# EDGAR Filing Document

**Accession Number:** 0000912900
**File Stem:** 0000910472-26-003632
**Filing Date:** 2026-3
**Character Count:** 250905
**Document Hash:** db69291d193788e8e139415d55795b7a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-003632.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0000910472-26-003632

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRAXIS FUNDS
- **CENTRAL INDEX KEY:** 0000912900

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08056
- **FILM NUMBER:** 26704154

**BUSINESS ADDRESS:**
- **STREET 1:** 1110 N. MAIN ST.
- **CITY:** GOSHEN
- **STATE:** IN
- **ZIP:** 46527
- **BUSINESS PHONE:** 8009772947

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 483
- **CITY:** GOSHEN
- **STATE:** IN
- **ZIP:** 46527

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRAXIS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20110510

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MMA PRAXIS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19931229

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRAXIS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19931001

## Series and Classes Contracts Data

### Praxis Impact Bond Fund (Series ID: S000003160)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000008547 | Praxis Impact Bond Fund Class A | MIIAX           |
| C000035282 | Praxis Impact Bond Fund Class I | MIIIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Praxis Mutual Funds

- **b. Investment Company Act file number:** 811-08056

- **c. CIK number of Registrant:** 0000912900

- **d. LEI of Registrant:** 5493000A2TZD2B7R2O62

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

  - **Street Address 1:** 1110 N. Main Street

  - **City:** Goshen

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46527

  - **Telephone number:** 800-977-2947

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

- **a. Name of Series:** PRAXIS IMPACT BOND FUND

- **b. EDGAR series identifier (if any):** S000003160

- **c. LEI of Series:** 549300TB7KW4SLKSLR34

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1147230347.15

**Total Liabilities:** $3942721.64

**Net Assets:** $1143287625.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1325.30523274 | **1-Year:** 35844.86820672 | **5-Year:** 194354.93841139 | **10-Year:** 288681.08456616 | **30-Year:** 130058.82203874

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008547 | -3.06%               | -3.15%               | -4.10%               |
| Class ID C000035282 | 0.73%                | 0.62%                | -0.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $129941.60               | $4124175.60                                |
| Month 2  | $119611.76               | $4074030.62                                |
| Month 3  | $118480.69               | $-6679914.68                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Incorporated                                                                              | Aflac Inc 4.00%, Due 10/15/2046                                           | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1128516.36   | 0.10%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                       | Corebridge Glob Funding 5.20%, Due 01/12/2029                             | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512852.32    | 0.04%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                        | AT&T, Inc. 4.75%, Due 05/15/2046                                          | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1732868.22   | 0.15%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                        | AT&T, Inc. 5.25%, Due 03/01/2037                                          | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505908.48    | 0.04%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                     | Abbvie Inc. 2.95%, Due 11/21/2026                                         | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496105.15    | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                             | African Development Bank 3.50% Due 09/18/2029                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987342.82   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree LP                                                                                        | Agree LTD Partnership 2.9% Due 10/1/2030                                  | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $608242.28    | 0.05%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                                        | Agree LTD Partnership 4.80%, 10/01/2032                                   | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    715000 | PA      | $720204.25    | 0.06%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                                  | AIR PRODUCTS AND CHEMICALS INC 4.85%, DUE 02/08/2034                      | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016673.27   | 0.09%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                              | Alcon Finance Corp. 2.60% DUE 05/27/2030                                  | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1162171.70   | 0.10%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                           | Alexandria Real Estate 2.95% Due 3/15/2034                                | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $856279.72    | 0.07%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                           | Alexandria Real Estate Equities, Inc. 4.75% Due 04/15/2035                | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1203072.13   | 0.11%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                                 | ALIGNED DATA CENTERS ISSUERS 6.00% 08/17/2048                             | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1521445.80   | 0.13%             | 2048-08-17      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| The Allstate Corporation                                                                        | ALLSTATE CORP 5.25% Due 03/30/2033                                        | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040894.81   | 0.09%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                                         | AMEREN ILL CO 5.9% Due 12/01/2052                                         | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2329709.38   | 0.20%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ameren Missouri Securitization Funding I LLC                                                    | Ameren Missouri 4.85% Due 10/01/2041                                      | CUSIP: 023940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2986811 | PA      | $3005970.86   | 0.26%             | 2039-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                                    | American National Group 5.75% Due 10/01/2029                              | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1914395.58   | 0.17%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                        | American Express Co 5.019% Due 04/25/2031                                 | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515272.92    | 0.05%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                       | American Homes 4 Rent 5.50%, Due 02/01/2034                               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2065187.34   | 0.18%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                                       | American Municipal Power Ohio, Inc., Rev. Taxable-Hydroelectric Projects  | CUSIP: 02765UEP5<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    770000 | PA      | $796297.12    | 0.07%             | 2028-02-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| American Tower Trust I                                                                          | American Tower Trust I 3.625%, 03/23/28                                   | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1980130.40   | 0.17%             | 2028-03-23      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                                     | American Water Capital Corporation 2.8%, DUE 05/01/2030                   | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1421892.89   | 0.12%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                      | Amgen Incorporated 3.00%, Due 02/22/2029                                  | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2422481.20   | 0.21%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Andrew W. Mellon Foundation                                                                     | ANDREW W MELLON FNDTN .947% DUE 08/01/2027                                | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1003094.66   | 0.09%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                      | Apple, Inc. 3.0%, Due 06/20/2017                                          | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991447.46    | 0.09%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                      | Apple, Inc. 2.65%, Due 05/11/2050                                         | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $625137.60    | 0.05%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                      | Apple, Inc. 2.65%, Due 02/08/2051                                         | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1236344.46   | 0.11%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                                          | Asian Development Bank 3.125%, Due 09/26/2028                             | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $987001.00    | 0.09%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                           | ATHENE GLOBAL FUNDING 5.5830%, Due 01/09/2029                             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2054448.38   | 0.18%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                                      | Avery Dennison Corp 2.65% DUE 04/30/2030                                  | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1166304.79   | 0.10%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Avista Corporation                                                                              | Avista Corp 4% Due 4/1/2052                                               | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $748301.42    | 0.07%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                                            | Bank of America Credit Card Trust 4.98% Due 11/15/2028                    | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   4116000 | PA      | $4158722.85   | 0.36%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                           | Bank of America Corporation 4.271%, Due 07/23/2029                        | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004583.47   | 0.09%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                           | Bank of America 0.981%, DUE 09/25/2025                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1352854.74   | 0.12%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                           | Bank of America 2.972% Due 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $914504.39    | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                           | Bank of America 5.464% Due 05/09/2036                                     | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520511.05    | 0.05%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                | Bank of Montreal 5.203% Due 02/28/2028                                    | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1794319.91   | 0.16%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                               | BANK NEW YORK MELLON CORP 4.967% Due 4/26/34                              | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039016.62   | 0.18%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Beacon Container Finance II LLC                                                                 | BEACON CONTAINER FINANCE 2.25%, DUE 10/22/2046                            | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1449584 | PA      | $1355543.29   | 0.12%             | 2046-10-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Bluehub Loan Fund, Inc.                                                                         | Bluehub Loan Fund 3.099% DUE 01/01/2030                                   | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $952879.50    | 0.08%             | 2030-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University                                                               | LELAND STANFORD JR UNIV CALIF 3.46%, DUE 05/01/2047                       | CUSIP: 09659DAB2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $1844662.54   | 0.16%             | 2047-05-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                                 | Borgwarner Inc 2.65% DUE 07/1/2027                                        | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    601000 | PA      | $588870.16    | 0.05%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                            | Boston Properties LP 4.5%, Due 12/01/2028                                 | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258079.08   | 0.11%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                         | Brookfield Finance, Inc. 4.25%, Due 06/02/2026                            | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1570445.24   | 0.14%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                                                  | Brooklyn Union Gas Company 4.504%, Due 03/10/2046                         | CUSIP: 114259AP9<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1028618.03   | 0.09%             | 2046-03-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                | Burlington Northern Santa Fe, LLC 5.75%, Due 05/01/2040                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2195870.64   | 0.19%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                                              | CCL Industries 3.05% DUE 06/01/2030                                       | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1649617.38   | 0.14%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding Llc                                                                                 | CLI Funding 2.72% Due 1/18/2047                                           | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912089 | PA      | $846951.29    | 0.07%             | 2047-01-18      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                                       | Commercial Mortgage Pass Through Certificates Series 2012-CR4 Class A3    | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32965 | PA      | $32282.00     | 0.00%             | 2045-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Caledonia Generating LLC                                                                        | CALEDONIA GENERA - NEWCAL 1.95%, DUE 02/28/2034                           | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1331108 | PA      | $1179109.71   | 0.10%             | 2034-02-28      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| California Endowment Inc.                                                                       | CALIFORNIA ENDOWMENT SR BD 2.498%, DUE 04/01/2051                         | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $2655958.01   | 0.23%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Calvert Impact Capital Inc.                                                                     | Calvert Impact Capital, Inc. 4.00% 06/15/28                               | CUSIP: 13162EKS4<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1163672.17   | 0.10%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Calvert Impact Capital Inc.                                                                     | CALVERT IMPACT CAPITAL 5.00%, Due 12/15/2028                              | CUSIP: 13162EME3<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445295.36    | 0.04%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calvert Impact Capital Inc.                                                                     | Calvert Impact Capital 5.0% 06/15/2029                                    | CUSIP: 13162ENS1<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1765472.15   | 0.15%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calvert Impact Capital Inc.                                                                     | Calvert Impact Capital 4.5% Due 12/14/2029                                | CUSIP: 13162EQE9<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    550000 | PA      | $531291.96    | 0.05%             | 2029-12-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calvert Impact Capital Inc.                                                                     | Calvert Impact Capital Inc. 4.5% Due 06/14/2030                           | CUSIP: 13162ERS7<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1715883.29   | 0.15%             | 2030-06-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calvert Impact Capital Inc.                                                                     | Calvert Impact Capital 4.5% Due 12/13/2030                                | CUSIP: 13162ETE6<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954236.71    | 0.08%             | 2030-12-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calvert Impact Climate Inc.                                                                     | Calvert Impact Climate 5.50% 12/15/53                                     | CUSIP: 13162GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985802 | PA      | $846879.86    | 0.07%             | 2053-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                           | Camden Property 2.8% DUE 05/15/2030                                       | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1415538.90   | 0.12%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                | Canadian Pacific Railway 2.05% DUE 03/05/2030                             | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1608305.07   | 0.14%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Capital Impact Partners                                                                         | CAPITAL IMPACT PARTNERS 5.00%, Due 12/15/2026                             | CUSIP: 14020AEF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $502982.74    | 0.04%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Impact Partners                                                                         | Capital Impact Partners 4.5% Due 06/15/2026                               | CUSIP: 14020AFB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1805421.11   | 0.16%             | 2026-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                    | Cargill, Inc. 4.76%, Due 11/23/2045                                       | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1355007.48   | 0.12%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                         | Centerpoint Energy Houston 5.3% Due 10/01/2053                            | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953897.11    | 0.08%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Central American Bank For Economic Integration - Banco Centroamericano De Integracion Economica | Central American Bank 0.0114                                              | CUSIP: 15238PAG1<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | US        |   1200000 | PA      | $1195457.83   | 0.10%             | 2026-02-09      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                  | Citigroup Inc 2.572% DUE 06/03/2031                                       | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1853063.78   | 0.16%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                              | Coca-Cola Company 3.45% Due 03/25/2030                                    | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490396.00    | 0.04%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola FEMSA SAB de CV                                                                       | Coca-Cola Femsa SAB CV 1.850% Due 09/01/2032                              | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $844600.30    | 0.07%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                             | Comcast Corp. 3.3% Due 04/01/2027                                         | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496630.44    | 0.04%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                             | Comcast Corporation 4.75%, Due 03/01/2044                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    672000 | PA      | $377579.94    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                             | Comcast Corp. 4.65% Due 02/15/2033                                        | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003687.90   | 0.09%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Community Preservation Corporation                                                              | Community Preservation 2.867% DUE 02/01/2030                              | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2320200.00   | 0.20%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Conservation Fund / Sustainable Conservation Inc                                                | Conservation Fund 3.474% due 12/15/19                                     | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $504415.12    | 0.04%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                   | Consolidated Edison Co 3.35% DUE 04/01/2030                               | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968397.59    | 0.08%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                                           | Cousins Properties LP 5.375% Due 02/15/2032                               | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1699034.09   | 0.15%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                              | CyrusOne Data Centers Issuer 4.50% due 05/20/2049                         | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2525000 | PA      | $2464223.50   | 0.22%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                           | DNKN 2021-1A A2II Mortgage 2.493% Due 11/20/2051                          | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1944000 | PA      | $1840925.23   | 0.16%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                  | DTE ENERGY CO 4.875% Due 06/01/2028                                       | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525980.20   | 0.13%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                                | DTE Electric Co. 4.05%, Due 05/15/2048                                    | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1420313.39   | 0.12%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                                | DTE Electric Company 3.65% Due 3/1/2052                                   | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $553802.84    | 0.05%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                        | John Deere Corp 3.05% DUE 01/06/2028                                      | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1233462.40   | 0.11%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                        | John Deere Capital 1.75% DUE 03/09/2027                                   | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244164.70    | 0.02%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, L.P.                                                                      | Digitial Realty Trust L.P. 2.65%, Due 02/08/2051                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2310909.84   | 0.20%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas  LLC                                                                      | Duke Energy Carolinas 3.55% Due 3/15/2052                                 | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1580725.76   | 0.14%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                        | Duke Energy, LLC. 3.450%    Due 03/15/2029                                | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1722558.71   | 0.15%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                        | DUKE ENERGY PROGRESS NC 2.799%, DUE 07/01/2041                            | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1162777.35   | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas NC Storm Funding II LLC                                                   | Duke Energy NC ST FDG II 5.07% Due 01/01/2046                             | CUSIP: 26443UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2988408.00   | 0.26%             | 2046-01-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                                       | DUKE ENERGY PROGRESS NC 2.799%, DUE 07/01/2041                            | CUSIP: 26444BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1529090.74   | 0.13%             | 2041-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance, LLC                                                        | Duke Energy Florida Project Finance, LLC 3.1120% due 09/01/2036           | CUSIP: 26444GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1290980.34   | 0.11%             | 2036-09-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress SC Storm Funding LLC                                                       | Duke Energy Progress SC Storm Funding LLC 5.404% due 03/01/2044           | CUSIP: 26445CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631870 | PA      | $642912.16    | 0.06%             | 2044-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                               | ERP Operating L.P. 4.15%, due 12/01/2028                                  | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1256118.14   | 0.11%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                     | EcoLab Inc 4.8% DUE 03/24/2030                                            | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143547.17    | 0.01%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                     | Ecolab, Inc. 2.75%, DUE 08/18/2055                                        | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $884461.04    | 0.08%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                              | ESSEX Portfolio LP 2.65% DUE 03/15/2032                                   | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1337283.90   | 0.12%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                              | Essex Portfolio LP 5.50%, Due 04/01/2034                                  | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258941.30    | 0.02%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                 | Estee Lauder Co. 2.6% DUE 04/15/2030                                      | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938895.00    | 0.08%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                        | European Investment Bank 2.125%, Due 04/13/2026                           | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $995440.13    | 0.09%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                        | European Investment Bank 2.375%, Due 05/24/2027                           | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   4000000 | PA      | $3935298.16   | 0.34%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                                            | Experian Financial PLC 2.750%, DUE 03/08/2030                             | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | US        |    635000 | PA      | $596360.00    | 0.05%             | 2030-03-08      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                                              | F&G GLOBAL FUNDING 2.3%, DUE 04/11/2027                                   | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    535000 | PA      | $522363.66    | 0.05%             | 2027-04-11      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G01217                       | CUSIP: 31283HK61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10736 | PA      | $11284.65     | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #D99701                       | CUSIP: 3128E6X69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251439 | PA      | $244650.80    | 0.02%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #A49813                       | CUSIP: 3128KA3W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17344 | PA      | $18141.82     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G01890                       | CUSIP: 3128LXC32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45231 | PA      | $45674.13     | 0.00%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G02194                       | CUSIP: 3128LXNK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17766 | PA      | $18596.03     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G02254                       | CUSIP: 3128LXQF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12918 | PA      | $13521.83     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G02408                       | CUSIP: 3128M4AH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14826 | PA      | $15518.59     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G03158                       | CUSIP: 3128M4ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6587 | PA      | $6952.58      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G04913                       | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78428 | PA      | $80739.13     | 0.01%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G05535                       | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81557 | PA      | $82357.73     | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G06784                       | CUSIP: 3128M82R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125874 | PA      | $121455.02    | 0.01%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G06766                       | CUSIP: 3128M8Z72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103982 | PA      | $107054.08    | 0.01%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G07504                       | CUSIP: 3128M9U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253416 | PA      | $255437.25    | 0.02%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC GOLD 3.50%  Due 03/01/2049                                          | CUSIP: 3128MJ6B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387463 | PA      | $362848.54    | 0.03%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G08348                       | CUSIP: 3128MJL65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125355 | PA      | $129055.94    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G08636                       | CUSIP: 3128MJV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298097 | PA      | $283018.07    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G08609                       | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260057 | PA      | $247481.29    | 0.02%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G08615                       | CUSIP: 3128MJVH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236148 | PA      | $224678.98    | 0.02%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G18446                       | CUSIP: 3128MMP80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58928 | PA      | $58255.95     | 0.01%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #C91027                       | CUSIP: 3128P7D83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7326 | PA      | $7523.10      | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #C91581                       | CUSIP: 3128P7XJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191432 | PA      | $186269.90    | 0.02%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp. 0.00%, Due 11/15/2038                    | CUSIP: 3128X74S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4331000 | PA      | $2379823.56   | 0.21%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #C03517                       | CUSIP: 31292K4A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117766 | PA      | $118681.24    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #C03744                       | CUSIP: 31292LER2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58675 | PA      | $57469.55     | 0.01%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #C04306                       | CUSIP: 31292LYB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591759 | PA      | $547897.12    | 0.05%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #C09022                       | CUSIP: 31292SAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339794 | PA      | $314519.03    | 0.03%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #A86951                       | CUSIP: 312933WL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82345 | PA      | $83153.45     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #A89870                       | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74681 | PA      | $75414.76     | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #A16232                       | CUSIP: 31296Q4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11225 | PA      | $11392.66     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #A35795                       | CUSIP: 31297RNL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29857 | PA      | $30529.49     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #C42981                       | CUSIP: 31298BJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5968 | PA      | $6272.94      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #C43027                       | CUSIP: 31298BLG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8394 | PA      | $8583.11      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | FEDERAL HOME LOAN BANK 3.25%, DUE 11/16/2028                              | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $12925296.15  | 1.13%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Bank 2.59%, Due 03/19/2040                              | CUSIP: 3130AJB24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3052196.12   | 0.27%             | 2040-03-19      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Bank 2.34%, DUE 03/26/2040                              | CUSIP: 3130AJD97<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $738714.86    | 0.06%             | 2040-03-26      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Bank 2.07%, Due 06/29/2040                              | CUSIP: 3130AJRH4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1715000 | PA      | $1211861.02   | 0.11%             | 2040-06-29      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Bank 2.01%, Due 07/16/2040                              | CUSIP: 3130AJSU4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2685000 | PA      | $1842139.78   | 0.16%             | 2040-07-16      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | FEDERAL HOME LOAN BANKS 1.25% Due 12/21/2026                              | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3913646.12   | 0.34%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | FEDERAL HOME LOAN BANKS 4.5% Due 3/10/2028                                | CUSIP: 3130ATS57<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3062717.58   | 0.27%             | 2028-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | FEDERAL HOME LOAN BANKS 4.25% Due 12/10/2027                              | CUSIP: 3130ATUS4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  11000000 | PA      | $11158602.62  | 0.98%             | 2027-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | FEDERAL HOME LOAN BANKS 1.25% Due 12/21/2026                              | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3200000 | PA      | $3241074.08   | 0.28%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Bank 4.125%, Due 01/15/2027                             | CUSIP: 3130AYPN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $7044815.19   | 0.62%             | 2027-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Bank 2.59%, Due 03/19/2040                              | CUSIP: 3130B14R5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7200000 | PA      | $7413940.08   | 0.65%             | 2044-03-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp. 1.50%, Due 04/01/2036                    | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3925628 | PA      | $3563586.25   | 0.31%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC SUPER 30Y FIXED 2% Due 2/1/37                                       | CUSIP: 3132D6BJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3185470 | PA      | $2950517.59   | 0.26%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC 3.5% Due 07/01/2049                                                 | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    621642 | PA      | $581077.58    | 0.05%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA 3.0% DUE 09/01/2049                                                  | CUSIP: 3132DV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    740147 | PA      | $664011.37    | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Super 30Y Fixed 3% DUE 07/1/2050                                    | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1823242 | PA      | $1618689.99   | 0.14%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Super 30Y Fixed 2% DUE 08/01/2050                                   | CUSIP: 3132DV7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2682958 | PA      | $2184820.70   | 0.19%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Super 30Y 1.5% Due 11/01/2050                                       | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7011293 | PA      | $5409775.54   | 0.47%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Super 30Y Fixed 3% DUE 07/1/2050                                    | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6607547 | PA      | $5393060.63   | 0.47%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Super 30Y Fixed 2%, DUE 08/01/2051                                  | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2753018 | PA      | $2238393.71   | 0.20%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Super 30Y Fixed 0.025                                               | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6466785 | PA      | $5514432.37   | 0.48%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp. 2.500%, Due 02/01/2052                   | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5365247 | PA      | $4563190.48   | 0.40%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp 2.5% Due 9/1/2051                         | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2537390 | PA      | $2152318.88   | 0.19%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp 3.00% Due 07/01/2052                      | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14882032 | PA      | $13187354.66  | 1.15%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp. 4.00%, Due 07/01/2052                    | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4792574 | PA      | $4573814.43   | 0.40%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC 2% Due 4/1/52                                                       | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4073859 | PA      | $3302770.58   | 0.29%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation 6.25%, Due 07/15/2032              | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4691073 | PA      | $4157479.86   | 0.36%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp. 2.50%, Due 05/01/2052                    | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5689749 | PA      | $4835662.95   | 0.42%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp. 3.00%, Due 05/01/2052                    | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7987675 | PA      | $7089790.25   | 0.62%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC SUPER 30Y FIXED 4% Due 10/1/52                                      | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9796414 | PA      | $9344808.09   | 0.82%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp 4.00% Due 08/01/2052                      | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4851888 | PA      | $4630418.72   | 0.41%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC SUPER 30Y FIXED 3.5% Due 9/1/52                                     | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10719661 | PA      | $9934629.15   | 0.87%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC 4.5% Due 09/01/2052                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8074781 | PA      | $7920003.79   | 0.69%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp. 5.50%, Due 05/01/2053                    | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5347919 | PA      | $5440918.30   | 0.48%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #Q00876                       | CUSIP: 3132GD6M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233283 | PA      | $234976.63    | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #Q04096                       | CUSIP: 3132GKGD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139865 | PA      | $136948.88    | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #Q06065                       | CUSIP: 3132GRCA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218951 | PA      | $210087.73    | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #Q08998                       | CUSIP: 3132GUKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265157 | PA      | $254587.57    | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #Q09005                       | CUSIP: 3132GUKS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260580 | PA      | $249870.21    | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #Q10381                       | CUSIP: 3132HLM67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309284 | PA      | $295998.27    | 0.03%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #Q18259                       | CUSIP: 3132J9TR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444760 | PA      | $411446.31    | 0.04%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #Q40598                       | CUSIP: 3132WDUY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    521006 | PA      | $473490.44    | 0.04%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G67709                       | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1388341 | PA      | $1312778.94   | 0.11%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #G60989                       | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1270145 | PA      | $1155553.85   | 0.10%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                       | Federal Farm Credit Bank 1.95% Due 08/13/2040                             | CUSIP: 3133EL3Q5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4937000 | PA      | $3367483.81   | 0.29%             | 2040-08-13      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool FR RA6649                     | CUSIP: 3133KNL68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4917813 | PA      | $3987734.86   | 0.35%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Bank 5.50%, Due 07/15/2036                              | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  23620000 | PA      | $25846701.81  | 2.26%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation Pool #FH781632                     | CUSIP: 31349SY56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14364 | PA      | $14775.20     | 0.00%             | 2034-05-01      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation 6.25%, Due 07/15/2032              | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   7050000 | PA      | $7985012.24   | 0.70%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp. 2.050%, Due 08/19/2050                   | CUSIP: 3134GWQD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $1352561.93   | 0.12%             | 2050-08-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association 6.625%, Due 11/15/2030              | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  12750000 | PA      | $14376177.84  | 1.26%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association .875% DUE 08/5/2030                 | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  24000000 | PA      | $21174871.20  | 1.85%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Fannie Mae .75% Due 10/08/2027                                            | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   8000000 | PA      | $7626710.40   | 0.67%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Series 2018-M8 Class A2             | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1575891 | PA      | $1558347.75   | 0.14%             | 2028-06-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association FR, Due 09/25/2028                  | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2826817 | PA      | $2804111.43   | 0.25%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FANNIE MAE REMIC TR 2019-M22 2.522% 8/27/29                               | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5228627 | PA      | $4998270.58   | 0.44%             | 2029-08-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FNMA Remic 2.500% Due 10/25/2037                                          | CUSIP: 3136B8UA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1282778 | PA      | $1150064.39   | 0.10%             | 2037-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA 2020-M53 A2 1.68350% Due 11/25/2032                                  | CUSIP: 3136BC7H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5000000 | PA      | $4209128.00   | 0.37%             | 2032-11-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA-ACES 1.38345% Due 12/25/2030 1.38345% Due 12/25/2030                 | CUSIP: 3136BDXH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5000000 | PA      | $4389152.50   | 0.38%             | 2030-12-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNA 2021-M1G FLOAT                                                        | CUSIP: 3136BFRV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3000000 | PA      | $2633194.50   | 0.23%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNA 2021-M3G A2 (FANNIEMAE-ACES) 1.25043% Due 01/25/2031                  | CUSIP: 3136BG3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  16000000 | PA      | $13991451.20  | 1.22%             | 2031-01-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FNA 2021-M2G A2 (FANNIEMAE-ACES) 1.37556% Due 03/25/2031                  | CUSIP: 3136BHB73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $867628.50    | 0.08%             | 2031-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA Remic Trust 1.249% Due 12/25/2030                                    | CUSIP: 3136BLQ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4000000 | PA      | $3488817.60   | 0.31%             | 2030-12-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA Remic Trust 2022 1.583% Due 09/25/2031                               | CUSIP: 3136BLRM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1125000 | PA      | $975949.09    | 0.09%             | 2031-09-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association 3.759% Due 08/25/2032               | CUSIP: 3136BPHK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   6000000 | PA      | $5829325.80   | 0.51%             | 2032-08-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Fanniemae-Aces Flt. Rate, Due 04/25/2033                                  | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2000000 | PA      | $2012631.80   | 0.18%             | 2033-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #255899                        | CUSIP: 31371MGG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36171 | PA      | $37817.19     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                                            | Federal Realty 1.25%, DUE 02/15/2026                                      | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512874.00    | 0.04%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                                            | FEDERAL REALTY OP LP 5.375% Due 5/1/2028                                  | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1537442.49   | 0.13%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #357486                        | CUSIP: 31376KCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13625 | PA      | $13994.70     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Series KG04 Class A2 1.487%, DUE 11/25/2030                         | CUSIP: 3137F84S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  16167800 | PA      | $14338212.95  | 1.25%             | 2030-11-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Remic Series 1.234% Due 02/25/2030                                  | CUSIP: 3137FFXK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    975586 | PA      | $918026.94    | 0.08%             | 2030-02-25      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC REMIC K-G05                                                         | CUSIP: 3137FFXL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3328000 | PA      | $2987264.72   | 0.26%             | 2031-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FREMF 2.939% 04/25/2029                                                   | CUSIP: 3137FMCZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   7000000 | PA      | $6770155.70   | 0.59%             | 2029-04-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FREMF 2.875% Due 04/25/2026                                               | CUSIP: 3137FMD25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1193461 | PA      | $1187653.91   | 0.10%             | 2026-04-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FREMF 2.875% Due 04/25/2026                                               | CUSIP: 3137FMD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1340422 | PA      | $1317830.07   | 0.12%             | 2029-04-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA  2.412% Due 8/25/2029                                                | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5780000 | PA      | $5488022.14   | 0.48%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Remic Series 2019 2.459% Due 07/22/2033                             | CUSIP: 3137FQKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3000000 | PA      | $2575136.10   | 0.23%             | 2033-07-25      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC REMIC SERIES 1.297% Due 6/25/2030                                   | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  13000000 | PA      | $11567532.60  | 1.01%             | 2030-06-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Freddie Mac 1.78283%, Due 06/25/2034                                      | CUSIP: 3137FWHZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2084061 | PA      | $1741155.23   | 0.15%             | 2034-06-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corp. 1.406%, Due 08/25/2030                   | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2000000 | PA      | $1782863.80   | 0.16%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal Home Loan Mortgage Corporation 2.522% 8/27/29                     | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5324300 | PA      | $4758959.97   | 0.42%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | FHLMC K-1520 FLOATER                                                      | CUSIP: 3137FYTX4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   4000000 | PA      | $3309988.40   | 0.29%             | 2036-02-25      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHMR 2021-P0009 A2 1.878%, DUE 01/25/31                                   | CUSIP: 3137H13V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2720745 | PA      | $2463575.56   | 0.22%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | FHLMC MULTIFAMILY FHMS KG06 A2                                            | CUSIP: 3137H4C65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   5000000 | PA      | $4402573.50   | 0.39%             | 2031-10-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Mortgage Corp. 2.154%, Due 10/25/2031                   | CUSIP: 3137H4R36<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   4000000 | PA      | $3589751.60   | 0.31%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | FHLMC REMIC SERIES K-SG2 20311125 2.091%, DUE 11/15/2031                  | CUSIP: 3137H4S84<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |  11700000 | PA      | $10415364.57  | 0.91%             | 2031-11-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Mortgage Corp. 2.127%, Due 11/25/2031                   | CUSIP: 3137H4SH4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   9000000 | PA      | $8048511.90   | 0.70%             | 2031-11-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal Home Loan Mortgage Corp. 2.347% 11/25/2031                        | CUSIP: 3137H5DP9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |  11900000 | PA      | $10761982.77  | 0.94%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                          | FHLMC REMIC 2.25% Due 01/25/2032                                          | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5000000 | PA      | $4482652.50   | 0.39%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Remic Series 2.35% Due 03/25/2032                                   | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  10000000 | PA      | $8986203.00   | 0.79%             | 2032-03-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC 2.45%, Due 04/25/2032                                               | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   7100000 | PA      | $6407598.77   | 0.56%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC SUPER 30Y FIXED 2.65% Due 5/25/32                                   | CUSIP: 3137H7MF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  12450000 | PA      | $11319007.14  | 0.99%             | 2032-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC Remic Series 2.58% Due 05/25/2032                                   | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1875000 | PA      | $1704986.25   | 0.15%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FHLMC 2.25%, DUE 10/22/2046                                               | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5710000 | PA      | $5339295.38   | 0.47%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AH9034                        | CUSIP: 3138ABBC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2354 | PA      | $2347.46      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AJ4050                        | CUSIP: 3138AVQC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94464 | PA      | $92425.06     | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AJ5303                        | CUSIP: 3138AW3M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111327 | PA      | $108912.87    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AJ7689                        | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133429 | PA      | $130494.35    | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AJ8480                        | CUSIP: 3138E1M61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193963 | PA      | $189696.50    | 0.02%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AJ9332                        | CUSIP: 3138E2LN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425088 | PA      | $417956.92    | 0.04%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AL2861                        | CUSIP: 3138EKFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446349 | PA      | $427234.26    | 0.04%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AL6847                        | CUSIP: 3138EPTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588355 | PA      | $558984.51    | 0.05%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #A02977                        | CUSIP: 3138LTJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221568 | PA      | $212217.22    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AP1949                        | CUSIP: 3138M5EX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306347 | PA      | $283340.88    | 0.02%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AP2465                        | CUSIP: 3138M5W39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337376 | PA      | $312040.44    | 0.03%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AP7534                        | CUSIP: 3138MBLQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58868 | PA      | $58163.76     | 0.01%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AQ9362                        | CUSIP: 3138MRML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68757 | PA      | $67854.11     | 0.01%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AS3945                        | CUSIP: 3138WDL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498177 | PA      | $484449.30    | 0.04%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool FN AS8591                      | CUSIP: 3138WJRM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653770 | PA      | $624699.47    | 0.05%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AT5895                        | CUSIP: 3138WTRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383556 | PA      | $354493.89    | 0.03%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association 5.625%, Due 07/15/2037              | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  14250000 | PA      | $15701156.02  | 1.37%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #725554                        | CUSIP: 31402DBX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11856 | PA      | $12064.33     | 0.00%             | 2034-05-01      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #735060                        | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31782 | PA      | $33143.96     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #738252                        | CUSIP: 31402UEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7526 | PA      | $7725.53      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #745002                        | CUSIP: 31403CU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17088 | PA      | $17652.63     | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #FN807967                      | CUSIP: 31406ETY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20115 | PA      | $20831.56     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #FN831544                      | CUSIP: 31407HZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9638 | PA      | $10192.89     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #FN836283                      | CUSIP: 31407PCU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27276 | PA      | $28008.23     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #BC0830                        | CUSIP: 3140EU4Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502466 | PA      | $457505.05    | 0.04%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #BE5067                        | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    837309 | PA      | $794948.22    | 0.07%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FNMA #2336 2.91% due 04/01/2026                                           | CUSIP: 3140HTSQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2983844.67   | 0.26%             | 2026-04-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #BM5573                        | CUSIP: 3140JAFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087220 | PA      | $1043083.84   | 0.09%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association 3.50%, Due 08/01/2049               | CUSIP: 3140JQRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1272892 | PA      | $1189216.53   | 0.10%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FNMA 1.41% Due 2/1/31                                                     | CUSIP: 3140LBD83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2629341.96   | 0.23%             | 2031-02-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FNMA MBS 1.82% Due 06/01/2031                                             | CUSIP: 3140LCHA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1761049.46   | 0.15%             | 2031-06-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association 3% Due 07/01/2052                   | CUSIP: 3140LF3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3949068 | PA      | $3775868.91   | 0.33%             | 2029-05-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association 2.50%, Due 12/01/2051               | CUSIP: 3140QMUZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7468775 | PA      | $6345819.57   | 0.56%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association 3.50%, Due 05/01/2052               | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6646817 | PA      | $6160050.97   | 0.54%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association 5.00%, Due 06/01/2053               | CUSIP: 3140QSK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3526825 | PA      | $3530435.40   | 0.31%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #FN891596                      | CUSIP: 31410MRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8949 | PA      | $9328.49      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #FN902370                      | CUSIP: 31411AQX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13787 | PA      | $14415.06     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #917955                        | CUSIP: 31411XZU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1764 | PA      | $1774.39      | 0.00%             | 2037-05-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AB2089                        | CUSIP: 31416XKB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123685 | PA      | $121079.99    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AB5463                        | CUSIP: 31417CB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420902 | PA      | $389315.81    | 0.03%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AB6812                        | CUSIP: 31417DSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102448 | PA      | $101181.06    | 0.01%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                         | Federal National Mortgage Association Pool #MA1275                        | CUSIP: 31418AMZ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    287617 | PA      | $278410.25    | 0.02%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | FN MA3495 4.0% due 10/1/2048                                              | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382589 | PA      | $369485.50    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA 5% Due 8/01/2051                                                     | CUSIP: 31418D3G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11225730 | PA      | $9127297.76   | 0.80%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal National Mortgage Association Pool #AS3945                        | CUSIP: 31418D6B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4671477 | PA      | $3792422.14   | 0.33%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA 3.50% Due 05/01/2049                                                 | CUSIP: 31418DB92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314944 | PA      | $294457.46    | 0.03%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FN MA3687 4.0% due 06/01/2049                                             | CUSIP: 31418DCZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482322 | PA      | $460362.51    | 0.04%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA 3.0% DUE 09/01/2049                                                  | CUSIP: 31418DFQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    709562 | PA      | $636572.27    | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FN MA3930 MTGE 2.5% DUE 02/01/2035                                        | CUSIP: 31418DLL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    745756 | PA      | $712755.45    | 0.06%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA UMBS 30 YR 2.5% DUE 07/01/2020                                       | CUSIP: 31418DQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2444971 | PA      | $2091437.59   | 0.18%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA UMBS 3.0%, DUE 06/01/2050                                            | CUSIP: 31418DQA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1466465 | PA      | $1311505.06   | 0.11%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA UMBS LNG 30 YEAR 2.5% DUE 08/01/2050                                 | CUSIP: 31418DRS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1730908 | PA      | $1479024.22   | 0.13%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal National Mortgage Association 3.00%, DUE 08/01/2050               | CUSIP: 31418DRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2602362 | PA      | $2324946.27   | 0.20%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA 4812 Mortgage 2.00% Due 11/01/2050                                   | CUSIP: 31418DUG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4454560 | PA      | $3634424.24   | 0.32%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal National Mortgage Association 2.00%, DUE 01/01/2051               | CUSIP: 31418DV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7965462 | PA      | $6499726.49   | 0.57%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA UMBS 0.02                                                            | CUSIP: 31418DWR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4731758 | PA      | $3858103.07   | 0.34%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FN MA4306 Mortgage 2.50%, Due 04/01/2051                                  | CUSIP: 31418DYC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13144447 | PA      | $11214411.76  | 0.98%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA  2.412% Due 8/25/2029                                                | CUSIP: 31418EDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4864873 | PA      | $4136067.84   | 0.36%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA UMBS LNG 30 YEAR 3.5% Due 05/01/2052                                 | CUSIP: 31418EDE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13840848 | PA      | $12827243.03  | 1.12%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal National Mortgage Association 3% Due 07/01/2052                   | CUSIP: 31418EE30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4123196 | PA      | $3658156.33   | 0.32%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal National Mortgage Association 4.50%, Due 07/01/2052               | CUSIP: 31418EE63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11529448 | PA      | $11302508.41  | 0.99%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FNMA UMBS LNG 30 YEAR 4.5% Due 8/1/52                                     | CUSIP: 31418EGK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5399780 | PA      | $5293493.06   | 0.46%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal National Mortgage Association 3.50%, Due 09/01/2052               | CUSIP: 31418EHH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4139154 | PA      | $3836031.61   | 0.34%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | FN MA4732 4.00% Due 09/01/2052                                            | CUSIP: 31418EHJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12015669 | PA      | $11447663.28  | 1.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal National Mortgage Association 4.50%, Due 10/01/2052               | CUSIP: 31418EJ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6175733 | PA      | $6057357.36   | 0.53%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal National Mortgage Association 5.00%, Due 04/01/2053               | CUSIP: 31418EQ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8807247 | PA      | $8818079.97   | 0.77%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                | Federal National Mortgage Association 5.00%, Due 10/01/2053               | CUSIP: 31418EW22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6008199 | PA      | $6007844.24   | 0.53%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AE0828                        | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187052 | PA      | $180316.78    | 0.02%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AE0395                        | CUSIP: 31419ANM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67195 | PA      | $67673.07     | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AE3049                        | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68320 | PA      | $68815.93     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                           | Federal National Mortgage Association Pool #AE8289                        | CUSIP: 31419KF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182845 | PA      | $179050.05    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                               | Fedelity National Information Services 3.40%, due 06/15/2030              | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954233.01    | 0.08%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FINDLAY OHIO CITY SCH DIST                                                                      | Findlay City School District 6.25%, Due 12/01/2037                        | CUSIP: 317747DQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $271509.95    | 0.02%             | 2037-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First American Funds Inc.                                                                       | First American Government Obligations Fund Class X                        | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |  35080107 | PA      | $35080106.61  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                                                            | First American Financial 2.4% Due 8/15/2021                               | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1308510.92   | 0.11%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                       | Florida Power & Light Company 3.70%, Due 12/01/2047                       | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1191946.39   | 0.10%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                       | FLORIDA PWR & LT CO 2.875%, DUE 12/04/2051                                | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1274751.08   | 0.11%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ford Foundation                                                                                 | The Ford Foundation 3.859%, Due 06/01/2047                                | CUSIP: 34531XAA2<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $3792663.57   | 0.33%             | 2047-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: —       |
| Ford Foundation                                                                                 | Ford Foundation 2.415% Due 6/1/2050                                       | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    235000 | PA      | $141800.79    | 0.01%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                                         | GA GLOBAL FUNDING TRUST 144A 2.25%, DUE 01/06/2027                        | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1963297.62   | 0.17%             | 2027-01-06      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                        | GNMA MA8199 3.5% Due 08/20/2052                                           | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3456473 | PA      | $3167722.40   | 0.28%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                        | GNMA MA8425 3.5% Due 11/20/2052                                           | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4086330 | PA      | $3746749.89   | 0.33%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                        | Government National Mortgage Association Pool #3010                       | CUSIP: 36202DKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4010 | PA      | $4122.62      | 0.00%             | 2030-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                        | Government National Mortgage Association Pool #3151                       | CUSIP: 36202DQC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3253 | PA      | $3442.76      | 0.00%             | 2031-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                        | Government National Mortgage Association Pool #3216                       | CUSIP: 36202DSD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14851 | PA      | $15413.85     | 0.00%             | 2032-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                        | Government National Mortgage Association Pool #4259                       | CUSIP: 36202EWU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4448 | PA      | $4461.58      | 0.00%             | 2038-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                        | Government National Mortgage Association Pool #4286                       | CUSIP: 36202EXP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2738 | PA      | $2801.06      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                        | Government National Mortgage Association Pool #80799                      | CUSIP: 36225C3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9677 | PA      | $9825.52      | 0.00%             | 2034-01-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                           | Georgia Power Company 3.25%, Due 04/01/2026                               | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998084.84    | 0.09%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                            | Gilead Sciences, Inc. 3.65%, Due 03/01/2026                               | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749669.23    | 0.07%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                                        | Golden Credit Card Trust 1.14% Due 08/15/2028                             | CUSIP: 380881FB3<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $982954.80    | 0.09%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                       | Goldman Sachs Group Inc 4.223% DUE 05/01/2029                             | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002080.56   | 0.09%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                       | Goldman Sachs Group 3.8% DUE 03/15/2030                                   | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1476309.00   | 0.13%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS                                                             | GoodLeap Sustainable Home Improvement Loan Trust Series 2024-1GS, Class A | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1493341 | PA      | $1454009.90   | 0.13%             | 2057-06-20      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HNI Corp                                                                                        | HNI Corp SR SER 144A 5.125 1.18.2029 Callable 7/18/2028 @100              | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980000.00    | 0.09%             | 2029-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HP Inc                                                                                          | HP Inc. 4.0%, Due 04/15/2029                                              | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    915000 | PA      | $905310.58    | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                          | HP Inc. 4.0%, Due 04/15/2029                                              | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1112010.00   | 0.10%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                 | Home Depot Inc 3.625% Due 4/15/2052                                       | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $729858.14    | 0.06%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                             | Honda Motor Co Ltd 2.967%, Due 03/10/2032                                 | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | US        |    760000 | PA      | $694563.79    | 0.06%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corporation                                                               | Horace Mann Educators Corporation 7.25% Due 09/15/2028                    | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1033727.48   | 0.09%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                               | HORMEL FOODS CORP 1.8% DUE 06/11/2030                                     | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2030830.79   | 0.18%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX INDPT SCH DIST                                                                      | Houston Independent School District 6.168%, Due 02/15/2034                | CUSIP: 442403FR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000955.30   | 0.09%             | 2034-02-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                                  | Hyundai Capital Services, Inc. 1.25%, Due 02/08/2026                      | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199403.01    | 0.02%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Illinois Tool Works Inc.                                                                        | Illinois Tool Works, Inc. 3.9%, Due 09/01/2042                            | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $844862.04    | 0.07%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Indiana Gas Company, Inc.                                                                       | Indiana Gas Company, Inc. 6.55%, Due 06/30/2028                           | CUSIP: 45475QAQ6<br>LEI: 5493003YS11LO8YYTJ56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262943.00    | 0.02%             | 2028-06-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                  | ING Groep NV 4.625%, Due 01/06/2026                                       | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250072.89   | 0.11%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Trane Technologies PLC                                                                          | Ingersoll-Rand Global Holding Company Ltd. 6.391%, DUE 11/15/2027         | CUSIP: 456866AK8<br>LEI: 549300BURLR9SLYY2705 | Long             | DBT              | CORP              | US        |    655000 | PA      | $672641.92    | 0.06%             | 2027-11-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Ingredion Incorporated                                                                          | Ingredion Inc. 2.9% DUE 06/01/2030                                        | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941143.25    | 0.08%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                               | Intel Corporation 3.734%, Due 12/08/2047                                  | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $711593.36    | 0.06%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                               | Apple, Inc. 2.65%, Due 05/11/2050                                         | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964246.64    | 0.08%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                 | Inter-American Development Bank 4.375%, Due 01/24/2044                    | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3000000 | PA      | $2806783.86   | 0.25%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                 | Inter-American Dev 0.625% Due 09/16/2027                                  | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   7000000 | PA      | $6662399.66   | 0.58%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                 | Inter-American Development Bank 3.50%, Due 04/12/2033                     | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3000000 | PA      | $2892580.38   | 0.25%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                             | International Bank 0.00875                                                | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3000000 | PA      | $2955107.13   | 0.26%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                             | International Bank for Reconstruction & Develop 2.456%, Due 10/22/2025    | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4000000 | PA      | $3974919.80   | 0.35%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                             | INTL BK RECON & DEVELOP 4.625% Due 08/01/2028                             | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   6000000 | PA      | $6152043.66   | 0.54%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                             | International Bank for Reconstruction & Develop 4.75%, Due 11/14/2033     | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   6000000 | PA      | $6262743.12   | 0.55%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                           | International Development Association 4.5% Due 02/12/2035                 | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   4000000 | PA      | $4074069.12   | 0.36%             | 2035-02-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                                           | International Development Association 0.00875                             | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1980937.28   | 0.17%             | 2026-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: —       |
| International Finance Corp.                                                                     | INTL FINANCE COP 4.3750%, Due 01/15/2027                                  | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $1007089.33   | 0.09%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                                     | International Finance Corporation 0.02125                                 | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   3000000 | PA      | $2986692.93   | 0.26%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                                                | Interstate Power & Light Co 3.6% Due 4/1/2029                             | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1224558.19   | 0.11%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| IOWA STUDENT LN LIQUIDITY CORP                                                                  | IOWA STUDENT LN LIQUIDITY CORPSTUDENT LN REV 1.73%, DUE 08/25/2070        | CUSIP: 462590MU1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |    731286 | PA      | $648684.52    | 0.06%             | 2070-08-25      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                            | JP Morgan Chase & Company 3.20%, Due 06/15/2026                           | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2549346.23   | 0.22%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                            | JP Morgan Chase & Company 2.739%, Due 10/15/2030                          | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1897292.26   | 0.17%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                            | JPMorgan Chase & Company 2.963%, Due 01/25/2033                           | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917680.27    | 0.08%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                            | JP Morgan 5.572% Due 04/22/2036                                           | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524579.46    | 0.05%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                            | Jackson National Life Global Funding 5.5% Due 01/09/2026                  | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250337.03   | 0.11%             | 2026-01-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| John D & Catherine T Macarthur Foundation                                                       | John D & Catherine MaCathur 1.299% DUE 12/1/2030                          | CUSIP: 477854AA1<br>LEI: UJ37UD5B4O5WRVV6NV96 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1313214.00   | 0.11%             | 2030-12-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A.                        | JOHNSON CONTROLS 1.75%, DUE 09/15/2030                                    | CUSIP: 47837RAA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1604781.14   | 0.14%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                                     | Kaiser Foundation Hospital 3.15%, Due 05/01/2027                          | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487721.38   | 0.13%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty L.P.                                                                              | Kilroy Realty Corporation 2.5% DUE 11/15/2032                             | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1458842.58   | 0.13%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                                        | KIMCO REALTY CORP 2.7% DUE 10/1/2030                                      | CUSIP: 49446RAW9<br>LEI: 254900ARY41P4V1JL861 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1640062.18   | 0.14%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                                 | KFW 4.375%, Due 02/28/2034                                                | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | US        |   7500000 | PA      | $7637726.18   | 0.67%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                                 | KFW 3.50% Due 08/09/2028                                                  | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | US        |   6000000 | PA      | $5993167.14   | 0.52%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                                  | Kroger Company 5.00%, Due 04/15/2042                                      | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932419.84    | 0.08%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                            | Lexington Realty Trust 2.7% DUE 09/15/2030                                | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1375507.62   | 0.12%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP1                                                                   | Liberty Utilities 2.05%, DUE 09/15/2030                                   | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1228651.66   | 0.11%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Local Initiatives Support Corp.                                                                 | Local Initiatives Support Corporation 4.649%, Due 03/01/2037              | CUSIP: 539565AD3<br>LEI: 549300V1ATNB9BHB6146 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1409859.11   | 0.12%             | 2037-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Low Income Investment Fund                                                                      | Low Income Investment 3.386% due 7/1/2026                                 | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $114328.63    | 0.01%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Low Income Investment Fund                                                                      | Low Income Investment Fund 3.711%, Due 07/01/2029                         | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1913326.18   | 0.17%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                           | Lowe's Cos., Inc. 4.65%, Due 04/15/2042                                   | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904513.22    | 0.08%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                           | Lowe's Compaies Inc. 3.0%, DUE 10/15/2050                                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $316925.82    | 0.03%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                           | Lowe's Cos., Inc. 4.65%, Due 04/15/2042                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969510.12    | 0.08%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                            | M & T 5.553% 08/16/2028                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507966.91   | 0.13%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                                         | Magna International Inc 2.45% DUE 06/15/2030                              | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1161045.33   | 0.10%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                       | Mars, Inc. 3.60%, Due 04/01/2034                                          | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1384168.55   | 0.12%             | 2034-04-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                       | Mars Inc. (Del) 4.65% Due 4/20/31                                         | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020868.41   | 0.09%             | 2031-04-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                | Marsh & McLennan Cos., Inc. 3.75%, Due 03/14/2026                         | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999125.11    | 0.09%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                                           | Massachusetts Institute of Technology 3.959%, Due 07/01/2038              | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1577947.74   | 0.14%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                                         | Mass Mutual Life Insurance 3.375%, Due 04/15/2050                         | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1689956.88   | 0.15%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                                                | Massachusetts St. 3.277%, Due 06/01/2046                                  | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2460575.71   | 0.22%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                | McDonald's Corporation 3.50%, Due 07/01/2027                              | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994580.09    | 0.09%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                              | Met Life Global Fund I 5.15%, Due 03/28/2033                              | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1286182.93   | 0.11%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                 | Microsoft Corporation 2.525%, Due 06/01/50                                | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $2747471.18   | 0.24%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                 | Microsoft Corporation 2.525%, Due 06/01/50                                | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $655036.83    | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                                    | Mid-America Apartments 3.950% Due 03/15/2029                              | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1739570.35   | 0.15%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                      | MidAmerican Energy Company 3.95%, Due 08/01/2047                          | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1385277.04   | 0.12%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                             | Mitsubishi 5.159% Due 04/24/2031                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2576517.95   | 0.23%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                                    | Moody;s Corporation 3.25%, DUE 05/20/2050                                 | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $339968.28    | 0.03%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                                    | Moodys Corporation 3.75% Due 2/25/2052                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $745767.47    | 0.07%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                  | Morgan Stanley 2.699%, Due 01/22/2031                                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1172495.74   | 0.10%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                  | Morgan Stanley 5.499%, Due 07/20/2029                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031949.03   | 0.09%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                  | Morgan Stanley 5.192% Due 04/17/2031                                      | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031071.93   | 0.09%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                  | Morgan Stanley 3.125%, Due 07/27/2026                                     | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991028.86   | 0.17%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                                  | Mosaic Solar Loans LLC Series 2020-1A, Class A                            | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575297 | PA      | $509466.91    | 0.04%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TR 2021-2                                                                     | Mosaic Solar Loans LLC 1.64% 04/22/2047                                   | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    623632 | PA      | $520551.55    | 0.05%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Mutual Of Omaha Cps Global Funding                                                              | Mutual of Omaha Global 5.80%, Due 07/27/2026                              | CUSIP: 62829D2A7<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388846.04    | 0.03%             | 2026-07-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Mutual Of Omaha Cps Global Funding                                                              | Mutual of Omaha Global 5.45%, 12/12/28                                    | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377538.22    | 0.03%             | 2028-12-12      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| NVR Inc                                                                                         | NVR, Inc. 3%, DUE 03/15/2030                                              | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946490.47    | 0.08%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co.                                                                       | Narragansett Electric Co. 3.395% DUE 04/09/2030                           | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1446363.89   | 0.13%             | 2030-04-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                              | National Rural Utilities 1.35%, DUE 03/15/2031                            | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1726919.26   | 0.15%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                                    | New York Life Global Funding 4.90%, Due 06/13/2028                        | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3067108.32   | 0.27%             | 2028-06-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| New York State Electric & Gas Corporation                                                       | NY State Electric & Gas 5.65% 08/15/28                                    | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1716320.00   | 0.15%             | 2028-08-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                                      | Niagara Mohawk Power Corporation 1.96% 6/27/2030                          | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1356193.28   | 0.12%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                    | Norfolk Southern Corporation 4.837%, Due 10/01/2041                       | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942623.45    | 0.08%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                    | Norfolk Southern Corporation 3.05%, Due 05/15/2050                        | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $985289.06    | 0.09%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Company                                                                    | Northern Natural Gas Company 4.10%, Due 09/15/2042                        | CUSIP: 665501AK8<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $972937.63    | 0.09%             | 2042-09-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Company                                                                   | Northern States PWR-MINN 2.90%, Due 03/01/2050                            | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $983278.53    | 0.09%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                              | Northwestern Mutual 4.9% Due 06/12/2028                                   | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1778573.03   | 0.16%             | 2028-06-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                          | NSTAR Electric Company 5.50%, Due 03/15/2040                              | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1261625.36   | 0.11%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                          | NSTAR Electric Company 3.95%, Due 04/01/2030                              | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591980.84    | 0.05%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                     | Nutrien Ltd 5.875%, Due 12/01/2036                                        | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |    840000 | PA      | $879831.41    | 0.08%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers Cadillac Fairview Properties Trust                                             | ONTARIO TEACHERS CADILLAC FAIR SR 144A 2.50%, DUE 10/15/2031              | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1125456.88   | 0.10%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                                              | Overseas Private Investment Corporation 3.52%, Due 09/20/2032             | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    482143 | PA      | $471434.94    | 0.04%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                                              | Overseas Private Investor Core Float Due 09/15/2026                       | CUSIP: 6903538B6<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    125000 | PA      | $125000.01    | 0.01%             | 2026-09-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                                              | Overseas Private Investment Corporation 3.54%, Due 06/15/2030             | CUSIP: 690353XN2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    264722 | PA      | $261259.54    | 0.02%             | 2030-06-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                   | Owens Corning 3.95%, 08/15/2029                                           | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297449.73    | 0.03%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                                              | P&G Wildfire Recovery 4.674% 12/1/2053                                    | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2095364.14   | 0.18%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                                              | PG&E Wildfire Recovery 5.081% Due 06/01/2041                              | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992845.16    | 0.09%             | 2041-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                               | PNC Financial Services Group, Inc. (The) 4.758% Due 01/26/2027            | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500595.20   | 0.13%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                               | PNC Financial Services Group, Inc. (The) 5.582%, Due 01/26/2027           | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037120.09   | 0.09%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNM Energy Transition Bond Co. I LLC                                                            | PNM ENERGY TRANSITION 6.0280%, Due 08/15/2048                             | CUSIP: 69380MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $524150.56    | 0.05%             | 2048-08-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                                  | Pacific Life Global Fund II 1.45%, Due 01/20/2028                         | CUSIP: 6944PL2D0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950872.04    | 0.08%             | 2028-01-20      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Impax Funds Series Trust I                                                                      | Pax World High Yield Bond Fund Institutional Class                        | CUSIP: 704223809<br>LEI: 549300TD5R23SWU72456 | Long             | EC               | RF                | US        |    530984 | NS      | $3276169.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Peachtree Corners Funding Trust                                                                 | Peachtree Fund Trust 6.012$ Due 05/15/2035                                | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $421598.50    | 0.04%             | 2035-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                  | PENSKE TRUCK LEASING 5.75%, DUE 05/24/2026                                | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502412.73    | 0.04%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                                       | PG&E ENERGY RECOVERY FND 2.822%, DUE 07/15/2046                           | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1190717.06   | 0.10%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                                       | PG&E Recovery Fnd LLC 5.256% Due 01/15/2038                               | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024693.81   | 0.09%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                                       | PG&E RECOVERY FDG 5.536% Due 7/15/2047                                    | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504148.91   | 0.13%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Company                                                                  | Potomac Electric Power Company 6.5%, Due 11/15/2037                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1121601.72   | 0.10%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                                          | President & Fellows of Harvard College 3.15%, Due 07/15/2046              | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   3961000 | PA      | $2881774.06   | 0.25%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                                          | President & Fellows of Harvard College 2.517%, Due 10/15/2050             | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $974374.10    | 0.09%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                                          | President & Fellow Harvard College 3.745% 11/15/2052                      | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    700000 | PA      | $532476.13    | 0.05%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                                          | President & Fellows of Harvard College 4.609%, Due 02/15/2035             | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011608.94   | 0.18%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| Pricoa Global Funding I                                                                         | Pricoa Globla Funding I 5.10%, Due 05/30/2028                             | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2049691.62   | 0.18%             | 2028-05-30      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: —       |
| Primerica, Inc.                                                                                 | PRIMERICA INC 2.8%, DUE 11/19/2031                                        | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907619.36    | 0.08%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc.                                                                  | Principal Financial Group 3.70% 05/15/2029                                | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1229095.28   | 0.11%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                  | Prologis, L.P. 2.125%, Due 10/15/2050                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513711.35   | 0.13%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                  | Prologis, L.P. 3.3% Due 04/01/2027                                        | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1434084.66   | 0.13%             | 2029-10-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                                  | Protective Life Global Funding 5.366% Due 01/06/2026                      | CUSIP: 74368CBQ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500055.54    | 0.04%             | 2026-01-06      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                                  | Protective Life Global Funding 5.209%, Due 04/14/2026                     | CUSIP: 74368CBS2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003108.54   | 0.09%             | 2026-04-14      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                      | Prudential Financial, Inc. 1.50%, Due 03/10/2026                          | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    644000 | PA      | $640986.22    | 0.06%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                                     | Prudential PLC 3.125% DUE 04/14/2030                                      | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | US        |    750000 | PA      | $718938.67    | 0.06%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                              | Public Service Colorado 3.70%, Due 06/15/2028                             | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2239022.27   | 0.20%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric &  Gas Co.                                                              | PUBLIC SVC ELEC & GAS CO 4.65% Due 03/15/2033                             | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2514228.33   | 0.22%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                | Puget Sound Energy Inc. 4.223%, due 06/15/2048                            | CUSIP: 745332CH7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $813789.20    | 0.07%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                       | REALTY INCOME CORP 4.7% Due 12/15/2028                                    | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019266.73   | 0.09%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                           | Regency Centers LP 5.00% Due 07/15/2032                                   | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    348000 | PA      | $356297.45    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P                                                                   | Rexford Industrial Realty 2.15% 9/1/2031                                  | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1532815.29   | 0.13%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P                                                                   | REXFORD INDUSTRIAL REALTY 5% Due 06/15/2028                               | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508617.36    | 0.04%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                              | RGA GLOBAL FUNDING 5.50%, Due 01/11/2031                                  | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2080182.88   | 0.18%             | 2031-01-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rochester Gas and Electric Corporation                                                          | Rochester Gas & Electric Corp 1.85%, DUE 12/01/2030                       | CUSIP: 771367CE7<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441523.07    | 0.04%             | 2030-12-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Rockefeller Foundation                                                                          | Rockefeller Foundation 2.492% 10/1/2050                                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $2593253.61   | 0.23%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                          | Roper Technologies Inc 2% DUE 06/30/2030                                  | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    440000 | PA      | $398048.09    | 0.03%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                              | Ryder System, Inc. 5.65%, Due 03/01/2028                                  | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1289579.39   | 0.11%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                 | SBA TOWER TRUST 2022-1 6.599% 11/15/52                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $901094.13    | 0.08%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                             | SBA Tower Trust 4.831% Due 10/15/2029                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1757049.18   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                                                     | Sammons Financial Group 4.45%, Due 05/12/2027                             | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1199823.14   | 0.10%             | 2027-05-12      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                                                     | Sammons Financial Group 6.875%, Due 04/15/2034                            | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1094966.35   | 0.10%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                                | San Diego Gas & Electric 4.5%, Due 08/15/40                               | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    841000 | PA      | $765207.03    | 0.07%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                                   | Small Business Administration Floating Rate, Due 02/25/2032               | CUSIP: 83164J3J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3729 | PA      | $3705.07      | 0.00%             | 2032-02-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Solar Star Funding, LLC                                                                         | Solar Star Funding, LLC 5.375% Due 06/30/2035                             | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324183 | PA      | $330158.63    | 0.03%             | 2035-06-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Solar Star Funding, LLC                                                                         | Solar Star Funding, LLC 3.950% Due 06/30/2035                             | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1052556 | PA      | $1005392.48   | 0.09%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Company                                                                         | Sonoco Products Company 5.750% Due 11/01/2040                             | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006889.62   | 0.09%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                              | Southern California Edison 4.05%, Due 03/15/2042                          | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $926510.26    | 0.08%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                                     | Southern Calif Gas Co 5.45% Due 05/15/2035                                | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2604058.40   | 0.23%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                                              | Spire Missouri Inc 5.15% Due 08/15/2034                                   | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027036.00   | 0.09%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Stanford University                                                                             | Stanford University Calif 3.647% Due 05/01/2048                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    750000 | PA      | $590012.39    | 0.05%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Stanford University                                                                             | STANFORD UNIV CALIF SR 2.413%, DUE 06/01/2050                             | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $2636737.44   | 0.23%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                                 | Starbucks Corporation 2.45%, Due 06/15/2026                               | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993062.92    | 0.09%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                              | State Street Corporation 7.350%, Due 06/15/2026                           | CUSIP: 857473AE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013513.33   | 0.09%             | 2026-06-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                              | State Street Corporation 4.164%, Due 08/04/2033                           | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980747.17    | 0.09%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                                   | Sun Communities Operating, L.P. 2.7% DUE 07/15/2031                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454363.98    | 0.04%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNRUN ARTEMIS ISSUER 2024-2 LLC                                                                | Sunrun Callisto Issuer LLC 6.25% Due 07/30/2059                           | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2439571 | PA      | $2439500.22   | 0.21%             | 2059-07-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Swepco Storm Recovery Funding LLc                                                               | Swepco Storm Recovery Fund 4.88%, Due 09/01/2039                          | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3867601 | PA      | $3903807.45   | 0.34%             | 2039-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                    | SWTCH Energy Inc. 6.28%, Due 03/25/2054                                   | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $605952.18    | 0.05%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                    | Switch ABS Issuer 5.036% Due 03/25/2055                                   | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1474502.70   | 0.13%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corporation                                                                               | Sysco Corporation 2.40%, DUE 02/15/2030                                   | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1628680.52   | 0.14%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                                                              | TIF 2021-1A A 1.65% Due 02/20/2046                                        | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301042 | PA      | $275905.30    | 0.02%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TTX Co.                                                                                         | TTX Company 4.60% due 02/01/2049                                          | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    280000 | PA      | $244094.20    | 0.02%             | 2049-02-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| TTX Co.                                                                                         | TTX Company 4.60% due 02/01/2049                                          | CUSIP: 87305QCP4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500261.00    | 0.04%             | 2052-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| Tennessee Valley Authority                                                                      | Tennessee Valley Authority 4.25%, Due 09/15/65                            | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   7000000 | PA      | $5787021.80   | 0.51%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                      | Tennessee Valley Authority 4.25%, Due 09/15/2052                          | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4250158.05   | 0.37%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                      | Tennessee Valley Authroity 5.25% Due 02/01/2055                           | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   5500000 | PA      | $5452857.85   | 0.48%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                               | Texas Electric Market Stabilization Funding N, LLC 3.15%, Due 12/01/2024  | CUSIP: 88240TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4195000 | PA      | $4124616.37   | 0.36%             | 2044-02-01      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                               | Texas Electric Market Stabilization Funding N, LLC 5.167% 8/1/2046        | CUSIP: 88240TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4459275.09   | 0.39%             | 2046-08-01      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                                 | Textainer Marine Containers Series 2021-1A Class A                        | CUSIP: 88315LAL2<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $866393.11    | 0.08%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| TIF FUNDING III LLC 2024-1                                                                      | Triton Container International 5.48%, Due 05/22/2034                      | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303125 | PA      | $1305731.25   | 0.11%             | 2034-05-22      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                           | Time Warner Cable, Inc. 4.500%, Due 09/15/2042                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $384511.43    | 0.03%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Topaz Solar Farms LLC                                                                           | Topaz Solar Farms, LLC 5.750%, Due 09/30/2039                             | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453403 | PA      | $456100.75    | 0.04%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Topaz Solar Farms LLC                                                                           | Topaz Solar Farms, LLC 4.875%, Due 09/30/2039                             | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187650 | PA      | $170393.29    | 0.01%             | 2039-09-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                       | Toronto-Dominion Bank 5.264%, 12/11/26                                    | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024517.28   | 0.18%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                              | Toyota Motor Corp 4.45% Due 06/30/2030                                    | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2530556.65   | 0.22%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNE                                                             | TOYOTA AUTO RECV OWN TR 2022-D 5.30%, Due 09/15/2027                      | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286467 | PA      | $287631.23    | 0.03%             | 2026-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRINITYR RAIL LEAS 2021-1 LLC                                                                   | Tribute Rail LLC 2022-1 4.76%, 05/17/2052                                 | CUSIP: 89609MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615834 | PA      | $1615817.11   | 0.14%             | 2052-05-17      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| TRINITYR RAIL LEAS 2021-1 LLC                                                                   | Trinity Rail 2.26% Due 07/19/2051                                         | CUSIP: 89656GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163610 | PA      | $154497.81    | 0.01%             | 2051-07-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| TRINITYR RAIL LEAS 2021-1 LLC                                                                   | Trinity Rail Leasing L.P. 5.78% Due 05/19/2054                            | CUSIP: 89656GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2830016 | PA      | $2854715.78   | 0.25%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Triton Container Finance IV LLC                                                                 | Triton Container Finance 0.0186                                           | CUSIP: 89680HAE2<br>LEI: 549300OMF3OYQS47M552 | Long             | ABS-O            | CORP              | US        |   2235937 | PA      | $2078546.68   | 0.18%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TRP 2021-2 LLC                                                                                  | Triumph Rail 0.0215                                                       | CUSIP: 89683LAA8<br>LEI: 5493004VSVYOZVEYVJ29 | Long             | ABS-O            | CORP              | US        |   1597982 | PA      | $1543700.26   | 0.14%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Trustage Financial Group Inc                                                                    | Trustage Financial Group 4.625% 4/15/2032                                 | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385599.71    | 0.03%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                          | Truist Financial Corp 1.2670%, Due 03/02/2027                             | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994964.93    | 0.09%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University                                                                | Trustees of Princeton University 2.516%, Due 07/01/2050                   | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $4162684.07   | 0.36%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                         | UDR INC. 1.90%, DUE 03/15/2033                                            | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1237974.12   | 0.11%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UBS AG, London Branch                                                                           | UBS AG LONDON 5.65% 09/11/2028                                            | CUSIP: 902674ZW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $574096.81    | 0.05%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                                              | USAA Capital Corp 2.125% DUE 05/1/2030                                    | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2767139.31   | 0.24%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                                              | International Development Finance Corp 0.0165                             | CUSIP: 90376PCZ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   3500000 | PA      | $3392676.00   | 0.30%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                                              | INT DEVELOPMENT FIN CORP 1.59%, DUE 04/15/2028                            | CUSIP: 90376PEE7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1922534.62   | 0.17%             | 2028-04-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                                              | U.S International Development Finance Corp 3.13% 4/15/2028                | CUSIP: 90376PEX5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $984219.89    | 0.09%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                                          | Union Electric Co. 2.625%, DUE 03/15/2051                                 | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1205550.94   | 0.11%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                       | Union Pacific Corp. 5.750% Due 11/01/2040                                 | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1821357.90   | 0.16%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                                     | United Parcel Service 5.95% Due 05/14/2055                                | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064440.58   | 0.18%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                   | US Bancorp 5.083% Due 05/15/2031                                          | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3092377.86   | 0.27%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| USQ RAIL III LLC/ LLP                                                                           | USQ RAIL 4.99% Due 09/28/2054                                             | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    714878 | PA      | $714831.18    | 0.06%             | 2054-09-28      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| University Notre Dame du Lac                                                                    | University of Notre Dame 3.394%, Due 02/15/2048                           | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |   3749000 | PA      | $2814158.96   | 0.25%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX PERM UNIV FD                                                                     | University of Texas, TX Permanent Univ Fnd Txbl-Permanent Univ Bds-Ser A  | CUSIP: 9151158F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2259957.30   | 0.20%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX                                                                                  | UNIVERSITY OF TEXAS, TX UNIV REVENUES TXBL-SER B                          | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1167057.75   | 0.10%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA                                                                                   | UNIVERSITY OF VIRGINIA, VA UNIV REVENUES - BUILD AMERICA BONDS            | CUSIP: 915217RY1<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2194550.40   | 0.19%             | 2039-09-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                                                     | VANTAGE DATA CENTERS LLC 2.165%, DUE 10/15/2046                           | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2253008.70   | 0.20%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                     | Verizon Communications 3.875%   Due 02/08/2029                            | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996424.91    | 0.09%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                     | Verizion Communications Inc 1.50%, Due 09/18/2030                         | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881677.70    | 0.08%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                     | Verizon Communications, Inc. 2.987%, Due 10/30/2056                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1070290.12   | 0.09%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                     | Verizon Communications Inc. 5.875% Due 11/30/2055                         | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1976002.70   | 0.17%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                                 | WP CAREY INC SR NT 2.45%, DUE 02/01/2032                                  | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1322646.86   | 0.12%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| W K Kellogg Foundation Trust                                                                    | WK Kellogg Foundation TR 2.443% Due 10/01/2050                            | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |   7223000 | PA      | $4319016.69   | 0.38%             | 2050-10-01      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: —       |
| Walmart Inc                                                                                     | Walmart, Inc. 1.8% DUE 09/22/2031                                         | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445551.27    | 0.04%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                              | Wendy's Funding, LLC Series 2013-1 Class A                                | CUSIP: 95058XAM0<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1206250 | PA      | $1192147.97   | 0.10%             | 2052-03-15      | None          | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                                      | Westar Energy, Inc. 2.55%, Due 07/01/2026                                 | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1282738.93   | 0.11%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Western Southern Global Funding                                                                 | Western-Southern Global 4.900% Due 05/01/2030                             | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3070188.66   | 0.27%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Xylem, Inc.                                                                                     | Xylem, Inc. 1.95% DUE 01/30/2028                                          | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1703433.15   | 0.15%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                                 | YALE UNIV MTN BE 2.402%, DUE 04/15/2050                                   | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   8765000 | PA      | $5256369.62   | 0.46%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                             | Mount Vernon Liquid Assets Portfolio, LLC Lending Portfolio I             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   7512158 | PA      | $7512157.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Susan McLauchlan

**Signature:** Susan McLauchlan

**Name of Signer:** Susan McLauchlan

**Title:** VP Fund Accounting