 0.16%             | 2054-08-01      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC Gold Pool, 20 Year                                                                    | CUSIP: 3128P8AQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1876437 | PA      | $1797900.93   | 0.21%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                                        | FHLB                                                                                        | CUSIP: 3130AJFD6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | UST               | US        |   1666667 | PA      | $1552078.13   | 0.18%             | 2030-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                                        | FHLB                                                                                        | CUSIP: 3130AKWA0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | UST               | US        |    500000 | PA      | $498124.07    | 0.06%             | 2026-02-12      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 31329QBK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2246433 | PA      | $2224920.79   | 0.26%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3132DNDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2338750 | PA      | $2235421.40   | 0.26%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3132DPB49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2931222 | PA      | $3009992.01   | 0.35%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3132DQL61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2316813 | PA      | $2401817.89   | 0.28%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3132DSB68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2548085 | PA      | $2295110.02   | 0.27%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3132DUJC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2776976 | PA      | $2793154.08   | 0.33%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3132DWKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2563475 | PA      | $2560760.08   | 0.30%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3133A7T25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3142655 | PA      | $2687624.95   | 0.31%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3133AJT94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2161881 | PA      | $1835171.29   | 0.21%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3929004 | PA      | $3510433.28   | 0.41%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3133BJPG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2051536 | PA      | $1967311.77   | 0.23%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3133BMQ32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3128464 | PA      | $3197158.75   | 0.37%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                                        | FFCB Funding Corp.                                                                          | CUSIP: 3133EMK27<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |   1220000 | PA      | $1096410.77   | 0.13%             | 2031-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                                        | FFCB Funding Corp.                                                                          | CUSIP: 3133EMM41<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |   1095000 | PA      | $1006870.75   | 0.12%             | 2030-03-28      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                                        | FFCB Funding Corp.                                                                          | CUSIP: 3133EMVA7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |    780000 | PA      | $710894.23    | 0.08%             | 2031-04-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                                        | FFCB Funding Corp.                                                                          | CUSIP: 3133EMVU3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2497927.47   | 0.29%             | 2036-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                                        | FFCB Funding Corp.                                                                          | CUSIP: 3133ENAF7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2943429.00   | 0.34%             | 2026-10-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                                        | FFCB Funding Corp.                                                                          | CUSIP: 3133ERY96<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1998106.68   | 0.23%             | 2027-01-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3133KLAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2042939 | PA      | $1686188.12   | 0.20%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3133KQWV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2263145 | PA      | $2316554.53   | 0.27%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3133KRD68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2645030 | PA      | $2644956.69   | 0.31%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3133KRKE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1425689 | PA      | $1502326.80   | 0.18%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 31346YS46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1392795 | PA      | $1249101.92   | 0.15%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, ACES, Series 2018-M13, Class A2                                                       | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1214512 | PA      | $1201685.88   | 0.14%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, ACES, Series 2019-M1, Class A2                                                        | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1437436 | PA      | $1426401.90   | 0.17%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, ACES, Series 2019-M9, Class A2                                                        | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1124588 | PA      | $1095126.05   | 0.13%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, ACES, Series 2021-M1S, Class A2                                                       | CUSIP: 3136BDXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2700000 | PA      | $2385607.68   | 0.28%             | 2030-12-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, ACES, Series 2023-M1S, Class A2                                                       | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2518014.50   | 0.29%             | 2033-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC, Multi-family Structured Pass-Through Certificates, Series KG04, Class A2             | CUSIP: 3137F84S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1774869.40   | 0.21%             | 2030-11-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC, Multi-family Structured Pass-Through Certificates, Series KG01, Class A10            | CUSIP: 3137FMCZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2902770.30   | 0.34%             | 2029-04-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC, Multi-family Structured Pass-Through Certificates, Series KG02, Class A2             | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1899885.20   | 0.22%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC, Multi-family Structured Pass-Through Certificates, Series KG07, Class A2             | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1640114.18   | 0.19%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC, Multi-family Structured Pass-Through Certificates, Series KSG4, Class A2             | CUSIP: 3137H92X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1896749.00   | 0.22%             | 2032-08-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC, Multi-class Certificates, Series 2024-P016, Class A2                                 | CUSIP: 3137HDJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2021690.40   | 0.24%             | 2033-09-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140KKGH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1349200 | PA      | $1165102.96   | 0.14%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140KVPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1367158 | PA      | $1167476.11   | 0.14%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140L56H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1381243 | PA      | $1178203.06   | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140LY2H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2426033 | PA      | $2066384.12   | 0.24%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140MQBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3010297 | PA      | $2803227.56   | 0.33%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140MRA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3150141 | PA      | $3020895.49   | 0.35%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140MRA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2666365 | PA      | $2546113.70   | 0.30%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140MTE41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2343110 | PA      | $2302327.66   | 0.27%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1663915 | PA      | $1431006.09   | 0.17%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140QFNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1872906 | PA      | $1456114.77   | 0.17%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 20 Year                                                                               | CUSIP: 3140QFQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1659618 | PA      | $1454025.55   | 0.17%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 20 Year                                                                               | CUSIP: 3140QGDM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1760288 | PA      | $1602306.86   | 0.19%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 20 Year                                                                               | CUSIP: 3140QGG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1923103 | PA      | $1685469.66   | 0.20%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 15 Year                                                                               | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1584324 | PA      | $1471619.02   | 0.17%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2741944 | PA      | $2348229.74   | 0.28%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140QPZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2546920 | PA      | $2515631.27   | 0.29%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140QR4G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2288831 | PA      | $2349151.02   | 0.28%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140QSAW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3191221 | PA      | $3246496.58   | 0.38%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140QV2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2919287 | PA      | $2853824.57   | 0.33%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140W1MD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5704367 | PA      | $5083363.97   | 0.60%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140W2RM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2369316 | PA      | $2434493.47   | 0.29%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140X4TF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3463582 | PA      | $3238386.35   | 0.38%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140X5UV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1994665 | PA      | $1879102.20   | 0.22%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140X7X61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2922641 | PA      | $2498249.43   | 0.29%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140X8AZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2636340 | PA      | $2143776.89   | 0.25%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140X8EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1412000 | PA      | $1210475.33   | 0.14%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140X8QV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1749682 | PA      | $1511279.75   | 0.18%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XCCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2339618 | PA      | $1994241.22   | 0.23%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XCGX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1322959 | PA      | $1128069.95   | 0.13%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XCWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2379590 | PA      | $1929778.23   | 0.23%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XDCJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2147278 | PA      | $1763938.47   | 0.21%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 20 Year                                                                               | CUSIP: 3140XF3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1902157 | PA      | $1773066.33   | 0.21%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XFUU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2353702 | PA      | $2026889.25   | 0.24%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XFVF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2914416 | PA      | $2480396.37   | 0.29%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XGA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2138381 | PA      | $1947473.91   | 0.23%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XGAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2661103 | PA      | $2546848.61   | 0.30%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XGLL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2353865 | PA      | $2183558.54   | 0.26%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3096720 | PA      | $2871631.89   | 0.34%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XHVN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3007837 | PA      | $2822551.70   | 0.33%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XJMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2186978 | PA      | $2156321.58   | 0.25%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XJPE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2195862 | PA      | $2205197.44   | 0.26%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XLR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2664413 | PA      | $2477143.70   | 0.29%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XMJN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2508287 | PA      | $2241385.91   | 0.26%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XPWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2373138 | PA      | $2467326.86   | 0.29%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XPZR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3550294 | PA      | $3378898.81   | 0.40%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XQK63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2768831 | PA      | $2642463.47   | 0.31%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XRQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2720695 | PA      | $2597374.69   | 0.30%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 3140XRWK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3717903 | PA      | $3741239.57   | 0.44%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 20 Year                                                                               | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2433047 | PA      | $2321128.47   | 0.27%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2330661 | PA      | $1993202.59   | 0.23%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                        | FNMA, 30 Year                                                                               | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3625467 | PA      | $2800180.36   | 0.33%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3090985 | PA      | $3176813.79   | 0.37%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 31427MX97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1558056 | PA      | $1527747.06   | 0.18%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 31427PTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2901359 | PA      | $2844618.67   | 0.33%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3142GQXY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2582060 | PA      | $2627085.72   | 0.31%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                                  | FHLMC Pool, 30 Year                                                                         | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    933511 | PA      | $965387.79    | 0.11%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                     | Flagstar Mortgage Trust, Series 2021-6INV, Class A6                                         | CUSIP: 33851GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1184797 | PA      | $1071526.30   | 0.13%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                                     | Flagstar Mortgage Trust, Series 2021-5INV, Class A5                                         | CUSIP: 33851PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571509 | PA      | $517812.32    | 0.06%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                   | Florida Power & Light Co.                                                                   | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005365.52   | 0.12%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                                    | Foundation Finance Trust, Series 2023-1A, Class A                                           | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1259338 | PA      | $1291986.60   | 0.15%             | 2043-12-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                                                    | Foundation Finance Trust, Series 2025-2A, Class A                                           | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1252199 | PA      | $1259866.72   | 0.15%             | 2052-04-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                                                    | Foundation Finance Trust, Series 2023-2A, Class A                                           | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433409 | PA      | $452637.62    | 0.05%             | 2049-06-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                                                    | Foundation Finance Trust, Series 2023-2A, Class C                                           | CUSIP: 35042RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1152079 | PA      | $1202463.58   | 0.14%             | 2049-06-15      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Fox Corp.                                                                                   | Fox Corp.                                                                                   | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4419013.84   | 0.52%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class A1                                         | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   1174295 | PA      | $1177817.83   | 0.14%             | 2044-02-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1                                         | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |    975497 | PA      | $977182.12    | 0.11%             | 2044-05-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                         | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $770407.18    | 0.09%             | 2045-01-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                                       | FHLMC STACR REMIC Trust, Series 2020-HQA2, Class M2                                         | CUSIP: 35565LAH9<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |    565685 | PA      | $578139.41    | 0.07%             | 2050-03-25      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                         | Frontier Issuer LLC, Series 2023-1, Class A2                                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009472.10   | 0.12%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                         | Frontier Issuer LLC, Series 2023-1, Class B                                                 | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1780856.35   | 0.21%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                         | Frontier Issuer LLC, Series 2024-1, Class A2                                                | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890000 | PA      | $1951078.94   | 0.23%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA II, Single-family, 30 Year                                                             | CUSIP: 36179X5C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4074611 | PA      | $3669150.38   | 0.43%             | 2053-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA II, Single-family, 30 Year                                                             | CUSIP: 36179XBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2640080 | PA      | $2191955.37   | 0.26%             | 2052-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA II, Single-family, 30 Year                                                             | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1437233 | PA      | $1242380.55   | 0.15%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA II, Single-family, 30 Year                                                             | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4310347 | PA      | $3739055.19   | 0.44%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA II, Single-family, 30 Year                                                             | CUSIP: 36179XS72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3716148 | PA      | $3217544.74   | 0.38%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA II, Single-family, 30 Year                                                             | CUSIP: 36179XXY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3034812 | PA      | $2626531.08   | 0.31%             | 2053-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA II, Single-family, 30 Year                                                             | CUSIP: 36179YAM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2269406 | PA      | $2048621.21   | 0.24%             | 2053-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA I                                                                                      | CUSIP: 36194SPD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1444382 | PA      | $1270770.60   | 0.15%             | 2041-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA II                                                                                     | CUSIP: 3622ADFX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2347288 | PA      | $2218356.26   | 0.26%             | 2074-02-20      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                                       | Haleon US Capital LLC                                                                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2143612.15   | 0.25%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                             | Gap, Inc. (The)                                                                             | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949418.10    | 0.11%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Gates Corp.                                                                                 | Gates Corp.                                                                                 | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2079460.10   | 0.24%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                             | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013924.53   | 0.12%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                             | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986205.98   | 0.23%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA, Series 2013-101, Class AF                                                             | CUSIP: 38378KZF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335859 | PA      | $330479.54    | 0.04%             | 2050-09-16      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA, Series 2014-164, Class AN                                                             | CUSIP: 38378XZH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458604 | PA      | $415861.54    | 0.05%             | 2055-03-16      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                        | GNMA, Series 2019-H02, Class JA                                                             | CUSIP: 38380LQA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2183788 | PA      | $2112352.17   | 0.25%             | 2068-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                                      | GreenSky Home Improvement Issuer Trust, Series 2025-3A, Class C                             | CUSIP: 39571WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2507092.00   | 0.29%             | 2060-12-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                                   | HCA, Inc.                                                                                   | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1152898.29   | 0.14%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                                   | HCA, Inc.                                                                                   | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1563754.89   | 0.18%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                                   | HCA, Inc.                                                                                   | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743424.35    | 0.09%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                    | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $420618.12    | 0.05%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                                                            | Welltower OP LLC                                                                            | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2848312.76   | 0.33%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                              | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2493097.83   | 0.29%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                                       | HPEFS Equipment Trust, Series 2025-2A, Class D                                              | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000382.80   | 0.12%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                                      | Howmet Aerospace, Inc.                                                                      | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004798.30   | 0.12%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                                 | IQVIA, Inc.                                                                                 | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999966.40    | 0.12%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $571205.86    | 0.07%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1982868.74   | 0.23%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1957034.74   | 0.23%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   4000000 | PA      | $4118603.60   | 0.48%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $2024662.26   | 0.24%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                             | Inter-American Investment Corp.                                                             | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |   2500000 | PA      | $2539638.33   | 0.30%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $949439.29    | 0.11%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 459058JU8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1997108.62   | 0.23%             | 2031-02-11      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1987879.34   | 0.23%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4500000 | PA      | $4484835.00   | 0.53%             | 2028-03-31      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    550000 | PA      | $564142.19    | 0.07%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   5600000 | PA      | $5808884.59   | 0.68%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 45905UWL4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1664938.92   | 0.20%             | 2036-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                       | International Development Association                                                       | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $1019653.78   | 0.12%             | 2035-02-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                                       | International Development Association                                                       | CUSIP: 45939FAA5<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $818017.56    | 0.10%             | 2029-06-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp.                                                                 | International Finance Corp.                                                                 | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $1007241.34   | 0.12%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                                 | International Finance Corp.                                                                 | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $2040194.42   | 0.24%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                        | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2087088.70   | 0.24%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                        | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2665479.15   | 0.31%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                        | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3096106.77   | 0.36%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                        | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507139.75    | 0.06%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                        | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034831.12   | 0.12%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                                  | J.P. Morgan Mortgage Trust, Series 2022-7, Class B2                                         | CUSIP: 46655NDJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2736793 | PA      | $2403302.17   | 0.28%             | 2052-12-25      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                                  | J.P. Morgan Mortgage Trust, Series 2023-2, Class B3                                         | CUSIP: 46656DDF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415698 | PA      | $1354738.63   | 0.16%             | 2053-07-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan U.S. Treasury Plus Money Market Fund                                               | JPMorgan U.S. Treasury Plus Money Market Fund, Class IM                                     | CUSIP: 4812C2262<br>LEI: 549300WIC5LVF25Z1127 | Long             | STIV             | RF                | US        |  12499865 | NS      | $12499865.09  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Foundation Hospitals                                                                 | Kaiser Foundation Hospitals, Series 2021                                                    | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $743963.72    | 0.09%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                                         | Kimco Realty OP LLC                                                                         | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2739239.69   | 0.32%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                                   | Kommuninvest I Sverige AB                                                                   | CUSIP: 50046PDA0<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1010437.60   | 0.12%             | 2028-11-29      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Kommunalbanken A/S                                                                          | Kommunalbanken A/S                                                                          | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1000000 | PA      | $1002448.84   | 0.12%             | 2029-04-09      | Floating      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Kommunalbanken A/S                                                                          | Kommunalbanken A/S                                                                          | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1000000 | PA      | $891184.01    | 0.10%             | 2030-06-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Kommunalbanken A/S                                                                          | Kommunalbanken A/S                                                                          | CUSIP: 50048MDD9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1500000 | PA      | $1469304.98   | 0.17%             | 2026-10-26      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Kommunalbanken A/S                                                                          | Kommunalbanken A/S                                                                          | CUSIP: 50048MDR8<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1000000 | PA      | $1013951.29   | 0.12%             | 2030-08-29      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                             | Kreditanstalt fuer Wiederaufbau                                                             | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3000000 | PA      | $3109799.31   | 0.36%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                             | Kreditanstalt fuer Wiederaufbau                                                             | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    600000 | PA      | $601802.27    | 0.07%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                                       | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1835322.14   | 0.21%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                            | Kroger Co. (The)                                                                            | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1906644.50   | 0.22%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                                        | Laboratory Corp. of America Holdings                                                        | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502784.84   | 0.18%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Local Initiatives Support Corp.                                                             | Local Initiatives Support Corp.                                                             | CUSIP: 53961LBZ1<br>LEI: 549300V1ATNB9BHB6146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501804.61    | 0.06%             | 2026-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                           | Lowe's Cos., Inc.                                                                           | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743070.17    | 0.09%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                           | Lowe's Cos., Inc.                                                                           | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2241198.20   | 0.26%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                              | M&T Bank Corp.                                                                              | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2125494.56   | 0.25%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                               | MAD Commercial Mortgage Trust, Series 2025-11MD, Class B                                    | CUSIP: 55616AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2003814.60   | 0.23%             | 2042-10-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                                       | Massachusetts Institute of Technology                                                       | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    700000 | PA      | $465010.72    | 0.05%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                               | Commonwealth of Massachusetts, Series 2022 A                                                | CUSIP: 576004HF5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1986868.40   | 0.23%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance                                                           | Mello Mortgage Capital Acceptance, Series 2021-INV1, Class A4                               | CUSIP: 58549KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649683 | PA      | $585461.42    | 0.07%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                                               | MetLife, Inc.                                                                               | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934541.14    | 0.11%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                          | MetroNet Infrastructure Issuer LLC, Series 2025-2A, Class A2                                | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2284878.15   | 0.27%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                          | MetroNet Infrastructure Issuer LLC, Series 2025-2A, Class B                                 | CUSIP: 59170JAZ1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009293.00   | 0.12%             | 2055-08-20      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                          | MetroNet Infrastructure Issuer LLC, Series 2025-4A, Class A2                                | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004177.40   | 0.12%             | 2055-12-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                                      | MidAmerican Energy Co.                                                                      | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988584.41    | 0.12%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                                                   | Mill City Solar Loan Ltd., Series 2019-2GS, Class A                                         | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    364891 | PA      | $333349.92    | 0.04%             | 2043-07-20      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                                      | Morgan Stanley Bank NA                                                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014196.84   | 0.12%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5203285.20   | 0.61%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525147.57    | 0.06%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                                     | Mosaic Solar Loan Trust, Series 2019-2A, Class A                                            | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282461 | PA      | $251878.90    | 0.03%             | 2040-09-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                                     | Mosaic Solar Loan Trust, Series 2019-1A, Class A                                            | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370172 | PA      | $350721.63    | 0.04%             | 2043-12-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                                     | Mosaic Solar Loan Trust, Series 2017-1A, Class A                                            | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    230364 | PA      | $226723.25    | 0.03%             | 2042-06-20      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                                     | Mosaic Solar Loan Trust, Series 2018-1A, Class A                                            | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    832727 | PA      | $786674.08    | 0.09%             | 2043-06-22      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                                     | Mosaic Solar Loan Trust, Series 2017-2A, Class A                                            | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308266 | PA      | $291976.73    | 0.03%             | 2043-06-22      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                                     | Mosaic Solar Loan Trust, Series 2020-1A, Class A                                            | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279019 | PA      | $247559.61    | 0.03%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                                     | Mosaic Solar Loan Trust, Series 2020-2A, Class A                                            | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574628 | PA      | $488570.25    | 0.06%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                                     | Mosaic Solar Loan Trust, Series 2020-2A, Class C                                            | CUSIP: 61946PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370645 | PA      | $331669.10    | 0.04%             | 2046-08-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                                     | Mosaic Solar Loan Trust, Series 2021-1A, Class A                                            | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    561940 | PA      | $472685.05    | 0.06%             | 2046-12-20      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                                | Nasdaq, Inc.                                                                                | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1361566.17   | 0.16%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy (The)                                                                    | Nature Conservancy (The), Series A                                                          | CUSIP: 63902HAR0<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    266000 | PA      | $214420.09    | 0.03%             | 2033-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy (The)                                                                    | Nature Conservancy (The), Series A                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $586322.20    | 0.07%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                           | NatWest Group plc                                                                           | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1020967.99   | 0.12%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                         | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                               | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542866 | PA      | $535109.41    | 0.06%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                         | New Residential Mortgage Loan Trust, Series 2019-2A, Class B5A                              | CUSIP: 64830DBX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280401 | PA      | $2130476.58   | 0.25%             | 2057-12-25      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                         | New Residential Mortgage Loan Trust, Series 2019-5A, Class A1B                              | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312762 | PA      | $297415.22    | 0.03%             | 2059-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| City of New York                                                                            | City of New York, Series 2026 E-2                                                           | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1451532.90   | 0.17%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                                  | Niagara Mohawk Power Corp.                                                                  | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015530.96   | 0.24%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                                              | NiSource, Inc.                                                                              | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036228.00   | 0.12%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                              | NiSource, Inc.                                                                              | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045651.08   | 0.24%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                                      | Nordic Investment Bank                                                                      | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $1000543.58   | 0.12%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                                   | Northern States Power Co.                                                                   | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1948475.68   | 0.23%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                                          | NSTAR Electric Co.                                                                          | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2044095.46   | 0.24%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                                          | NSTAR Electric Co.                                                                          | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021661.74   | 0.12%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                                          | nVent Finance SARL                                                                          | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $902721.12    | 0.11%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                                | OCP CLO Ltd., Series 2021-21A, Class AR                                                     | CUSIP: 671000AL1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994103.00    | 0.12%             | 2038-01-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                                   | OBX Trust, Series 2025-NQM13, Class A1                                                      | CUSIP: 67121UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1993325 | PA      | $2012167.10   | 0.24%             | 2065-05-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                                   | OBX Trust, Series 2025-NQM15, Class A1                                                      | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   1880476 | PA      | $1890066.49   | 0.22%             | 2065-07-27      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                                   | OBX Trust, Series 2025-NQM20, Class A1                                                      | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |    976327 | PA      | $979747.10    | 0.11%             | 2065-10-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                       | OneMain Finance Corp.                                                                       | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981840.08   | 0.23%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                             | Ontario Teachers' Finance Trust                                                             | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $886009.03    | 0.10%             | 2030-09-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp.                                                                             | Open Text Corp.                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2082140.74   | 0.24%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| United States International Development Finance Corp.                                       | United States International Development Finance Corp.                                       | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | UST               | US        |    964286 | PA      | $943465.90    | 0.11%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| United States International Development Finance Corp.                                       | United States International Development Finance Corp.                                       | CUSIP: 6903538B6<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | UST               | US        |    250000 | PA      | $250000.00    | 0.03%             | 2026-09-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                                    | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2712414.54   | 0.32%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                                | PPL Electric Utilities Corp.                                                                | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749026.47    | 0.09%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                              | PMT Loan Trust, Series 2025-INV6, Class A2                                                  | CUSIP: 69382MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2173427 | PA      | $2214252.21   | 0.26%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PACEWell 5 Trust                                                                            | PACEWell 5 Trust, Series 2021-1, Class A                                                    | CUSIP: 69410PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772893 | PA      | $631063.84    | 0.07%             | 2059-10-10      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                                      | Palmer Square CLO Ltd., Series 2021-4A, Class A1R                                           | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503805.00   | 0.29%             | 2038-07-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Pentair Finance SARL                                                                        | Pentair Finance SARL                                                                        | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |   1705000 | PA      | $1810092.52   | 0.21%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                            | PG&E Energy Recovery Funding LLC, Series A-3                                                | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $548741.43    | 0.06%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                                   | PG&E Recovery Funding LLC, Series A-2                                                       | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027431.65   | 0.12%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                                   | PG&E Recovery Funding LLC, Series A-3                                                       | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2643416.24   | 0.31%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                              | PMT Loan Trust, Series 2025-CNF1, Class A2                                                  | CUSIP: 729906AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2412279 | PA      | $2389873.66   | 0.28%             | 2056-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                                              | PMT Loan Trust, Series 2025-INV11, Class A2                                                 | CUSIP: 729916AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085696 | PA      | $1096137.12   | 0.13%             | 2056-11-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                             | Principal Financial Group, Inc.                                                             | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047226.70   | 0.12%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                  | Prudential Financial, Inc.                                                                  | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990662.20    | 0.12%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                  | Prudential Financial, Inc.                                                                  | CUSIP: 74432QBU8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016160.50   | 0.12%             | 2041-11-16      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                                                   | RFR Trust, Series 2025-SGRM, Class B                                                        | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2048236.80   | 0.24%             | 2041-03-11      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                     | Republic Services, Inc.                                                                     | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1659364.07   | 0.19%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                                        | Roche Holdings, Inc.                                                                        | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997804.91    | 0.12%             | 2030-12-02      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                                          | Ryan Specialty LLC                                                                          | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022407.88   | 0.12%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                    | SCE Recovery Funding LLC, Series A-2                                                        | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1226163.59   | 0.14%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                    | SCE Recovery Funding LLC, Series A-1                                                        | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1978585 | PA      | $1972382.39   | 0.23%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                    | SCE Recovery Funding LLC, Series A-2                                                        | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $832544.30    | 0.10%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                    | SCE Recovery Funding LLC                                                                    | CUSIP: 78433LAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $743165.48    | 0.09%             | 2050-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                            | SLG Office Trust, Series 2021-OVA, Class A                                                  | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1342693.35   | 0.16%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                   | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $2064232.00   | 0.24%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                                 | Seattle Children's Hospital, Series 2021                                                    | CUSIP: 81257VAA9<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951056.52    | 0.11%             | 2027-10-01      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                                      | Sequoia Mortgage Trust, Series 2021-4, Class A4                                             | CUSIP: 81748WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1268388 | PA      | $1128064.90   | 0.13%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                                      | Sequoia Mortgage Trust, Series 2024-2, Class A19                                            | CUSIP: 81749HAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1053340 | PA      | $1068374.93   | 0.13%             | 2054-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                                      | Sequoia Mortgage Trust, Series 2024-3, Class A19                                            | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151828 | PA      | $1168269.29   | 0.14%             | 2054-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                         | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1903474.80   | 0.22%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| SBA Small Business Investment Cos.                                                          | SBA Small Business Investment Cos., Series 2023-10A, Class 1                                | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854938 | PA      | $873620.38    | 0.10%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                                                          | SBA Small Business Investment Cos., Series 2023-10B, Class 1                                | CUSIP: 831641FW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950941 | PA      | $978987.24    | 0.11%             | 2033-09-10      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                                                          | SBA Small Business Investment Cos., Series 2025-10A, Class 1                                | CUSIP: 831641FZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1523491.35   | 0.18%             | 2035-03-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program LLC                                                          | SoFi Professional Loan Program LLC, Series 2018-B, Class BFX                                | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489506 | PA      | $477535.62    | 0.06%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co.                                                                          | Southern Power Co., Series A                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997818.00    | 0.12%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                             | Southwestern Public Service Co.                                                             | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026122.36   | 0.12%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                                        | Sprint Capital Corp.                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $6050093.45   | 0.71%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                                 | Block, Inc.                                                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    393000 | PA      | $401194.84    | 0.05%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                        | Steel Dynamics, Inc.                                                                        | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534890.99   | 0.18%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                        | Steel Dynamics, Inc.                                                                        | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498493.07    | 0.06%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sunrun Athena Issuer LLC                                                                    | Sunrun Athena Issuer LLC, Series 2018-1, Class A                                            | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    758088 | PA      | $739382.65    | 0.09%             | 2049-04-30      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Sunrun Atlas Issuer LLC                                                                     | Sunrun Atlas Issuer LLC, Series 2019-2, Class A                                             | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1613906 | PA      | $1557432.40   | 0.18%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                          | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4615774.25   | 0.54%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                                      | Tesla Auto Lease Trust, Series 2023-B, Class B                                              | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1403680.46   | 0.16%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                   | Towd Point Mortgage Trust, Series 2023-1, Class A1                                          | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829324 | PA      | $807256.68    | 0.09%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                          | Toyota Motor Corp.                                                                          | CUSIP: 892331AP4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $503185.58    | 0.06%             | 2026-07-13      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                                  | Travelers Cos., Inc. (The)                                                                  | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986108.32    | 0.12%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                                  | Travelers Cos., Inc. (The)                                                                  | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255522.23    | 0.03%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                                                 | Tricon American Homes Trust, Series 2020-SFR2, Class A                                      | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1171809 | PA      | $1118073.36   | 0.13%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Twilio, Inc.                                                                                | Twilio, Inc.                                                                                | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956338.20    | 0.11%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| 200 Park Funding Trust                                                                      | 200 Park Funding Trust                                                                      | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996745.02    | 0.12%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                     | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000771.00   | 0.23%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States International Development Finance Corp.                                       | United States International Development Finance Corp., Series 1                             | CUSIP: 90376PCZ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | UST               | US        |    500000 | PA      | $481248.15    | 0.06%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States International Development Finance Corp.                                       | United States International Development Finance Corp., Series 2                             | CUSIP: 90376PDF5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | UST               | US        |   1000000 | PA      | $958987.78    | 0.11%             | 2028-04-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| United States International Development Finance Corp.                                       | United States International Development Finance Corp., Series 4                             | CUSIP: 90376PEX5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | UST               | US        |   1000000 | PA      | $984437.49    | 0.12%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                          | Union Electric Co.                                                                          | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1377430.25   | 0.16%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                          | Union Electric Co.                                                                          | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032226.24   | 0.12%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                    | U.S. Treasury Bonds                                                                         | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $965616.89    | 0.11%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                    | U.S. Treasury Bonds                                                                         | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $9402460.98   | 1.10%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                    | U.S. Treasury Bonds                                                                         | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35350000.00  | 4.14%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                    | U.S. Treasury Bonds                                                                         | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20235468.75  | 2.37%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                    | U.S. Treasury Notes                                                                         | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $37965859.28  | 4.45%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                    | U.S. Treasury Notes                                                                         | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29878125.00  | 3.50%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                    | U.S. Treasury Notes                                                                         | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8901562.50   | 1.04%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                    | U.S. Treasury Notes                                                                         | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2957109.36   | 0.35%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                    | U.S. Treasury Notes                                                                         | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22957324.19  | 2.69%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC                           | Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC                           | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991373.80   | 0.23%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| University of Massachusetts Building Authority                                              | University of Massachusetts Building Authority, Series 2010-2                               | CUSIP: 914440LJ9<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1255243.41   | 0.15%             | 2040-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                                  | Unum Group                                                                                  | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992897.85    | 0.12%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                                                  | VRTX Trust, Series 2025-HQ, Class C                                                         | CUSIP: 91835XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2029267.40   | 0.24%             | 2042-08-05      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                                | Verizon Communications, Inc.                                                                | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3323978.77   | 0.39%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                                | Verizon Communications, Inc.                                                                | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $428802.80    | 0.05%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                                | Verizon Communications, Inc.                                                                | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $470391.31    | 0.06%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                                | Verizon Communications, Inc.                                                                | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2541875.30   | 0.30%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                                | Verizon Communications, Inc.                                                                | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999026.00   | 0.23%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                                  | Verus Securitization Trust, Series 2025-8, Class A3                                         | CUSIP: 924930AG5<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   1924047 | PA      | $1924955.48   | 0.23%             | 2070-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Vivint Solar Financing V LLC                                                                | Vivint Solar Financing V LLC, Series 2018-1A, Class A                                       | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801844 | PA      | $775058.14    | 0.09%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                                        | Vulcan Materials Co.                                                                        | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2074019.58   | 0.24%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WK Kellogg Foundation Trust                                                                 | WK Kellogg Foundation Trust                                                                 | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $600813.33    | 0.07%             | 2050-10-01      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| Walmart, Inc.                                                                               | Walmart, Inc.                                                                               | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885077.70    | 0.10%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                           | Wells Fargo & Co.                                                                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6524665.75   | 0.76%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                                                    | William Carter Co. (The)                                                                    | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2070304.00   | 0.24%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Envest Microfinance Cooperative                                                             | Envest Microfinance Cooperative                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    250000 | PA      | $249275.00    | 0.03%             | 2026-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MS GOVT US LEX                                                                              | MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD                                                | CUSIP: 61747C707<br>LEI: 6N8SC06AK49F0N7KIX52 | Long             | STIV             | RF                | US        |    810775 | PA      | $810775.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WLB Asset VII Pte. Ltd.                                                                     | WLB Asset VII Pte. Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900606PGU4UDQPS56       | Long             | DBT              | CORP              | MU        |   1000000 | PA      | $1004852.19   | 0.12%             | 2029-07-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VI Pte. Ltd.                                                                      | WLB Asset VI Pte. Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900M29A8RHZTF4J92       | Long             | DBT              | CORP              | MU        |    987888 | PA      | $1032081.48   | 0.12%             | 2027-12-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |   3200000 | PA      | $3305568.78   | 0.39%             | 2033-07-31      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** IMPAX FUNDS SERIES TRUST I

**Signature:** Daniel Saltus

**Name of Signer:** Daniel Saltus

**Title:** Treasurer