# EDGAR Filing Document

**Accession Number:** 0001040612
**File Stem:** 0001410368-25-037771
**Filing Date:** 2025-12
**Character Count:** 170048
**Document Hash:** d13ee8a6ed415dc6904ccd16640ac9c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-037771.hdr.sgml**: 20251216

**ACCESSION NUMBER**: 0001410368-25-037771

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251216

**DATE AS OF CHANGE**: 20251216

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MADISON FUNDS
- **CENTRAL INDEX KEY:** 0001040612

**ORGANIZATION NAME:**
- **EIN:** 391894316
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08261
- **FILM NUMBER:** 251574005

**BUSINESS ADDRESS:**
- **STREET 1:** 550 SCIENCE DRIVE
- **CITY:** MADISON
- **STATE:** WI
- **ZIP:** 53711
- **BUSINESS PHONE:** 6082740300

**MAIL ADDRESS:**
- **STREET 1:** 550 SCIENCE DRIVE
- **CITY:** MADISON
- **STATE:** WI
- **ZIP:** 53711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MEMBERS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19970609

## Series and Classes Contracts Data

### Madison Core Bond Fund (Series ID: S000020646)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000057637 | Core Bond Fund Class A | mboax           |
| C000057639 | Core Bond Fund Class Y | MBOYX           |
| C000227346 | Core Bond Fund Class I | MBOIX           |
| C000235944 | Core Bond Class R6     | MBORX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-08261

- **c. CIK number of Registrant:** 0001040612

- **d. LEI of Registrant:** 25490037IZEAAJ1OT743

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

  - **Street Address 1:** 550 SCIENCE DRIVE

  - **City:** MADISON

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53711

  - **Telephone number:** 608-274-0300

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

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

- **b. EDGAR series identifier (if any):** S000020646

- **c. LEI of Series:** 254900KXQJDPZNNEA190

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $224007369.78

**Total Liabilities:** $2096812.63

**Net Assets:** $221910557.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -211.55000000 | **1-Year:** -3504.26000000 | **5-Year:** -12454.60000000 | **10-Year:** -14115.39000000 | **30-Year:** -9292.15000000

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

- **3-Month:** -32.09000000 | **1-Year:** -154.52000000 | **5-Year:** -116.84000000 | **10-Year:** -3.84000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000057637 | -3.44%               | -3.47%               | -3.97%               |
| Class ID C000057639 | 1.28%                | 0.98%                | 0.54%                |
| Class ID C000227346 | 1.18%                | 1.11%                | 0.55%                |
| Class ID C000235944 | 1.19%                | 1.01%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $85.16                   | $1780422.01                                |
| Month 2  | $0.00                    | $1574060.90                                |
| Month 3  | $-51866.71               | $546110.64                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP/THE                                     | AES Corp.                                                                         | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397477.21    | 0.18%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T, Inc.                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441988.10    | 0.20%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines, Inc./AAdvantage Loyalty IP Ltd.                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     58333 | PA      | $58484.08     | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie, Inc.                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    675000 | PA      | $671149.59    | 0.30%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts, Inc.                                                          | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233710.50    | 0.11%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $251835.13    | 0.11%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $496857.32    | 0.22%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp.                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498231.01    | 0.22%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp.                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245448.57    | 0.11%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co.                                                              | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $546542.74    | 0.25%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                           | American International Group, Inc.                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134779.72    | 0.06%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen, Inc.                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149590.25    | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital, Inc.                                                             | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $531898.88    | 0.24%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                               | Athene Holding Ltd.                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248754.30    | 0.11%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    201000 | PA      | $199513.29    | 0.09%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                   | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $518368.43    | 0.23%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                        | Ball Corp.                                                                        | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474819.17    | 0.21%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396269.53    | 0.18%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362077.55    | 0.16%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260962.69    | 0.12%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp.                                                     | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538300.38    | 0.24%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co.                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303514.76    | 0.14%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                           | Berkshire Hathaway Finance Corp.                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $275624.73    | 0.12%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                           | Boardwalk Pipelines LP                                                            | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401132.68    | 0.18%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co.                                                                        | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $566860.24    | 0.26%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                   | BorgWarner, Inc.                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257480.96    | 0.12%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                     | Broadcom, Inc.                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10229.56     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                | Bunker Hill Loan Depositary Trust                                                 | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48058 | PA      | $47125.40     | 0.02%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2020-1         | Bunker Hill Loan Depositary Trust                                                 | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10554 | PA      | $10492.81     | 0.00%             | 2055-02-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services, Inc.                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253778.59    | 0.11%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust                                                                         | CUSIP: 12564EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430282 | PA      | $388376.79    | 0.18%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337748.87    | 0.15%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353316.30    | 0.16%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419182.08    | 0.19%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust                                                           | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368370 | PA      | $370763.88    | 0.17%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp.                                                              | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     68000 | PA      | $51265.04     | 0.02%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp.                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    174000 | PA      | $191972.96    | 0.09%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese U.S. Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164231.36    | 0.07%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp.                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465788.70    | 0.21%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                         | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    302963 | PA      | $304642.74    | 0.14%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                         | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    233233 | PA      | $236231.78    | 0.11%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup, Inc.                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353937.99    | 0.16%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | Citibank NA                                                                       | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262024.70    | 0.12%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup, Inc.                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401771.24    | 0.18%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66566 | PA      | $66565.47     | 0.03%             | 2041-12-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                  | DTE Electric Co.                                                                  | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248669.73    | 0.11%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC/EMC Corp.                                                  | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    625000 | PA      | $437846.75    | 0.20%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC/EMC Corp.                                                  | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $112492.92    | 0.05%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp.                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794187.06    | 0.36%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DIAGEO INVESTMENT CORP                           | Diageo Investment Corp.                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414495.15    | 0.19%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560931.07    | 0.25%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp.                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $385061.19    | 0.17%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                         | Duke Energy Progress LLC                                                          | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389111.57    | 0.18%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                 | Eastern Gas Transmission & Storage, Inc.                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334270.10    | 0.15%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                          | Empower Finance 2020 LP                                                           | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $231003.33    | 0.10%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge, Inc.                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $263226.45    | 0.12%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327747.52    | 0.15%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282596.28    | 0.13%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing LLC                                                    | CUSIP: 29374GAB7<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    150074 | PA      | $150784.58    | 0.07%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing LLC                                                    | CUSIP: 29375CAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     89864 | PA      | $90045.66     | 0.04%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                      | Evergreen Credit Card Trust                                                       | CUSIP: 30023JDA3<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    500000 | PA      | $499219.75    | 0.22%             | 2029-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group, Inc.                                                               | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238756.89    | 0.11%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms, Inc.                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500990.47    | 0.23%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF Mortgage Trust                                                              | CUSIP: 30313WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $708353.93    | 0.32%             | 2053-03-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 31287MSW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4080 | PA      | $4222.17      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128L0XQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41551 | PA      | $43261.60     | 0.02%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128M6NJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62992 | PA      | $65678.82     | 0.03%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128M7FG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120564 | PA      | $125307.23    | 0.06%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128M8FH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109510 | PA      | $105455.66    | 0.05%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128M9UQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131139 | PA      | $131954.90    | 0.06%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116190 | PA      | $117283.31    | 0.05%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236634 | PA      | $217039.28    | 0.10%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128MJXD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195647 | PA      | $179021.18    | 0.08%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247593 | PA      | $226454.57    | 0.10%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114889 | PA      | $114913.28    | 0.05%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3128P7UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70204 | PA      | $68971.50     | 0.03%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 31292HDJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       177 | PA      | $184.36       | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 31292J5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1928 | PA      | $2037.81      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 31292JBZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106251 | PA      | $106251.84    | 0.05%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 31292LV28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199692 | PA      | $185267.98    | 0.08%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132A9S65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127711 | PA      | $123080.45    | 0.06%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590022 | PA      | $547803.43    | 0.25%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132D6J50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    901729 | PA      | $910755.54    | 0.41%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132D9EY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627831 | PA      | $568220.06    | 0.26%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132D9K37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401157 | PA      | $360079.70    | 0.16%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DNB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1089207 | PA      | $1018346.32   | 0.46%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DPB49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752191 | PA      | $770072.58    | 0.35%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DPD21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1139745 | PA      | $1122169.94   | 0.51%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DPMV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    479340 | PA      | $491260.15    | 0.22%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DPSX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293445 | PA      | $294001.95    | 0.13%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DQFQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1249323 | PA      | $1261236.59   | 0.57%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DQQ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    823100 | PA      | $841479.80    | 0.38%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DSNS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    588536 | PA      | $599211.34    | 0.27%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3149503 | PA      | $2724279.34   | 1.23%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1309287 | PA      | $1173884.36   | 0.53%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1945506 | PA      | $1904761.34   | 0.86%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504816 | PA      | $481181.40    | 0.22%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599482 | PA      | $587360.31    | 0.26%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1807974 | PA      | $1769924.43   | 0.80%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2363994 | PA      | $2366202.42   | 1.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1317500 | PA      | $1339011.60   | 0.60%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1213593 | PA      | $1213418.82   | 0.55%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1138938 | PA      | $1157540.99   | 0.52%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410628 | PA      | $410526.64    | 0.18%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610389 | PA      | $616968.48    | 0.28%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    451468 | PA      | $462439.99    | 0.21%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132E0EL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618581 | PA      | $641388.30    | 0.29%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132GKF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272803 | PA      | $267381.93    | 0.12%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132J6Z98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137840 | PA      | $128513.64    | 0.06%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132L5A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854121 | PA      | $791148.97    | 0.36%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132L5A37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243019 | PA      | $225389.50    | 0.10%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132M8PL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165160 | PA      | $156702.59    | 0.07%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132QSGY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168769 | PA      | $160040.15    | 0.07%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132XUJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208595 | PA      | $196146.14    | 0.09%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 31334XEE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290147 | PA      | $260934.29    | 0.12%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 31334YPZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1986846 | PA      | $1736839.07   | 0.78%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253443 | PA      | $231384.59    | 0.10%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133AMEP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    795671 | PA      | $679020.19    | 0.31%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603074 | PA      | $556520.98    | 0.25%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133KPFV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    547725 | PA      | $506593.67    | 0.23%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133KQFT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1202991 | PA      | $1205981.97   | 0.54%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799887 | PA      | $692997.43    | 0.31%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133L7SJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229566 | PA      | $216881.00    | 0.10%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association REMICS                                      | CUSIP: 3136AMC23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260890 | PA      | $11391.72     | 0.01%             | 2030-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BAN34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1181404 | PA      | $168053.13    | 0.08%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                   | Federal National Mortgage Association-ACES                                        | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1081482.38   | 0.49%             | 2031-10-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BUH37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830144 | PA      | $839785.01    | 0.38%             | 2051-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BULD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607491 | PA      | $614758.94    | 0.28%             | 2051-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BVRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461088 | PA      | $471936.25    | 0.21%             | 2048-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137ARDX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96377 | PA      | $1350.66      | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137BSRG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13197493 | PA      | $17307.19     | 0.01%             | 2026-09-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137H2AD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505000 | PA      | $448793.70    | 0.20%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137HFKT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294096 | PA      | $293755.91    | 0.13%             | 2049-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31385JF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12574 | PA      | $13075.47     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16805 | PA      | $17236.44     | 0.01%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31388K3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1717 | PA      | $1793.48      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31389PM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6425 | PA      | $6771.24      | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31389VMF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       339 | PA      | $350.78       | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138ASR46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62471 | PA      | $61216.83     | 0.03%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138AVP82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196768 | PA      | $193682.66    | 0.09%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138EJGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295304 | PA      | $289068.80    | 0.13%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138EKMW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308805 | PA      | $286106.78    | 0.13%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138EPKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128189 | PA      | $133506.37    | 0.06%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138ET4J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59671 | PA      | $58748.37     | 0.03%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138LUSY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311096 | PA      | $297403.25    | 0.13%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138M5LP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165460 | PA      | $157972.27    | 0.07%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138MAJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44353 | PA      | $41092.71     | 0.02%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138MBFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218597 | PA      | $213934.87    | 0.10%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138MRLG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193280 | PA      | $184174.90    | 0.08%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138WDWT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47582 | PA      | $46144.48     | 0.02%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138WMKY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148292 | PA      | $141305.92    | 0.06%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3138WQF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158343 | PA      | $150638.43    | 0.07%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31390FC49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       112 | PA      | $116.62       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association REMICS                                      | CUSIP: 31392AK64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42322 | PA      | $43755.53     | 0.02%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association REMICS                                      | CUSIP: 31394FHV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45922 | PA      | $47602.70     | 0.02%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association REMICS                                      | CUSIP: 31397SD27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213682 | PA      | $212367.49    | 0.10%             | 2031-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association REMICS                                      | CUSIP: 31397SHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154523 | PA      | $151861.73    | 0.07%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31403CZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2679 | PA      | $2700.51      | 0.00%             | 2035-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140FKDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285215 | PA      | $260851.47    | 0.12%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488050 | PA      | $414347.82    | 0.19%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QM3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305201 | PA      | $252311.00    | 0.11%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QMZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410793 | PA      | $352256.46    | 0.16%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QNM25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555094 | PA      | $495847.39    | 0.22%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753844 | PA      | $678256.73    | 0.31%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QNNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393418 | PA      | $325235.20    | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QP2R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821391 | PA      | $807384.97    | 0.36%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1045649 | PA      | $996699.59    | 0.45%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QPCQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828733 | PA      | $790087.78    | 0.36%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QPHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784239 | PA      | $725347.55    | 0.33%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828983 | PA      | $766730.62    | 0.35%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140W3J83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745399 | PA      | $707374.62    | 0.32%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140X4NV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938827 | PA      | $858664.50    | 0.39%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140X6QT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859157 | PA      | $751611.86    | 0.34%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140X9EC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486214 | PA      | $465668.22    | 0.21%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207695 | PA      | $187976.31    | 0.08%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XFFP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633663 | PA      | $523845.96    | 0.24%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XFSF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643380 | PA      | $586793.92    | 0.26%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XG3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371782 | PA      | $356345.65    | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XGQT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164717 | PA      | $148260.34    | 0.07%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XH3P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433821 | PA      | $425093.52    | 0.19%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XHAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630761 | PA      | $599950.22    | 0.27%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818351 | PA      | $756912.43    | 0.34%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XJ2L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824204 | PA      | $731726.24    | 0.33%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XJD34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587182 | PA      | $577548.14    | 0.26%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XJDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488317 | PA      | $456512.38    | 0.21%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKQB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482141 | PA      | $457058.93    | 0.21%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606910 | PA      | $521351.93    | 0.23%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618863 | PA      | $573282.69    | 0.26%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XLRS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539804 | PA      | $530707.06    | 0.24%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XMFR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566554 | PA      | $579160.47    | 0.26%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XPTR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911626 | PA      | $924872.33    | 0.42%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XSBS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    919156 | PA      | $800772.14    | 0.36%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16946 | PA      | $17975.56     | 0.01%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31410LRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142142 | PA      | $139390.10    | 0.06%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31411AVB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21193 | PA      | $22282.36     | 0.01%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31413KFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26094 | PA      | $27518.36     | 0.01%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31415SGU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46329 | PA      | $49033.87     | 0.02%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31416XJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141435 | PA      | $138594.99    | 0.06%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31417AJM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73178 | PA      | $70228.96     | 0.03%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31417C4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92940 | PA      | $88446.24     | 0.04%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55462 | PA      | $54529.62     | 0.02%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418BM37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164264 | PA      | $163345.80    | 0.07%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418BXB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168462 | PA      | $163991.48    | 0.07%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418CCV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27056 | PA      | $26944.54     | 0.01%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418CNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78386 | PA      | $77335.07     | 0.03%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418CPL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52253 | PA      | $51615.21     | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418DHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78623 | PA      | $73695.75     | 0.03%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057005 | PA      | $946853.29    | 0.43%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1963602 | PA      | $1757080.48   | 0.79%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830081 | PA      | $766163.86    | 0.35%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609832 | PA      | $581844.15    | 0.26%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1064077 | PA      | $1014489.76   | 0.46%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573610 | PA      | $562011.36    | 0.25%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2234897 | PA      | $2238379.58   | 1.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    696838 | PA      | $706913.89    | 0.32%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785823 | PA      | $787209.37    | 0.35%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2822985 | PA      | $2822725.55   | 1.27%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838374 | PA      | $852067.10    | 0.38%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418ESB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815554 | PA      | $815329.66    | 0.37%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3167506 | PA      | $3201648.89   | 1.44%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418FEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642563 | PA      | $650974.78    | 0.29%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948867 | PA      | $944620.76    | 0.43%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31418FPT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731795 | PA      | $735178.05    | 0.33%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 31419DLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171827 | PA      | $168819.41    | 0.08%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                               | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341896.19    | 0.15%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                               | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340617.84    | 0.15%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                               | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420469.41    | 0.19%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv, Inc.                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240417.15    | 0.11%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                           | Five Corners Funding Trust II                                                     | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $234658.97    | 0.11%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                          | Flagstar Mortgage Trust                                                           | CUSIP: 33851MAA0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    421249 | PA      | $382202.57    | 0.17%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co.                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $455803.73    | 0.21%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF Mortgage Trust                                                              | CUSIP: 35690AAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320000 | PA      | $317289.09    | 0.14%             | 2049-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT Trust                                                                        | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459365 | PA      | $411091.64    | 0.19%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP/GLP Financing II, Inc.                                             | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    400000 | PA      | $358972.40    | 0.16%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                          | CUSIP: 36202DAP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1215 | PA      | $1252.30      | 0.00%             | 2029-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                          | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       892 | PA      | $929.01       | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust              | GS Mortgage-Backed Securities Corp. Trust                                         | CUSIP: 36260RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428814 | PA      | $354326.33    | 0.16%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509911.70    | 0.23%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $274702.78    | 0.12%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                          | CUSIP: 36296QRJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8291 | PA      | $8100.36      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner, Inc.                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396598.73    | 0.18%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489026.20    | 0.22%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                            | Goldman Sachs BDC, Inc.                                                           | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398332.15    | 0.18%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association REMICS                                   | CUSIP: 38379LH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12509 | PA      | $60.20        | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                          | CUSIP: 38381LTG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    724739 | PA      | $717935.54    | 0.32%             | 2065-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                           | HP, Inc.                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    600000 | PA      | $541006.25    | 0.24%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp. A Mutual Legal Reserve Co.                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226616.17    | 0.10%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot, Inc.                                                                  | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180417.06    | 0.08%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana, Inc.                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258058.29    | 0.12%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares, Inc.                                                       | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367339.77    | 0.17%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352481.15    | 0.16%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                         | Interstate Power & Light Co.                                                      | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182447.38    | 0.08%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain, Inc.                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    275000 | PA      | $263671.10    | 0.12%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust                                                          | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15114 | PA      | $14277.31     | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust                                                          | CUSIP: 46592EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564008 | PA      | $473128.09    | 0.21%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust                                                          | CUSIP: 46592KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757665 | PA      | $637474.61    | 0.29%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518839.98    | 0.23%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526676.67    | 0.24%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust                                                          | CUSIP: 46651GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71145 | PA      | $64453.66     | 0.03%             | 2050-02-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                    | JP Morgan Wealth Management                                                       | CUSIP: 46652HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119056 | PA      | $104608.27    | 0.05%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust                                                          | CUSIP: 46653PAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601384 | PA      | $540853.27    | 0.24%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust                                                          | CUSIP: 46653QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    648165 | PA      | $579895.77    | 0.26%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust                                                          | CUSIP: 46658RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575670 | PA      | $581783.79    | 0.26%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                           | John Deere Owner Trust                                                            | CUSIP: 477920AC6<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    498406 | PA      | $501737.00    | 0.23%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO VIII                          | KKR Group Finance Co. VIII LLC                                                    | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $178469.46    | 0.08%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr. Pepper, Inc.                                                           | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $221842.76    | 0.10%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                           | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398711.98    | 0.18%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                      | KeyBank NA                                                                        | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251675.05    | 0.11%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan, Inc.                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388851.96    | 0.18%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan, Inc.                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263464.97    | 0.12%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings, Inc.                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341967.88    | 0.15%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                                 | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    400000 | PA      | $266147.24    | 0.12%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings, Inc.                                                        | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250464.00    | 0.11%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                         | Liberty Mutual Group, Inc.                                                        | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106713.76    | 0.05%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $323954.90    | 0.15%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    750000 | PA      | $599384.33    | 0.27%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                           | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322184.15    | 0.15%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                          | Marathon Petroleum Corp.                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346133.34    | 0.16%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                          | Marathon Petroleum Corp.                                                          | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256691.01    | 0.12%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars, Inc.                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230924.73    | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars, Inc.                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609670.60    | 0.27%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology, Inc.                                                           | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262295.68    | 0.12%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $521200.97    | 0.23%             | 2031-02-22      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437312.01    | 0.20%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $476914.12    | 0.21%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519829.69    | 0.23%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361175.95    | 0.16%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp.                                                                 | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $519509.85    | 0.23%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                       | Nasdaq, Inc.                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $395241.34    | 0.18%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp, Inc.                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416268.45    | 0.19%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473769.75    | 0.21%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust              | Nissan Auto Receivables Owner Trust                                               | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200658.18    | 0.09%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                     | Nordson Corp.                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106923.62    | 0.05%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                            | Norfolk Southern Corp.                                                            | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264280.19    | 0.12%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd.                                                                      | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $254869.80    | 0.11%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                           | Old Republic International Corp.                                                  | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220178.37    | 0.10%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors, Inc.                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    250000 | PA      | $231670.94    | 0.10%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK, Inc.                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150275.31    | 0.07%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK, Inc.                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367834.90    | 0.17%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp.                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $536051.25    | 0.24%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp.                                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326757.72    | 0.15%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                   | PECO Energy Co.                                                                   | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    750000 | PA      | $501494.12    | 0.23%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group, Inc.                                                      | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325067.57    | 0.15%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group, Inc.                                                | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $339538.90    | 0.15%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group, Inc.                                                | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550649.54    | 0.25%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                      | PNC Bank NA                                                                       | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235065.04    | 0.11%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                       | PSMC Trust                                                                        | CUSIP: 693650AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717609 | PA      | $641709.98    | 0.29%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                       | PSMC Trust                                                                        | CUSIP: 693652AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82491 | PA      | $73479.78     | 0.03%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex, Inc.                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522013.43    | 0.24%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings, Inc.                                                             | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255081.88    | 0.11%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $385997.65    | 0.17%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $237135.45    | 0.11%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services, Inc.                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467638.19    | 0.21%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust                                                               | CUSIP: 74938FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358864 | PA      | $319741.24    | 0.14%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust                                                               | CUSIP: 74939KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520164 | PA      | $464231.03    | 0.21%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp.                                                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    400000 | PA      | $409902.76    | 0.18%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                               | Realty Income Corp.                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    250000 | PA      | $253939.82    | 0.11%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                           | Regions Financial Corp.                                                           | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468492.79    | 0.21%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $514779.83    | 0.23%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd.                                                      | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    250000 | PA      | $264115.96    | 0.12%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                              | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $417717.70    | 0.19%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180282.40    | 0.08%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                          | SBA Communications Corp.                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    350000 | PA      | $346113.92    | 0.16%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                           | Sequoia Mortgage Trust                                                            | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    217977 | PA      | $196919.42    | 0.09%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                           | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    500000 | PA      | $506197.60    | 0.23%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines, Inc./SkyMiles IP Ltd.                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $251685.12    | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block, Inc.                                                                       | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444851.33    | 0.20%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp.                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234810.13    | 0.11%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                       | STERIS Irish FinCo UnLtd Co.                                                      | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $369159.25    | 0.17%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                           | Sunoco LP/Sunoco Finance Corp.                                                    | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $400566.00    | 0.18%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp.                                                                   | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490362.07    | 0.22%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                         | Teachers Insurance & Annuity Association of America                               | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    300000 | PA      | $207814.49    | 0.09%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                      | Textron, Inc.                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225466.76    | 0.10%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank                                                             | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299911.67    | 0.14%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761773 | PA      | $765953.60    | 0.35%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470732 | PA      | $1477281.72   | 0.67%             | 2064-10-27      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                | Tractor Supply Co.                                                                | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155193.72    | 0.07%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                      | Truist Bank                                                                       | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296860.30    | 0.13%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp.                                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404960.55    | 0.18%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp.                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634998.51    | 0.29%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp.                                                            | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255732.04    | 0.12%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                      | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $401010.29    | 0.18%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America, Inc.                                                | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500163.00    | 0.23%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | U.S. Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503178.65    | 0.23%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | U.S. Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527199.11    | 0.24%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | U.S. Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258267.16    | 0.12%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2079140.62   | 0.94%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2154218.76   | 0.97%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1282519.53   | 0.58%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4250000 | PA      | $3880615.25   | 1.75%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $785742.19    | 0.35%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $384570.31    | 0.17%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $744609.38    | 0.34%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $866425.79    | 0.39%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2238164.07   | 1.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1823203.12   | 0.82%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3499179.67   | 1.58%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2795273.43   | 1.26%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $969023.44    | 0.44%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4250000 | PA      | $4308935.56   | 1.94%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4029531.24   | 1.82%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5043750.00   | 2.27%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3036562.50   | 1.37%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6167343.72   | 2.78%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2276630.87   | 1.03%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3500683.59   | 1.58%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $4411699.21   | 1.99%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3045937.50   | 1.37%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4094062.48   | 1.84%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                               | Valero Energy Corp.                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $552440.50    | 0.25%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                               | Valero Energy Corp.                                                               | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129479.65    | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                               | Valero Energy Corp.                                                               | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    650000 | PA      | $668289.29    | 0.30%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                     | VeriSign, Inc.                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452664.72    | 0.20%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications, Inc.                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $392588.91    | 0.18%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                             | Verizon Master Trust                                                              | CUSIP: 92348KCS0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1272410.38   | 0.57%             | 2030-04-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                       | VMware LLC                                                                        | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441858.74    | 0.20%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                     | Vontier Corp.                                                                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296830.68    | 0.13%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart, Inc.                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513915.85    | 0.23%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363373.34    | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517200.72    | 0.23%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617228.82    | 0.28%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517361.03    | 0.23%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust     | Wells Fargo Mortgage-Backed Securities Trust                                      | CUSIP: 95002JAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      7942 | PA      | $7555.16      | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust     | Wells Fargo Mortgage-Backed Securities Trust                                      | CUSIP: 95003FBR3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    525610 | PA      | $441915.37    | 0.20%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                  | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    500000 | PA      | $469039.10    | 0.21%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | Weyerhaeuser Co.                                                                  | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    300000 | PA      | $273605.92    | 0.12%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional US Government Money Market Fund                        | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   2675048 | NS      | $2675047.50   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                     | State Street Navigator Securities Lending Government Money Market Portfolio       | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    797228 | NS      | $797227.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** MADISON FUNDS

**Signature:** Greg Hoppe

**Name of Signer:** Greg Hoppe

**Title:** Chief Financial Officer