# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-25-000396
**Filing Date:** 2025-11
**Character Count:** 477597
**Document Hash:** ac0ad98fa8ad5528dd81c56d774fe7f8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-25-000396.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001084380-25-000396

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 251525295

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen Core Impact Bond Fund (Series ID: S000038169)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000117721 | Class R6         | TSBIX           |
| C000117722 | Premier Class    | TSBPX           |
| C000117723 | Class A          | TSBRX           |
| C000117724 | Retirement Class | TSBBX           |
| C000162598 | Class I          | TSBHX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** Nuveen Core Impact Bond Fund

- **b. EDGAR series identifier (if any):** S000038169

- **c. LEI of Series:** 549300RG66L13CH69250

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $7112199397.00

**Total Liabilities:** $87269919.00

**Net Assets:** $7024929478.00

**Delayed Delivery Securities:** $15760000.00

**Cash Not Reported:** $28082229.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4465.78000000 | **1-Year:** -111047.76000000 | **5-Year:** -489688.65000000 | **10-Year:** -1229794.67000000 | **30-Year:** -1984505.19000000

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

- **3-Month:** -3350.76000000 | **1-Year:** -40598.87000000 | **5-Year:** -155559.11000000 | **10-Year:** -84122.49000000 | **30-Year:** -84249.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000117721 | -0.09%               | 1.03%                | 1.14%                |
| Class ID C000117722 | -0.11%               | 0.91%                | 1.13%                |
| Class ID C000117723 | -0.12%               | 1.01%                | 1.10%                |
| Class ID C000117724 | -0.11%               | 1.01%                | 1.01%                |
| Class ID C000162598 | -0.10%               | 1.03%                | 1.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-959858.83              | $-29337315.13                              |
| Month 2  | $1009455.51              | $56279972.61                               |
| Month 3  | $-981129.36              | $52741409.51                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6264113 | PA      | $5641662.76   | 0.08%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                    | Home Equity Asset Trust                                                     | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11003 | PA      | $10838.43     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185092 | PA      | $189554.00    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191167 | PA      | $189267.65    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79317 | PA      | $78528.40     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1007551 | PA      | $981172.09    | 0.01%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                             | C-BASS Trust                                                                | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10332 | PA      | $10261.14     | 0.00%             | 2036-07-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138XTA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35532 | PA      | $35179.31     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                     | Massachusetts Institute of Technology                                       | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3931402.36   | 0.06%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND                                                           | Continental Wind LLC                                                        | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12797949 | PA      | $13110686.91  | 0.19%             | 2033-02-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91855 | PA      | $85845.90     | 0.00%             | 2040-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                   | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759KC1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    390000 | PA      | $391458.51    | 0.01%             | 2027-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAVACA-NAVIDAD RIVER TX AUTH                                               | Lavaca-Navidad River Authority                                              | CUSIP: 519385DJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $998361.10    | 0.01%             | 2035-08-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160496 | PA      | $158901.37    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                           | CUSIP: 36179ASR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    450034 | PA      | $421712.60    | 0.01%             | 2033-06-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ETHIOPIAN LEASING 2012                                                     | Ethiopian Leasing LLC                                                       | CUSIP: 29766DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105800 | PA      | $103961.67    | 0.00%             | 2026-08-14      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                     | Solar Star Funding LLC                                                      | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8118793 | PA      | $8353459.91   | 0.12%             | 2035-06-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96424 | PA      | $100095.46    | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158445 | PA      | $156870.39    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                     | Solar Star Funding LLC                                                      | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3979059 | PA      | $3808846.14   | 0.05%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CBRE Realty Finance CDO Ltd                                                | CBRE Realty Finance                                                         | CUSIP: 1248MLAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1447025 | PA      | $144.70       | 0.00%             | 2052-04-07      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    107199 | PA      | $101087.94    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370969 | PA      | $356926.39    | 0.01%             | 2040-09-21      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF NEW MEXICO NM                                                      | University of New Mexico                                                    | CUSIP: 914692X60<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1962830.00   | 0.03%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                                   | Delta Air Lines Pass Through Trust                                          | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5930024 | PA      | $5845601.73   | 0.08%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                                                       | Texas Water Development Board                                               | CUSIP: 882854VN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2777841.60   | 0.04%             | 2050-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     61745 | PA      | $61510.42     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HNA 2015 LLC                                                               | HNA LLC                                                                     | CUSIP: 40426UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1772740 | PA      | $1723997.02   | 0.02%             | 2027-09-18      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| HOUSING AND URBAN DEV CO                                                   | Housing and Urban Development Corp Ltd                                      | CUSIP: 44182YAB9<br>LEI: 335800KSC46MN2VPTI91 | Long             | DBT              | NUSS              | IN        |    890000 | PA      | $888106.38    | 0.01%             | 2030-09-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364828 | PA      | $352565.46    | 0.01%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                  | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   4575000 | PA      | $4531669.12   | 0.06%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                    | New York Mortgage Trust                                                     | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14318 | PA      | $14291.34     | 0.00%             | 2036-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6033809.45   | 0.09%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                                             | Bank of America Merrill Lynch Commercial Mortgage Trust                     | CUSIP: 06054MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19864 | PA      | $19816.14     | 0.00%             | 2049-07-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450098 | PA      | $430612.88    | 0.01%             | 2041-09-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4890964.50   | 0.07%             | 2038-08-10      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2453404.25   | 0.03%             | 2038-08-10      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1966135.20   | 0.03%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    922331 | PA      | $858250.34    | 0.01%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31416YTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6984 | PA      | $6943.28      | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Trust                                                                 | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3738975.04   | 0.05%             | 2035-08-10      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| SYRACUSE NY INDL DEV AGY PILOT                                             | Syracuse Industrial Development Agency                                      | CUSIP: 87172NBE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $1806684.48   | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                             | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2306472.24   | 0.03%             | 2047-09-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466737 | PA      | $438788.31    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671714 | PA      | $629850.73    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                                              | American Municipal Power, Inc                                               | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2890761.01   | 0.04%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1969056 | PA      | $1826988.75   | 0.03%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1346800 | PA      | $1249464.42   | 0.02%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                      | MidAmerican Energy Co                                                       | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   6875000 | PA      | $6791660.98   | 0.10%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SAN JUAN CAPISTRANO CA                                                     | City of San Juan Capistrano CA                                              | CUSIP: 798339HE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1274826.16   | 0.02%             | 2040-08-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136AVKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2686735 | PA      | $2648803.59   | 0.04%             | 2027-02-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R                                             | San Francisco City & County Redevelopment Agency                            | CUSIP: 79770GGH3<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $860369.20    | 0.01%             | 2044-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                   | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4923886.10   | 0.07%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    927585 | PA      | $871036.29    | 0.01%             | 2047-09-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                                                            | Renew                                                                       | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    538310 | PA      | $502824.59    | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                                      | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAB0<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4985766.75   | 0.07%             | 2025-11-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| S DAVIS UT SWR DIST COMB UTILI                                             | South Davis Sewer District                                                  | CUSIP: 83759RAK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1025457.07   | 0.01%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVE                                             | City of Los Angeles CA Wastewater System Revenue                            | CUSIP: 53945CHK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2520000 | PA      | $2311924.61   | 0.03%             | 2039-06-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 690353RQ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1009800 | PA      | $1007976.50   | 0.01%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| S DAVIS UT SWR DIST COMB UTILI                                             | South Davis Sewer District                                                  | CUSIP: 83759RAJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $973341.50    | 0.01%             | 2032-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA                                           | CUSIP: 79765DV64<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   5835000 | PA      | $4788094.80   | 0.07%             | 2042-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple, Inc                                                                  | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  11850000 | PA      | $11707425.78  | 0.17%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                             | CSAIL Commercial Mortgage Trust                                             | CUSIP: 12595BBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3206185.92   | 0.05%             | 2037-06-15      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| MSDB Trust                                                                 | MSDB Trust                                                                  | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1438238.40   | 0.02%             | 2039-07-11      | Variable      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146698 | PA      | $145064.51    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575858 | PA      | $546637.00    | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA                                           | CUSIP: 79765DV23<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    935000 | PA      | $851475.80    | 0.01%             | 2034-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA                                           | CUSIP: 79765DV31<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    440000 | PA      | $394155.65    | 0.01%             | 2035-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                       | National Fuel Gas Co                                                        | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198828.54    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875257 | PA      | $826030.89    | 0.01%             | 2047-09-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loans LLC                                                      | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290193 | PA      | $1214020.04   | 0.02%             | 2043-06-22      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                             | JP Morgan Chase Commercial Mortgage Securities Corp                         | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130971 | PA      | $126191.99    | 0.00%             | 2046-01-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EBK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4017674.50   | 0.06%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EBJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5405000 | PA      | $4867123.59   | 0.07%             | 2037-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                     | One Market Plaza Trust                                                      | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2008731 | PA      | $1947941.10   | 0.03%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC Trust                                                                  | CUSIP: 12652FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3325000.00   | 0.05%             | 2032-11-10      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                   | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985566.00   | 0.03%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |   1517657 | PA      | $1392081.70   | 0.02%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |   1420166 | PA      | $1334586.88   | 0.02%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    216038 | PA      | $207691.28    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                            | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9822887.80   | 0.14%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHULA VISTA CA MUNI FING AUTH                                              | Chula Vista Municipal Financing Authority                                   | CUSIP: 17132ECE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $645176.99    | 0.01%             | 2041-12-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CHULA VISTA CA MUNI FING AUTH                                              | Chula Vista Municipal Financing Authority                                   | CUSIP: 17132EBP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $596572.44    | 0.01%             | 2033-12-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                         | CUSIP: 45905UWL4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   2900000 | PA      | $2408360.51   | 0.03%             | 2036-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VCM LEASE SA                                                               | VCM Lease S.A.                                                              | CUSIP: 92242WAA2<br>LEI: 549300LOI46W5VHWFC65 | Long             | DBT              | CORP              | LU        |    333333 | PA      | $326023.25    | 0.00%             | 2027-09-28      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                                     | Star Energy Geothermal Wayang Windu Ltd                                     | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   3970100 | PA      | $4104090.88   | 0.06%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP                                             | New York Transportation Development Corp                                    | CUSIP: 650116CE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7527805.50   | 0.11%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service New Hampshire F                                             | PSNH Funding LLC                                                            | CUSIP: 69363PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1287090 | PA      | $1282188.11   | 0.02%             | 2028-08-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                        | 20 Times Square Trust                                                       | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1024240.00   | 0.01%             | 2035-05-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1927734.38   | 0.03%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2053917 | PA      | $1993540.20   | 0.03%             | 2048-09-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    588977 | PA      | $552331.76    | 0.01%             | 2048-06-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173598 | PA      | $171585.23    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                                 | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4734300 | PA      | $4524369.38   | 0.06%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                                 | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4487177 | PA      | $4352544.86   | 0.06%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                               | CD Mortgage Trust                                                           | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1627961.00   | 0.02%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                                            | Renew                                                                       | CUSIP: 75973FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1397322 | PA      | $1316805.25   | 0.02%             | 2053-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7892924 | PA      | $7778502.45   | 0.11%             | 2028-06-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9876 | PA      | $9212.19      | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47544 | PA      | $43109.45     | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    157573 | PA      | $145825.10    | 0.00%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA                                                             | City of Los Angeles CA                                                      | CUSIP: 544351NE5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   9060000 | PA      | $8329553.81   | 0.12%             | 2038-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    132076 | PA      | $130921.33    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 31335BQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    520402 | PA      | $534194.21    | 0.01%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALVATION ARMY                                                             | Salvation Army                                                              | CUSIP: 795830AV0<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15163.95     | 0.00%             | 2026-09-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1030922 | PA      | $1020205.33   | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     60334 | PA      | $61831.12     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANAL BARGE CO                                                             | Canal Barge Co, Inc                                                         | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |   1148058 | PA      | $1138401.88   | 0.02%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39218 | PA      | $36621.80     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SALVATION ARMY                                                             | Salvation Army                                                              | CUSIP: 79585TAS2<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5516144.94   | 0.08%             | 2048-09-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    696552 | PA      | $688475.08    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                                                             | City of Los Angeles CA                                                      | CUSIP: 544351LY3<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3508368.80   | 0.05%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                                      | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAL8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4791573.75   | 0.07%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                     | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7143 | PA      | $6739.84      | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300297 | PA      | $296814.66    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    511786 | PA      | $458706.87    | 0.01%             | 2048-10-15      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                                                       | Texas Water Development Board                                               | CUSIP: 882854S78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $6859879.50   | 0.10%             | 2043-10-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                      | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |  12694000 | PA      | $12493679.03  | 0.18%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62753 | PA      | $58719.72     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460245 | PA      | $454907.91    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    832136 | PA      | $792522.52    | 0.01%             | 2042-09-20      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SEYCHELLES                                                     | Seychelles International Bond                                               | CUSIP: AU8714019<br>LEI: N/A                  | Long             | DBT              | NUSS              | SC        |   4250000 | PA      | $4080327.08   | 0.06%             | 2028-10-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                              | Agate Bay Mortgage Trust                                                    | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |      8984 | PA      | $8342.65      | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CROWLEY CONRO LLC                                                          | Crowley Conro LLC                                                           | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |  11302621 | PA      | $10344402.17  | 0.15%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    626643 | PA      | $617630.94    | 0.01%             | 2044-12-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| MIAMI FL SPL OBLG                                                          | City of Miami FL                                                            | CUSIP: 593490MJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    870000 | PA      | $840828.99    | 0.01%             | 2039-01-01      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41149 | PA      | $37869.56     | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513884 | PA      | $499786.49    | 0.01%             | 2048-05-10      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                                       | 225 Liberty Street Trust                                                    | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7843351.20   | 0.11%             | 2036-02-10      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                              | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2761146 | PA      | $2660713.82   | 0.04%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2819705.00   | 0.04%             | 2048-03-10      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Trust                                                                 | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1316000 | PA      | $1242361.64   | 0.02%             | 2035-08-10      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $936188.40    | 0.01%             | 2034-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    321919 | PA      | $35666.05     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                                       | Sunrun Athena Issuer LLC                                                    | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |   4473619 | PA      | $4331749.49   | 0.06%             | 2049-04-30      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE COMMUNITY                                                       | Enterprise Community Loan Fund, Inc                                         | CUSIP: 29375EAA3<br>LEI: 549300L4U1958WIM9C65 | Long             | DBT              | CORP              | US        |   5820000 | PA      | $5736512.10   | 0.08%             | 2028-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71312 | PA      | $66849.28     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District             | CUSIP: 79772ECS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4610000 | PA      | $4201237.75   | 0.06%             | 2039-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1871875.00   | 0.03%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Trust                                                                 | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3108539.20   | 0.04%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                   | Duke Energy Progress LLC                                                    | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980043.72    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                             | Structured Asset Investment Loan Trust                                      | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138910 | PA      | $133002.94    | 0.00%             | 2034-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                   | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759NB0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   7675000 | PA      | $7472309.77   | 0.11%             | 2028-08-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                   | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759NC8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1931000 | PA      | $1865062.95   | 0.03%             | 2029-08-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10263 | PA      | $9311.43      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark Mortgage Trust                                                    | CUSIP: 08162VBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $4184302.65   | 0.06%             | 2062-03-15      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                             | Shellpoint Co-Originator Trust                                              | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267106 | PA      | $245769.43    | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSMANTARO                                                               | Consorcio Transmantaro SA                                                   | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |   6475000 | PA      | $6395401.53   | 0.09%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145852 | PA      | $134560.82    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1979015 | PA      | $1746809.68   | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                               | Avangrid, Inc                                                               | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9817042.50   | 0.14%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24636 | PA      | $23320.53     | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                 | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10059940 | PA      | $9542284.52   | 0.14%             | 2054-06-30      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    461802 | PA      | $49060.01     | 0.00%             | 2043-09-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                                              | New York City Housing Development Corp                                      | CUSIP: 64972EGM5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2123344.50   | 0.03%             | 2039-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     50705 | PA      | $47522.91     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8840 | PA      | $9056.53      | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10250000 | PA      | $9333593.63   | 0.13%             | 2039-07-10      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97480 | PA      | $97564.25     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VNO Mortgage Trust                                                         | VNDO Trust                                                                  | CUSIP: 91831UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2970053.40   | 0.04%             | 2035-01-10      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132WK6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1325939 | PA      | $1238276.50   | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                                      | Low Income Investment Fund                                                  | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4431244.82   | 0.06%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                                      | Low Income Investment Fund                                                  | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9624096.30   | 0.14%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   8209619 | PA      | $7944122.06   | 0.11%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                        | NBM US Holdings, Inc                                                        | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7087484.04   | 0.10%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                              | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4595750.50   | 0.07%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                      | One Bryant Park Trust                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16670000 | PA      | $15367652.92  | 0.22%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| WARM SPRINGS OR RESERVATION CO                                             | Warm Springs Reservation Confederated Tribe                                 | CUSIP: 934312AJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $986192.90    | 0.01%             | 2027-11-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| WARM SPRINGS OR RESERVATION CO                                             | Warm Springs Reservation Confederated Tribe                                 | CUSIP: 934312AK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1170025.88   | 0.02%             | 2032-11-01      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                          | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $4325200.29   | 0.06%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                             | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65368 | PA      | $62220.29     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Property Partners LP                                            | Brookfield Property Partners LP                                             | CUSIP: EP0575654<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    400000 | NS      | $6028000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2264915 | PA      | $2135802.70   | 0.03%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                                             | Ladder Capital Commercial Mortgage Securities                               | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344654 | PA      | $335261.40    | 0.00%             | 2036-02-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3167221 | PA      | $2984266.19   | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                                                 | GSCG Trust                                                                  | CUSIP: 36260TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5198927.50   | 0.07%             | 2034-09-06      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464625 | PA      | $452463.70    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                    | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $4497375.54   | 0.06%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12644 | PA      | $12037.52     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    964713 | PA      | $905023.98    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 6903537E1<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   8152455 | PA      | $7021592.51   | 0.10%             | 2038-07-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1008040 | PA      | $907668.69    | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    697853 | PA      | $625369.00    | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    298855 | PA      | $269145.90    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176370 | PA      | $168228.47    | 0.00%             | 2047-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| CONSERVATION FUND                                                          | Conservation Fund                                                           | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8481536.55   | 0.12%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                   | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759NA2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3726000 | PA      | $3658716.30   | 0.05%             | 2027-08-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  10500000 | PA      | $9689202.92   | 0.14%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU                                             | Mount Shasta Public Financing Authority                                     | CUSIP: 623094AK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $180471.37    | 0.00%             | 2029-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU                                             | Mount Shasta Public Financing Authority                                     | CUSIP: 623094AN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $190240.18    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo, Inc                                                                | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  20310000 | PA      | $13629961.79  | 0.19%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129668 | PA      | $124846.14    | 0.00%             | 2047-09-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                       | Republic of Italy Government International Bond                             | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |  10750000 | PA      | $8085612.50   | 0.12%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMITROPIC CA IMPT DIST SEMITR                                             | Semitropic Improvement District                                             | CUSIP: 81684LDK9<br>LEI: 254900JCJX7RNF7DVB37 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2993533.80   | 0.04%             | 2025-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                 | Sunrun Atlas Issuer LLC                                                     | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5896352 | PA      | $5638579.57   | 0.08%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1285109 | PA      | $1212346.28   | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                              | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17328HBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1845757.60   | 0.03%             | 2052-11-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLICKITAT CNTY WA PUBLIC UTILI                                             | Klickitat County Public Utilities                                           | CUSIP: 498622KT5<br>LEI: 549300D4CB0RTDWA5V46 | Long             | DBT              | MUN               | US        |    450000 | PA      | $395501.13    | 0.01%             | 2038-12-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11527500 | PA      | $10622384.91  | 0.15%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $907752.10    | 0.01%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2211907.25   | 0.03%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1447623.80   | 0.02%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                 | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   9110000 | PA      | $6524462.57   | 0.09%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    129084 | PA      | $116184.12    | 0.00%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $931260.50    | 0.01%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H3RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     62500 | PA      | $60936.99     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                     | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9394542.50   | 0.13%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1335372.30   | 0.02%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3903150.60   | 0.06%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 690355AX0<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   4483850 | PA      | $3899817.63   | 0.06%             | 2038-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                             | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $3626448.50   | 0.05%             | 2036-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                             | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2716249.60   | 0.04%             | 2036-07-15      | Variable      | 8.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                           | CUSIP: 3617LYQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  10424612 | PA      | $9840962.07   | 0.14%             | 2045-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51379 | PA      | $48492.62     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19637 | PA      | $18533.82     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                     | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229195 | PA      | $210227.01    | 0.00%             | 2047-10-25      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C                                                   | Community Preservation Corp                                                 | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |  14145000 | PA      | $13153400.99  | 0.19%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Mortgage Trust                                                        | CUSIP: 05492TBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2394521.70   | 0.03%             | 2053-02-15      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   3283848 | PA      | $3145836.84   | 0.04%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                    | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $9812119.34   | 0.14%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP                                            | Brookfield Property Partners LP                                             | CUSIP: EP0585729<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    629610 | NS      | $8436774.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                                          | SYSCO Corp                                                                  | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $11241004.80  | 0.16%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    783182 | PA      | $709195.76    | 0.01%             | 2050-06-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Renewable Partners LP                                           | Brookfield Renewable Partners LP                                            | CUSIP: EP0586206<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |    276951 | NS      | $5237143.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES 2020-A                                                     | Delta Air Lines Pass Through Trust                                          | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12667383 | PA      | $12103012.35  | 0.17%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                    | Delta Air Lines Pass Through Trust                                          | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5397934 | PA      | $5170065.77   | 0.07%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42772BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1612566 | PA      | $1408597.31   | 0.02%             | 2057-09-20      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120903 | PA      | $113103.98    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OAKLAND CA                                                                 | City of Oakland CA                                                          | CUSIP: 672240WK0<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   2685000 | PA      | $2611389.65   | 0.04%             | 2027-01-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500099 | PA      | $1291089.98   | 0.02%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5086125.66   | 0.07%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer, Inc                                                                 | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2344485.53   | 0.03%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BERKELEY CA                                                                | City of Berkeley CA                                                         | CUSIP: 084113UP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1761051.22   | 0.03%             | 2035-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                                          | USAA Capital Corp                                                           | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  11135000 | PA      | $10199886.71  | 0.15%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336139 | PA      | $323152.85    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6128060 | PA      | $5362052.50   | 0.08%             | 2039-09-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14604125 | PA      | $14803763.39  | 0.21%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2657605 | PA      | $2474469.43   | 0.04%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731763 | PA      | $699752.10    | 0.01%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                   | Southwestern Public Service Co                                              | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |  18529000 | PA      | $12499562.97  | 0.18%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FINGA                                             | Pennsylvania Economic Development Financing Authority                       | CUSIP: 708686EL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6920000 | PA      | $692.00       | 0.00%             | 2029-12-01      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                    | Piedmont Natural Gas Co, Inc                                                | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $4887923.65   | 0.07%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                 | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   7725000 | PA      | $7147790.09   | 0.10%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                     | Five Corners Funding Trust II                                               | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12075000 | PA      | $11310941.33  | 0.16%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 90376PAX9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1012520 | PA      | $956460.31    | 0.01%             | 2029-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3128MJZ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     17082 | PA      | $15455.42     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1292317 | PA      | $1121950.68   | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017179 | PA      | $894750.80    | 0.01%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                        | Ford Foundation                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $899256.20    | 0.01%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                        | Ford Foundation                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $7015797.10   | 0.10%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                       | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $10576449.25  | 0.15%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191157 | PA      | $189025.97    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA REVENUE                                                   | District of Columbia                                                        | CUSIP: 25483VXM1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2586959.55   | 0.04%             | 2042-04-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1413923 | PA      | $1325169.26   | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                               | Alphabet, Inc                                                               | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4816960.23   | 0.07%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa, Inc                                                                   | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8616870.70   | 0.12%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing, Inc                                              | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |  12875000 | PA      | $11270583.29  | 0.16%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                             | Manhattan West Mortgage Trust                                               | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2201245.47   | 0.03%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   6086000 | PA      | $5254958.22   | 0.07%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                                                  | MFT Mortgage Trust                                                          | CUSIP: 55316TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1596914.33   | 0.02%             | 2040-08-10      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                     | HAT Holdings I LLC                                                          | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2767152.48   | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                           | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $4993741.15   | 0.07%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                           | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   7399000 | PA      | $5216032.19   | 0.07%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |  13250000 | PA      | $11536111.84  | 0.16%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5401220.33   | 0.08%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners LP                                      | Brookfield Infrastructure Partners LP                                       | CUSIP: EP0593202<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |    454177 | NS      | $8011682.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  11279000 | PA      | $9737814.88   | 0.14%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                                             | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137FWGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   5790000 | PA      | $4726312.73   | 0.07%             | 2038-09-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                                                      | Liberty Utilities Finance GP                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13250000 | PA      | $11824068.39  | 0.17%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                                                 | Vivint Solar Financing VII LLC                                              | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3860101 | PA      | $3557928.99   | 0.05%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                  | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   9750000 | PA      | $8521020.98   | 0.12%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2134637.88   | 0.03%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                 | BFLD Trust                                                                  | CUSIP: 05493AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $52513.13     | 0.00%             | 2035-10-15      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                           | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  16400000 | PA      | $10112377.27  | 0.14%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &                                              | New York State Energy Research & Development Authority                      | CUSIP: 64986RAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1074867.09   | 0.02%             | 2026-10-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &                                              | New York State Energy Research & Development Authority                      | CUSIP: 64986RAS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $939645.30    | 0.01%             | 2027-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &                                              | New York State Energy Research & Development Authority                      | CUSIP: 64986RAT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $805471.14    | 0.01%             | 2028-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                     | Rockefeller Foundation                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |  12760000 | PA      | $7846310.55   | 0.11%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   3725000 | PA      | $3503012.72   | 0.05%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11625182 | PA      | $10440913.82  | 0.15%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  12125000 | PA      | $10611293.66  | 0.15%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 3622AATU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1145134 | PA      | $1055947.38   | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                             | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137F72G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3537092 | PA      | $2959209.58   | 0.04%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| THE BUSH FOUNDATION                                                        | Bush Foundation                                                             | CUSIP: 12316UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $786722.16    | 0.01%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X42F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8187967 | PA      | $8256540.00   | 0.12%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5545000 | PA      | $5197889.65   | 0.07%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| UEP PENONOME II SA                                                         | UEP Penonome II S.A.                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |   5479038 | PA      | $4890753.55   | 0.07%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                    | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948PAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2005205 | PA      | $1557609.72   | 0.02%             | 2048-01-20      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                    | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1479889 | PA      | $1239311.12   | 0.02%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO                                             | California Municipal Finance Authority                                      | CUSIP: 13049SDK7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   6400000 | PA      | $6167002.88   | 0.09%             | 2048-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR Securitized Participation Interests Trust                 | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     66739 | PA      | $64939.72     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   2500000 | PA      | $2178455.18   | 0.03%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    955124 | PA      | $957563.11    | 0.01%             | 2048-10-26      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                   | Banque Ouest Africaine de Developpement                                     | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |   7925000 | PA      | $8043438.44   | 0.11%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |  12807652 | PA      | $2103030.47   | 0.03%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3739639 | PA      | $475447.22    | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3586340 | PA      | $598775.77    | 0.01%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                        | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2978260.40   | 0.04%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                                      | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   7941322 | PA      | $6462236.70   | 0.09%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                                                 | City of Detroit MI                                                          | CUSIP: 2510935R7<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    525000 | PA      | $482367.22    | 0.01%             | 2034-04-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2137043 | PA      | $276889.98    | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                    | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  38048098 | PA      | $4004942.75   | 0.06%             | 2037-11-25      | Variable      | 1.78%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                       | National Fuel Gas Co                                                        | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  11274000 | PA      | $10287133.00  | 0.15%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR Securitized Participation Interests Trust                 | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     22062 | PA      | $21430.80     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                    | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920356 | PA      | $2477689.19   | 0.04%             | 2047-07-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| THIRAX 1 LLC                                                               | Thirax  LLC                                                                 | CUSIP: 88410XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18286072 | PA      | $16142740.71  | 0.23%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                        | CUSIP: 06540BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5652455.25   | 0.08%             | 2052-10-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                        | CUSIP: 06540XBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7116270.40   | 0.10%             | 2062-11-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7253249 | PA      | $6448079.22   | 0.09%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC                                                                        | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1543320.32   | 0.02%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14543000 | PA      | $10223842.58  | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                            | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $4368888.63   | 0.06%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard, Inc                                                             | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   7725000 | PA      | $6880463.06   | 0.10%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                     | Atlantic City Electric Co                                                   | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4037966.82   | 0.06%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                    | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4525881 | PA      | $3682127.61   | 0.05%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN VULCAN ISSUER LLC                                                   | Sunrun Vulcan Issuer LLC                                                    | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7906826 | PA      | $7098339.38   | 0.10%             | 2052-01-30      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                              | Alen Mortgage Trust                                                         | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1377609.45   | 0.02%             | 2034-04-15      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDU                                                   | Massachusetts Higher Education Assistance Corp                              | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11525000 | PA      | $10109857.12  | 0.14%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                             | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  16725000 | PA      | $15908261.39  | 0.23%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                             | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $6345217.49   | 0.09%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8250000 | PA      | $7238634.98   | 0.10%             | 2030-11-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                    | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $4957218.64   | 0.07%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                               | WinWater Mortgage Loan Trust                                                | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |    118754 | PA      | $101893.77    | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                                                            | Renew                                                                       | CUSIP: 75975BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3003620 | PA      | $2448697.36   | 0.03%             | 2056-11-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P                                             | Grace Trust                                                                 | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2891629.33   | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 90376PCZ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $956258.63    | 0.01%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                 | DOLP Trust                                                                  | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 102725000 | PA      | $2954982.21   | 0.04%             | 2041-05-10      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  10044299 | PA      | $1401331.42   | 0.02%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                                      | International Finance Facility for Immunisation Co                          | CUSIP: BP0704505<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |   9893000 | PA      | $9728642.25   | 0.14%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                   | Oceanview Mortgage Trust                                                    | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1122397 | PA      | $925812.15    | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                     | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1081856 | PA      | $892371.28    | 0.01%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                   | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759NL8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1750000 | PA      | $1565551.30   | 0.02%             | 2037-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                    | Japan International Cooperation Agency                                      | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   8750000 | PA      | $7742133.53   | 0.11%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                             | Whirlpool Corp                                                              | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $4448301.60   | 0.06%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2520954 | PA      | $2081648.67   | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDING                                                   | Liberty Tire Recycling Holdco, LLC, Term Loan                               | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |  13732288 | PA      | $13732287.96  | 0.20%             | 2028-05-08      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    950000 | PA      | $829237.57    | 0.01%             | 2031-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                       | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4912210.30   | 0.07%             | 2026-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                       | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5416271.22   | 0.08%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2210330 | PA      | $1835801.13   | 0.03%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing, Inc                                              | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8996434.36   | 0.13%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    571868 | PA      | $493618.92    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4135209 | PA      | $3410421.37   | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard, Inc                                               | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   4976000 | PA      | $3609992.96   | 0.05%             | 2051-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820464 | PA      | $1501750.29   | 0.02%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                              | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   6003000 | PA      | $6003000.00   | 0.09%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9700000 | PA      | $7186714.87   | 0.10%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  20080431 | PA      | $17943299.78  | 0.26%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                   | Kaiser Foundation Hospitals                                                 | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  19025000 | PA      | $14071446.29  | 0.20%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                           | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8713425.10   | 0.12%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2657068 | PA      | $2119465.64   | 0.03%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $691134.90    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                     | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3370086 | PA      | $2779612.66   | 0.04%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                     | HAT Holdings I LLC                                                          | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $742672.49    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6245176 | PA      | $5149399.54   | 0.07%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loans LLC                                                      | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2586777 | PA      | $2142227.38   | 0.03%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                           | SLG Office Trust                                                            | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $8900032.00   | 0.13%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                                             | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137H13V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7700000 | PA      | $6926892.28   | 0.10%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 90376PDF5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1775000 | PA      | $1689928.58   | 0.02%             | 2028-04-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                         | Ameren Illinois Co                                                          | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $7967426.88   | 0.11%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                     | Private Export Funding Corp                                                 | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    885000 | PA      | $826223.99    | 0.01%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2209192 | PA      | $1822422.22   | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                        | CUSIP: 06541UBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1745754.25   | 0.02%             | 2053-12-15      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                          | Imperial Fund Mortgage Trust                                                | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $409925.60    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8084714 | PA      | $6668695.37   | 0.09%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529850 | PA      | $508762.40    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 90376PDT5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   3505555 | PA      | $2904337.12   | 0.04%             | 2038-07-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    352483 | PA      | $304219.07    | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                             | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    587165 | PA      | $506627.29    | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                     | Commonwealth Edison Co                                                      | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $9012898.26   | 0.13%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                 | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $9780431.25   | 0.14%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   9425000 | PA      | $5948821.74   | 0.08%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy, Inc                                                        | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6938000 | PA      | $6139806.76   | 0.09%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                        | Sunnova Energy Corp                                                         | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $3175.00      | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                    | Public Service Co of Oklahoma                                               | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2201324.83   | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2835935 | PA      | $2345666.21   | 0.03%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| DETROIT MI                                                                 | City of Detroit MI                                                          | CUSIP: 2510935L0<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    745000 | PA      | $739373.02    | 0.01%             | 2026-04-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer, Inc                                                                 | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4731473.36   | 0.07%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1791083.18   | 0.03%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3617276 | PA      | $2983989.72   | 0.04%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2972655 | PA      | $2451964.40   | 0.03%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447730 | PA      | $398117.95    | 0.01%             | 2050-05-25      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3139159 | PA      | $2586482.95   | 0.04%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart, Inc                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  20525000 | PA      | $18108264.38  | 0.26%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $4000504.76   | 0.06%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                             | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4994311 | PA      | $4125801.38   | 0.06%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                                             | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137H2NN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1405742 | PA      | $1302441.00   | 0.02%             | 2031-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4027026 | PA      | $3095094.75   | 0.04%             | 2052-06-20      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association (GNMA)                             | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3752112 | PA      | $3352852.04   | 0.05%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                                    | New York State Electric & Gas Corp                                          | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $10651254.46  | 0.15%             | 2031-10-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15500000 | PA      | $13452685.60  | 0.19%             | 2031-01-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                  | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4892204 | PA      | $4399360.79   | 0.06%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| MATHER FOUNDATION                                                          | Mather Foundation                                                           | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8492326.36   | 0.12%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                                       | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |  11850000 | PA      | $11520096.00  | 0.16%             | 2026-10-06      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| MARY FREE BED REHAB HSP                                                    | Mary Free Bed Rehabilitation Hospital                                       | CUSIP: 57388MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1615941.38   | 0.02%             | 2051-04-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                   | BX Commercial Mortgage Trust                                                | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6965000 | PA      | $6960907.37   | 0.10%             | 2038-10-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| COLBUN SA                                                                  | Colbun S.A.                                                                 | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   3850000 | PA      | $3514105.60   | 0.05%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1920864 | PA      | $1582679.55   | 0.02%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2770085 | PA      | $2483094.92   | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios VII Issuer LLC                                               | CUSIP: 86745RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5751314 | PA      | $4919005.62   | 0.07%             | 2048-10-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3563926 | PA      | $2939713.07   | 0.04%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SEATTLE WA LOCAL IMPT DIST #67                                             | City of Seattle WA Local Improvement District No 6751                       | CUSIP: 812645AJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5255000 | PA      | $4494337.70   | 0.06%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEATTLE WA LOCAL IMPT DIST #67                                             | City of Seattle WA Local Improvement District No 6751                       | CUSIP: 812645AK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5240000 | PA      | $4434672.78   | 0.06%             | 2043-11-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7805000 | PA      | $5574591.69   | 0.08%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10364177 | PA      | $8789542.72   | 0.13%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4282377 | PA      | $3170650.99   | 0.05%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314389 | PA      | $281028.72    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                                               | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12396707 | PA      | $12386400.49  | 0.18%             | 2038-11-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ELP 2021-ELP                                                               | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3966946 | PA      | $3966886.78   | 0.06%             | 2038-11-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                    | Southwestern Electric Power Co                                              | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $4663834.07   | 0.07%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1714890 | PA      | $1534112.13   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6748772 | PA      | $6063466.99   | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4035212 | PA      | $453486.83    | 0.01%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2481884 | PA      | $2098886.86   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                                             | STWD Mortgage Trust                                                         | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2044874.59   | 0.03%             | 2036-11-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4212657 | PA      | $3570212.71   | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL GAS CO                                                   | Northwest Natural Gas Co                                                    | CUSIP: 66765RCK0<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3313653.79   | 0.05%             | 2051-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    879373 | PA      | $789032.21    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                   | OBX Trust                                                                   | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4039430 | PA      | $3331933.69   | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  28289710 | PA      | $25300696.15  | 0.36%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                    | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 35833TAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   8801147 | PA      | $7338406.43   | 0.10%             | 2041-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                 | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2459995 | PA      | $2178007.57   | 0.03%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLEAN ENERGYC                                             | Massachusetts Clean Energy Cooperative Corp                                 | CUSIP: 575625AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2845940.70   | 0.04%             | 2028-07-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                 | Progress Residential Trust                                                  | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $655218.76    | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1252910 | PA      | $1126782.48   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    803321 | PA      | $725408.44    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5393344.98   | 0.08%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                     | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6541339.40   | 0.09%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                   | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  13588000 | PA      | $13103833.20  | 0.19%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                | Vistra Corp                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   6425000 | PA      | $6523109.75   | 0.09%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7832194 | PA      | $6618780.54   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1387280 | PA      | $1140835.80   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WLB ASSET II C PTE LTD                                                     | WLB Asset II C Pte Ltd                                                      | CUSIP: BS8095082<br>LEI: 549300QP5TA3PCYZ7Y92 | Long             | DBT              | CORP              | SG        |   5046653 | PA      | $4985185.68   | 0.07%             | 2025-12-23      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC                                                                        | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2281236 | PA      | $2019065.02   | 0.03%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                   | Angel Oak Mortgage Trust                                                    | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1396652.76   | 0.02%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5107964 | PA      | $4194511.69   | 0.06%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                     | Massachusetts Electric Co                                                   | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2171776.99   | 0.03%             | 2030-11-24      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTGE PURCHAS                                             | Maine State Housing Authority                                               | CUSIP: 56052FWZ4<br>LEI: 549300SO05LH6D240016 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1158593.02   | 0.02%             | 2031-11-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8430000 | PA      | $7412513.08   | 0.11%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3324758.55   | 0.05%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | Commercial Mortgage Pass Through Certificates                               | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3743499.20   | 0.05%             | 2039-01-10      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4375000 | PA      | $4124998.50   | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SUMIT 2022-BVUE Mortgage Trust                                             | SUMIT Mortgage Trust                                                        | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3604980.00   | 0.05%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                   | Sweihan PV Power Co PJSC                                                    | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |  15573700 | PA      | $13206497.60  | 0.19%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $610274.53    | 0.01%             | 2042-01-25      | Variable      | 11.46%                | Yes           |                  2 | On Loan: No      |
| CCRC Affordable Multifamily Ho                                             | CCRC Affordable Multifamily Housing Mortgage Trust                          | CUSIP: 12508HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2901500 | PA      | $2669702.65   | 0.04%             | 2034-06-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2907728 | PA      | $1936129.23   | 0.03%             | 2049-01-20      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840391 | PA      | $694876.86    | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3599067 | PA      | $3239808.00   | 0.05%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4865975 | PA      | $4000047.84   | 0.06%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                   | BX TRUST                                                                    | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4248073.05   | 0.06%             | 2039-01-17      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                   | BX TRUST                                                                    | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9993478.00   | 0.14%             | 2039-01-17      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAI                                                   | National Community Renaissance of California                                | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7034298.64   | 0.10%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3744907 | PA      | $3165367.41   | 0.05%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905678 | PA      | $747050.80    | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |   2610000 | PA      | $2720741.78   | 0.04%             | 2042-02-25      | Variable      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1801527 | PA      | $1741532.21   | 0.02%             | 2028-11-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7100000 | PA      | $5885425.86   | 0.08%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2640000 | PA      | $1878886.05   | 0.03%             | 2046-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                 | BMO 360C                                                                    | CUSIP: 05609MDA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2760724.75   | 0.04%             | 2055-02-17      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                 | BMO 360A                                                                    | CUSIP: 05609MCU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $4678009.96   | 0.07%             | 2055-02-17      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1415208 | PA      | $1167338.11   | 0.02%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31783000 | PA      | $19714150.74  | 0.28%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114908400 | PA      | $85148919.27  | 1.21%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                             | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1682555.51   | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios VIII Issuer LLC                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3276932 | PA      | $2772267.96   | 0.04%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5341942 | PA      | $4406313.80   | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5979905 | PA      | $5533273.69   | 0.08%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THIRAX 2 LLC                                                               | Thirax 2 LLC                                                                | CUSIP: 88411JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2945393 | PA      | $2697148.84   | 0.04%             | 2034-01-22      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1668174 | PA      | $1435199.05   | 0.02%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2202947 | PA      | $1967725.33   | 0.03%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4118558 | PA      | $3540586.84   | 0.05%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33781120 | PA      | $29759077.10  | 0.42%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3688000 | PA      | $3361612.63   | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                                             | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H6L29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   9576955 | PA      | $8519324.93   | 0.12%             | 2036-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                    | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2500000 | PA      | $2429756.48   | 0.03%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 780082AH6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3375000 | PA      | $3285129.49   | 0.05%             | 2026-09-14      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18859884 | PA      | $19468679.17  | 0.28%             | 2042-03-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| PHARR TX ECON DEV CORP SALES T                                             | Pharr Economic Development Corp                                             | CUSIP: 717185AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1085364.77   | 0.02%             | 2029-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PHARR TX ECON DEV CORP SALES T                                             | Pharr Economic Development Corp                                             | CUSIP: 717185AC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $271746.01    | 0.00%             | 2027-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7707378 | PA      | $6625776.07   | 0.09%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  18000000 | PA      | $17609310.00  | 0.25%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8862485 | PA      | $7584148.29   | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                                             | California Health Facilities Financing Authority                            | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1802736.39   | 0.03%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17817921 | PA      | $16837314.04  | 0.24%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3872878 | PA      | $3194552.67   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   6400000 | PA      | $6579225.60   | 0.09%             | 2042-03-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  30256841 | PA      | $27748973.65  | 0.40%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2411025 | PA      | $2206711.47   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                     | FMG Resources August 2006 Pty Ltd                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  10750000 | PA      | $11108544.75  | 0.16%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SAN JOSE CA FING AUTH LEASE RE                                             | San Jose Financing Authority                                                | CUSIP: 798153QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2445220.50   | 0.03%             | 2037-05-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |   1830000 | PA      | $1943244.06   | 0.03%             | 2042-04-25      | Variable      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   3825000 | PA      | $2997707.08   | 0.04%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: BV6928352<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  18415000 | PA      | $17654150.02  | 0.25%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   7666000 | PA      | $7349264.95   | 0.10%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32228647 | PA      | $28372291.21  | 0.40%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRSVN OF AFFORD HOUSING                                                    | Preservation Of Affordable Housing, Inc                                     | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9775000 | PA      | $9203015.88   | 0.13%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                                                      | Tote Shipholdings LLC                                                       | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3015532.84   | 0.04%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                                                      | Tote Shipholdings LLC                                                       | CUSIP: 89156HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1939628.17   | 0.03%             | 2041-01-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                                             | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137H74G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7324000 | PA      | $6724407.56   | 0.10%             | 2032-02-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                             | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1280868 | PA      | $1056527.39   | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2492586 | PA      | $2144472.55   | 0.03%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                                             | STWD Mortgage Trust                                                         | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1122673.28   | 0.02%             | 2036-11-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1,                                              | Sunrun Jupiter Issuer LLC                                                   | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6471961 | PA      | $6205404.73   | 0.09%             | 2057-07-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3866643 | PA      | $3324024.18   | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4718383 | PA      | $4186193.01   | 0.06%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1767545 | PA      | $1520690.99   | 0.02%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179W5E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4189620 | PA      | $3974931.28   | 0.06%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  44125747 | PA      | $41797424.05  | 0.59%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                            | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2574871.61   | 0.04%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                                             | STWD Mortgage Trust                                                         | CUSIP: 78486EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1996076.00   | 0.03%             | 2036-11-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |   7488000 | PA      | $7775777.32   | 0.11%             | 2042-05-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4435000 | PA      | $4555755.74   | 0.06%             | 2042-04-25      | Variable      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1638209 | PA      | $1440614.72   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                  | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                  | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |  11400000 | PA      | $11894276.87  | 0.17%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3628097 | PA      | $3121399.33   | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3915774 | PA      | $3366260.34   | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16078477 | PA      | $15196048.86  | 0.22%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3764826 | PA      | $3344886.35   | 0.05%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13780000 | PA      | $14345892.24  | 0.20%             | 2042-05-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |  12648000 | PA      | $13386658.38  | 0.19%             | 2042-06-25      | Variable      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                                 | Public Finance Authority                                                    | CUSIP: 74442PXM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1735000 | PA      | $1688132.97   | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14777000 | PA      | $15641750.04  | 0.22%             | 2042-06-25      | Variable      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  38640074 | PA      | $35293646.55  | 0.50%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2546375 | PA      | $2186904.95   | 0.03%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14752308 | PA      | $14703110.63  | 0.21%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30467436 | PA      | $29692380.45  | 0.42%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19898394 | PA      | $18806319.13  | 0.27%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                                             | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H92A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1680000 | PA      | $1642692.74   | 0.02%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7612156 | PA      | $7421665.75   | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7639485 | PA      | $7447520.78   | 0.11%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3553169 | PA      | $3465720.74   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3364287 | PA      | $3280442.69   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1699581 | PA      | $1461979.59   | 0.02%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12168098 | PA      | $11002795.99  | 0.16%             | 2049-07-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo, Inc                                                                | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12207180.13  | 0.17%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |   6934000 | PA      | $7304585.55   | 0.10%             | 2042-07-25      | Variable      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6111878 | PA      | $5804609.59   | 0.08%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2136479 | PA      | $2087751.75   | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4706000 | PA      | $4898399.16   | 0.07%             | 2042-07-25      | Variable      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                      | Brooklyn Union Gas Co                                                       | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7100184.16   | 0.10%             | 2027-08-05      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                      | Brooklyn Union Gas Co                                                       | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9875711.70   | 0.14%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT ST GREEN BANK                                                  | Connecticut Green Bank                                                      | CUSIP: 207580AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1105083.50   | 0.02%             | 2035-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GALLATIN CNTY MT INDL DEV REVE                                             | County of Gallatin MT                                                       | CUSIP: 363671BN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3606109.50   | 0.05%             | 2027-09-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7913665 | PA      | $7887273.36   | 0.11%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 133036120 | PA      | $129651824.99 | 1.85%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6338805.07   | 0.09%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  69902408 | PA      | $66119657.58  | 0.94%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-CBDO         | USGSE             | US        |   2535000 | PA      | $2655543.56   | 0.04%             | 2042-08-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  35782280 | PA      | $33900635.13  | 0.48%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3625272 | PA      | $621705.95    | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   3750000 | PA      | $3719248.24   | 0.05%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   5000000 | PA      | $4444459.30   | 0.06%             | 2032-01-26      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7922502 | PA      | $7725870.50   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36383895 | PA      | $36258807.08  | 0.52%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2150090 | PA      | $1906506.85   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1504546 | PA      | $1340556.32   | 0.02%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |   6170000 | PA      | $6488346.09   | 0.09%             | 2042-09-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1888819 | PA      | $1667396.69   | 0.02%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                                                             | City of Los Angeles CA                                                      | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6844008.50   | 0.10%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11299089 | PA      | $10363639.14  | 0.15%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2541951 | PA      | $2161885.33   | 0.03%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HSG DEV AUTH                                               | South Dakota Housing Development Authority                                  | CUSIP: 83756CY90<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1591701.87   | 0.02%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3715373 | PA      | $3463815.56   | 0.05%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2088252 | PA      | $2009638.14   | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1830797 | PA      | $1745212.10   | 0.02%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3101566 | PA      | $3000504.97   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                   | Japan Bank for International Cooperation                                    | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   3250000 | PA      | $3285855.43   | 0.05%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4559892 | PA      | $4249013.82   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3475237 | PA      | $3561517.33   | 0.05%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2490142 | PA      | $2168576.75   | 0.03%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2808354 | PA      | $2645716.66   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECON D                                             | State of Hawaii Department of Business Economic Development & Tourism       | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1301264 | PA      | $1279813.76   | 0.02%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30896173 | PA      | $29972390.21  | 0.43%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  11941894 | PA      | $11949863.06  | 0.17%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5297019 | PA      | $5372122.82   | 0.08%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38635046 | PA      | $37640272.07  | 0.54%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3550048 | PA      | $3618907.33   | 0.05%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132WVAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5131178 | PA      | $4605839.12   | 0.07%             | 2031-12-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132XEDU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6780573 | PA      | $6201021.99   | 0.09%             | 2037-06-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| PORT LIONS AK REVENUE                                                      | City of Port Lions AK                                                       | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3025000 | PA      | $3166163.74   | 0.05%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8968663 | PA      | $8761338.66   | 0.12%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133BQWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8492044 | PA      | $8720458.14   | 0.12%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                                                      | BB Blue Financing DAC                                                       | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |   3419800 | PA      | $3328974.22   | 0.05%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                                                      | BB Blue Financing DAC                                                       | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |  10000000 | PA      | $9787972.60   | 0.14%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                                 | Public Finance Authority                                                    | CUSIP: 74442PYN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    405000 | PA      | $40.50        | 0.00%             | 2025-12-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   8035000 | PA      | $8568162.43   | 0.12%             | 2042-09-25      | Variable      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1262313.01   | 0.02%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                 | Federal National Mortgage Association                                       | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $6924423.24   | 0.10%             | 2035-08-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134GWQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  25000000 | PA      | $19204091.25  | 0.27%             | 2035-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D                                                             | WLB Asset II D Pte Ltd                                                      | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $9637030.00   | 0.14%             | 2026-12-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  13788374 | PA      | $13463239.97  | 0.19%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                     | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3393799 | PA      | $3332489.91   | 0.05%             | 2053-06-20      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1634528 | PA      | $1349692.56   | 0.02%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                              | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1724073.38   | 0.02%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2207282 | PA      | $1990984.08   | 0.03%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  20934519 | PA      | $19126376.68  | 0.27%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1779739 | PA      | $1776138.10   | 0.03%             | 2053-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27672922 | PA      | $27574928.81  | 0.39%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  21175000 | PA      | $22257965.73  | 0.32%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1721146 | PA      | $1692181.65   | 0.02%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2497020 | PA      | $2147788.69   | 0.03%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                     | OPEC Fund for International Development                                     | CUSIP: ZM4994749<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |   1250000 | PA      | $1250749.56   | 0.02%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                     | OPEC Fund for International Development                                     | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |   8750000 | PA      | $8755246.94   | 0.12%             | 2026-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4058134 | PA      | $2949748.26   | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BNPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   5802954 | PA      | $5271613.04   | 0.08%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH                                                | New Jersey Economic Development Authority                                   | CUSIP: 64578EMQ7<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    700000 | PA      | $725567.15    | 0.01%             | 2031-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                              | Sales Tax Securitization Corp                                               | CUSIP: 79467BFT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $1011347.45   | 0.01%             | 2041-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   9394238 | PA      | $6858811.86   | 0.10%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4099841 | PA      | $3642583.71   | 0.05%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                                      | Central American Bank for Economic Integration                              | CUSIP: 15238RAH5<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   1455000 | PA      | $1458266.24   | 0.02%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  13050000 | PA      | $13107356.71  | 0.19%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12053202.84  | 0.17%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                   | Inter-American Investment Corp                                              | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |  17500000 | PA      | $17630606.18  | 0.25%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132XEEF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5646500 | PA      | $5430252.04   | 0.08%             | 2037-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383FQ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   8181007 | PA      | $6135510.02   | 0.09%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                         | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4915840.00   | 0.07%             | 2028-03-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                | Hertz Vehicle Financing III LLC                                             | CUSIP: 42806MBW8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   7375000 | PA      | $7595674.01   | 0.11%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13094190 | PA      | $13438965.72  | 0.19%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                   | Air Products and Chemicals, Inc                                             | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10709917.47  | 0.15%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                | Seattle Children's Hospital                                                 | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2110376.89   | 0.03%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   8180686 | PA      | $6044791.05   | 0.09%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                  | CUSIP: 45950VSC1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5009275.30   | 0.07%             | 2026-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36263NBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1553413 | PA      | $1300238.83   | 0.02%             | 2052-05-28      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2129037 | PA      | $1733847.43   | 0.02%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8348601 | PA      | $7891757.33   | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                          | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2513142.83   | 0.04%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                   | Oceanview Mortgage Trust                                                    | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1212932 | PA      | $1159674.40   | 0.02%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                 | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  20743000 | PA      | $22180981.09  | 0.32%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5349004.97   | 0.08%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1856716 | PA      | $1509355.84   | 0.02%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22868230 | PA      | $22784892.09  | 0.32%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT                                                    | Air Canada Pass Through Trust                                               | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4834456 | PA      | $4577704.28   | 0.07%             | 2030-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Air Canada 2015-1 Class A Pass Through Trust                               | Air Canada 2015-1 Cl A Pass Through Trust                                   | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1869412 | PA      | $1841053.71   | 0.03%             | 2027-03-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2863462 | PA      | $2875541.39   | 0.04%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |  12250000 | PA      | $11790488.54  | 0.17%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ZF NA CAPITAL                                                              | ZF North America Capital, Inc                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4931157.65   | 0.07%             | 2030-04-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital, Inc                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2291267.10   | 0.03%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  16112700 | PA      | $14396964.99  | 0.20%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                          | Canada Government International Bond                                        | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   5795000 | PA      | $5808800.68   | 0.08%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H9U98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2258505 | PA      | $2305515.56   | 0.03%             | 2053-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                    | CAD251010                                                                   | CUSIP: CAD251010<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $64812.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                      | EUR251010                                                                   | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $95515.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109882 | PA      | $109549.95    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                              | Citigroup Mortgage Loan Trust                                               | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39587076 | PA      | $354023.26    | 0.01%             | 2052-02-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                              | Citigroup Mortgage Loan Trust                                               | CUSIP: 17330CAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4435538 | PA      | $61657.97     | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                     | Private Export Funding Corp                                                 | CUSIP: 742651DZ2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   7099000 | PA      | $7113413.38   | 0.10%             | 2027-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19428247 | PA      | $146628.87    | 0.00%             | 2051-10-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   7990373 | PA      | $1603456.14   | 0.02%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                           | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $8460226.43   | 0.12%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios XI Issuer LLC                                                | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2313723 | PA      | $2118733.76   | 0.03%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14337557 | PA      | $108202.67    | 0.00%             | 2051-07-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10034691 | PA      | $75440.81     | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars, Inc                                                                   | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  11825000 | PA      | $11999774.92  | 0.17%             | 2031-04-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK NV                                                                | BNG Bank NV                                                                 | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  17250000 | PA      | $17148450.46  | 0.24%             | 2028-05-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1973740 | PA      | $1612909.19   | 0.02%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                   | Florida Power & Light Co                                                    | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6492407.80   | 0.09%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383V7U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3105185 | PA      | $2938205.60   | 0.04%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2885000 | PA      | $3153326.35   | 0.04%             | 2043-05-25      | Variable      | 9.71%                 | Yes           |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                      | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  12375000 | PA      | $12452596.82  | 0.18%             | 2028-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                                                     | GPS Blue Financing DAC                                                      | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | CORP              | IE        |  11180000 | PA      | $11103976.00  | 0.16%             | 2041-11-09      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                      | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |  10000000 | PA      | $9887124.10   | 0.14%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPRTN DEV CORP RE                                             | New York Transportation Development Corp                                    | CUSIP: 65012EAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2485406.50   | 0.04%             | 2051-06-30      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3650000 | PA      | $4017630.88   | 0.06%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4775214 | PA      | $4365391.95   | 0.06%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KDC Agribusiness Fairless Hills LLC                                        | KDC Agribusiness Fairless Hills LLC                                         | CUSIP: 48244KAA8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    450366 | PA      | $45.04        | 0.00%             | 2025-09-17      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  42931955 | PA      | $367368.74    | 0.01%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132WWZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1810959 | PA      | $1640888.34   | 0.02%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                             | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137BKGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3090141 | PA      | $2975030.54   | 0.04%             | 2033-07-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2643212 | PA      | $2377779.99   | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   4500000 | PA      | $4515265.44   | 0.06%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1A PTT                                                     | Air Canada Pass Through Trust                                               | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1924800 | PA      | $1814242.90   | 0.03%             | 2030-01-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4744055 | PA      | $4743315.20   | 0.07%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BP7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4934818 | PA      | $3490070.83   | 0.05%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4541620 | PA      | $367003.79    | 0.01%             | 2053-05-20      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7070082 | PA      | $7045410.34   | 0.10%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132WWZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2229655 | PA      | $1987086.49   | 0.03%             | 2037-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1200000 | PA      | $1296683.28   | 0.02%             | 2043-07-25      | Variable      | 10.26%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4390000 | PA      | $4626060.40   | 0.07%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43100148 | PA      | $43613248.30  | 0.62%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2755000 | PA      | $2878681.59   | 0.04%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  11256000 | PA      | $11706264.76  | 0.17%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16952877 | PA      | $214760.74    | 0.00%             | 2051-03-27      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH INDL DEVR                                             | New Hampshire Business Finance Authority                                    | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8300000 | PA      | $8300000.00   | 0.12%             | 2033-07-01      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655NCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1023546 | PA      | $939113.54    | 0.01%             | 2052-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7995432 | PA      | $7952677.46   | 0.11%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16559754 | PA      | $16967765.85  | 0.24%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5891082.00   | 0.08%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11875000 | PA      | $12060108.69  | 0.17%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4276396.35   | 0.06%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos, Inc                                                           | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3093117.36   | 0.04%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8961337 | PA      | $86847.90     | 0.00%             | 2052-07-25      | Fixed         | 0.22%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                           | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7754263.57   | 0.11%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                           | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4442565.98   | 0.06%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16779824 | PA      | $16974927.58  | 0.24%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE NHP FOUNDATION                                                         | NHP Foundation                                                              | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2011009.00   | 0.03%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| THE NHP FOUNDATION                                                         | NHP Foundation                                                              | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4850000 | PA      | $5235866.00   | 0.07%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4938697 | PA      | $4543507.08   | 0.06%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios XII Issuer LLC                                               | CUSIP: 86745YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2139559 | PA      | $1706852.40   | 0.02%             | 2050-08-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13926633 | PA      | $13865112.09  | 0.20%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11870326 | PA      | $11553635.05  | 0.16%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3356982 | PA      | $3733790.35   | 0.05%             | 2053-08-20      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384CSJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   1864409 | PA      | $2228539.16   | 0.03%             | 2053-08-20      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-7                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20846098 | PA      | $122829.38    | 0.00%             | 2051-11-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21869200 | PA      | $138679.16    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-1                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11861713 | PA      | $76511.61     | 0.00%             | 2051-06-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                  | Province of Quebec Canada                                                   | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10625000 | PA      | $10758347.68  | 0.15%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   8515291 | PA      | $5845615.50   | 0.08%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                          | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5195145.20   | 0.07%             | 2028-08-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                          | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2130318.38   | 0.03%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9761241.83   | 0.14%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                      | MidAmerican Energy Co                                                       | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5221749.85   | 0.07%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   5375000 | PA      | $5426493.68   | 0.08%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWZY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3357411 | PA      | $3284016.35   | 0.05%             | 2038-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38383FHY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |  10248429 | PA      | $7537007.12   | 0.11%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4068812 | PA      | $3890842.38   | 0.06%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Julius Issuer 2023-2 LLC                                            | Sunrun Julius Issuer LLC                                                    | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4885285 | PA      | $4916330.81   | 0.07%             | 2059-01-30      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9950000 | PA      | $10864168.79  | 0.15%             | 2034-09-22      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                          | CUSIP: 36179YDE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3364762 | PA      | $3023901.67   | 0.04%             | 2053-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385000 | PA      | $2393622.73   | 0.03%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1708965 | PA      | $1711926.06   | 0.02%             | 2026-09-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3287790 | PA      | $2949218.55   | 0.04%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4887089 | PA      | $4670754.64   | 0.07%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5946576 | PA      | $5034595.61   | 0.07%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  99483529 | PA      | $100608581.10 | 1.43%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136B2JH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2450255 | PA      | $2339222.68   | 0.03%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                         | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2950000 | PA      | $3092293.55   | 0.04%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                          | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  12980825 | PA      | $12662636.63  | 0.18%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18250000 | PA      | $18612891.21  | 0.26%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia I Issuer LLC                                                | Sunnova Hestia I Issuer LLC                                                 | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3761162 | PA      | $3794637.77   | 0.05%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6195641 | PA      | $6210620.03   | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thirax 1 LLC                                                               | Thirax  LLC                                                                 | CUSIP: 88410XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6466083 | PA      | $5787768.56   | 0.08%             | 2033-03-07      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                  | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  10625000 | PA      | $11108648.62  | 0.16%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                     | Colombia Government International Bond                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8025000 | PA      | $8610825.00   | 0.12%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3375000 | PA      | $4019176.13   | 0.06%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4050000 | PA      | $4461131.70   | 0.06%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                               | Deutsche Bank AG.                                                           | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7025000 | PA      | $7514351.88   | 0.11%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   4950000 | PA      | $5131207.27   | 0.07%             | 2028-11-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3550000 | PA      | $3712843.12   | 0.05%             | 2043-10-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  15000000 | PA      | $18532910.25  | 0.26%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  13800000 | PA      | $15726345.31  | 0.22%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                  | Kommuninvest I Sverige AB                                                   | CUSIP: 50046PCG8<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   4175000 | PA      | $4283532.34   | 0.06%             | 2028-09-29      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                          | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    990933 | PA      | $1004401.63   | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2023-1                                              | Sequoia Mortgage Trust                                                      | CUSIP: 81749BAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2482088 | PA      | $2403254.72   | 0.03%             | 2053-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23970538 | PA      | $24206660.80  | 0.34%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWZ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3132240 | PA      | $2658598.49   | 0.04%             | 2038-07-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |   1625000 | PA      | $1702797.85   | 0.02%             | 2043-04-25      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4659821 | PA      | $4427985.86   | 0.06%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1802505 | PA      | $1724113.43   | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                  | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2034000 | PA      | $2088356.62   | 0.03%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEE80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5775000 | PA      | $5135593.10   | 0.07%             | 2038-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 780082AQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10108489.90  | 0.14%             | 2026-12-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6320508 | PA      | $1152099.65   | 0.02%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F4EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1355061 | PA      | $1294778.84   | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FDFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    940136 | PA      | $891448.01    | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WLB Asset VI Pte Ltd                                                       | WLB Asset VI Pte Ltd                                                        | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | CORP              | MU        |   9750000 | PA      | $10183387.50  | 0.14%             | 2027-12-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25251628 | PA      | $23150912.53  | 0.33%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    811601 | PA      | $812380.46    | 0.01%             | 2026-12-21      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1222113.96   | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5850000 | PA      | $5905907.87   | 0.08%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEEL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $617172.70    | 0.01%             | 2038-05-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384GAR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2160338 | PA      | $401327.58    | 0.01%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                | PPL Electric Utilities Corp                                                 | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1921718.41   | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                        | Consumers Energy Co                                                         | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4263904.18   | 0.06%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| San Luis Obispo County Financing Authority                                 | San Luis Obispo County Financing Authority                                  | CUSIP: 798693BV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1404026.33   | 0.02%             | 2040-09-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Jackson Park Trust 2019-LIC                                                | Jackson Park Trust                                                          | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3210155.90   | 0.05%             | 2039-10-14      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490697 | PA      | $502097.27    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4811621 | PA      | $4070539.08   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132E0SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5646316 | PA      | $4793272.60   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4642932 | PA      | $3946526.86   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                              | Southern California Edison Co                                               | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8325000 | PA      | $8275191.69   | 0.12%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   8000000 | PA      | $8109527.92   | 0.12%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                         | Connecticut Light and Power Co                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5701735.14   | 0.08%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                             | Air Lease Corp                                                              | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $9010746.85   | 0.13%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2009201.94   | 0.03%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   9125000 | PA      | $9444596.83   | 0.13%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Private Export Funding Corp                                                | Private Export Funding Corp                                                 | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |  10245000 | PA      | $10350262.76  | 0.15%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                | Private Export Funding Corp                                                 | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |  12255000 | PA      | $12348234.08  | 0.18%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                    | Procter & Gamble Co                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  10875000 | PA      | $11036231.88  | 0.16%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                  | Korea Electric Power Corp                                                   | CUSIP: 500631BB1<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   7250000 | PA      | $7316899.16   | 0.10%             | 2027-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298424 | PA      | $262769.86    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2072406 | PA      | $1825196.83   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION                                             | Metropolitan Water Reclamation District of Greater Chicago                  | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |  16465000 | PA      | $17261728.18  | 0.25%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |  12500000 | PA      | $12574037.50  | 0.18%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WW2B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393884 | PA      | $339122.12    | 0.00%             | 2038-11-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $10132348.90  | 0.14%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WASHINGTON CNTY OR CLEAN WTR S                                             | Washington County Clean Water Services                                      | CUSIP: 938240CN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $372784.90    | 0.01%             | 2030-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                        | Dow Chemical Co                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7019628.49   | 0.10%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co/The                                                        | Dow Chemical Co                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7239163.68   | 0.10%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3035000 | PA      | $3203921.42   | 0.05%             | 2043-05-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2024-1                                             | Mosaic Solar Loan Trust                                                     | CUSIP: 618937AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1305000 | PA      | $286571.87    | 0.00%             | 2049-09-20      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |   6505000 | PA      | $6864211.30   | 0.10%             | 2043-05-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1853500 | PA      | $1709791.82   | 0.02%             | 2039-01-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24775000 | PA      | $24775000.00  | 0.35%             | 2029-02-01      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |    280000 | PA      | $291324.12    | 0.00%             | 2043-03-25      | Variable      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   5450000 | PA      | $5554642.02   | 0.08%             | 2029-02-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   6935000 | PA      | $7076578.58   | 0.10%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Air Canada 2015-2 Class AA Pass Through Trust                              | Air Canada 2015-2 Class AA Pass Through Trust                               | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6603614 | PA      | $6470853.19   | 0.09%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                | Northern States Power Co                                                    | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $8055096.48   | 0.11%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $5134198.17   | 0.07%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily ML Certificates                                    | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H9MG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  17119653 | PA      | $16337110.06  | 0.23%             | 2038-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                            | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   8875000 | PA      | $9404917.38   | 0.13%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                  | Magellan Midstream Partners LP                                              | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1840370.48   | 0.03%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                       | WB Commercial Mortgage Trust                                                | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1345000 | PA      | $1348461.63   | 0.02%             | 2040-03-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| County of Gallatin MT                                                      | County of Gallatin MT                                                       | CUSIP: 363671BM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2060634.00   | 0.03%             | 2027-09-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $13139381.08  | 0.19%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4438959 | PA      | $4452414.79   | 0.06%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5052502.50   | 0.07%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                 | Alcoa Nederland Holding BV                                                  | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   2645000 | PA      | $2780376.39   | 0.04%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5857101 | PA      | $1118627.87   | 0.02%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-5                                                 | RCKT Mortgage Trust                                                         | CUSIP: 749384BW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4723423 | PA      | $3792048.60   | 0.05%             | 2051-11-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| The Campbell's Company                                                     | Campbell Soup Co                                                            | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3825003.88   | 0.05%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607WAR5<br>LEI: N/A                  | Long             | ABS-CBDO         | MUN               | US        |  43650000 | PA      | $1592788.50   | 0.02%             | 2051-07-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384J4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3615655 | PA      | $635549.73    | 0.01%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3142ACEJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3329682 | PA      | $2752520.27   | 0.04%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-3                                     | JP Morgan Mortgage Trust Series                                             | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  14305438 | PA      | $12297908.38  | 0.18%             | 2054-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-13                                           | JP Morgan Mortgage Trust                                                    | CUSIP: 46592XCG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2782187 | PA      | $2257621.92   | 0.03%             | 2052-04-25      | Variable      | 3.14%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-3                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938DCB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1906982 | PA      | $1514840.15   | 0.02%             | 2051-07-25      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                           | Algonquin Power & Utilities Corp                                            | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   6725000 | PA      | $6773367.01   | 0.10%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1340716 | PA      | $1102735.30   | 0.02%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co of Colorado                                              | Public Service Co of Colorado                                               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10803416.12  | 0.15%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   4350000 | PA      | $4302469.77   | 0.06%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  10550000 | PA      | $10511004.46  | 0.15%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384GB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5690837 | PA      | $5576490.25   | 0.08%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Neptune Issuer 2024-1 LLC                                           | Sunrun Neptune Issuer LLC                                                   | CUSIP: 86773CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938233 | PA      | $935450.86    | 0.01%             | 2055-02-01      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| RWE Finance US LLC                                                         | RWE Finance US LLC                                                          | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10376438.40  | 0.15%             | 2054-04-16      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4794241.77   | 0.07%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12575000 | PA      | $12849653.09  | 0.18%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                 | Province of Ontario Canada                                                  | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  11750000 | PA      | $12325895.82  | 0.18%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Arab Energy Fund /The                                                      | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |  16500000 | PA      | $17160581.13  | 0.24%             | 2029-05-02      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWKS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752816 | PA      | $718493.49    | 0.01%             | 2042-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                        | Dominion Energy, Inc                                                        | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $12740372.25  | 0.18%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                          | NatWest Group plc                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $4165293.50   | 0.06%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9375000 | PA      | $9791438.16   | 0.14%             | 2030-09-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                          | Johnson & Johnson                                                           | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $13811989.61  | 0.20%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                     | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6853387.18   | 0.10%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                               | AES Corp                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035856.00   | 0.01%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                    | Amcor Group Finance plc                                                     | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10331821.40  | 0.15%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384MGW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5079185 | PA      | $3694750.96   | 0.05%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia II Issuer LLC                                               | Sunnova Hestia II Issuer LLC                                                | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1304353 | PA      | $1305852.70   | 0.02%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                     | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7920807.13   | 0.11%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  17425000 | PA      | $18220513.28  | 0.26%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246231 | PA      | $251695.42    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN                            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $5729242.20   | 0.08%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                        | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6743937.03   | 0.10%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                  | Serbia International Bond                                                   | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   5950000 | PA      | $6200499.40   | 0.09%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1683090.45   | 0.02%             | 2054-06-20      | Fixed         | 11.16%                | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8130000 | PA      | $8379781.24   | 0.12%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7135849 | PA      | $6313379.04   | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                         | Maryland Economic Development Corp                                          | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6093384.00   | 0.09%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                | Nutrien Ltd                                                                 | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  11125000 | PA      | $11455606.85  | 0.16%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates Series 2024-P016                       | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137HDJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14000000 | PA      | $14146357.40  | 0.20%             | 2033-09-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                      | Dominican Republic International Bond                                       | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    725000 | PA      | $758712.50    | 0.01%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  44285646 | PA      | $44719644.05  | 0.64%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN                            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 949937AD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2450000 | PA      | $2516945.27   | 0.04%             | 2037-06-10      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-12                                            | Flagstar Mortgage Trust                                                     | CUSIP: 33853GBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2115736 | PA      | $1714688.79   | 0.02%             | 2051-11-25      | Variable      | 2.96%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                         | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2607032 | PA      | $2260893.96   | 0.03%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                           | Minnesota Housing Finance Agency                                            | CUSIP: 60416UGK5<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   4975000 | PA      | $4999346.16   | 0.07%             | 2049-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                           | Minnesota Housing Finance Agency                                            | CUSIP: 60416UGL3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   6585000 | PA      | $6639806.30   | 0.09%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue | San Francisco City & County Public Utilities Commission Wastewater Revenue  | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10060000 | PA      | $10210741.05  | 0.15%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                                               | Constellation Renewables, LLC, Term Loan                                    | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   6126064 | PA      | $6124165.05   | 0.09%             | 2027-12-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                  | Occidental Petroleum Corp                                                   | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1976008.57   | 0.03%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-2                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33851HBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1992896 | PA      | $1837527.43   | 0.03%             | 2048-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-4                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46648UBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    813604 | PA      | $718018.74    | 0.01%             | 2048-11-25      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-2                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33852BAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    788062 | PA      | $715991.97    | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6689602.96   | 0.10%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5512008 | PA      | $5611086.53   | 0.08%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11634026.50  | 0.17%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11657001.82  | 0.17%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4517080 | PA      | $3883182.96   | 0.06%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   9459084 | PA      | $7384938.86   | 0.11%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: YV1295778<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  28500000 | PA      | $29085105.00  | 0.41%             | 2033-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                         | Maryland Economic Development Corp                                          | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1455251.40   | 0.02%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4544542 | PA      | $3877720.24   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                  | Province of Quebec Canada                                                   | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10500000 | PA      | $10390216.20  | 0.15%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  11250000 | PA      | $11266050.60  | 0.16%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182201 | PA      | $177386.48    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   7875000 | PA      | $7927528.14   | 0.11%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  14025000 | PA      | $13472665.35  | 0.19%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  10850000 | PA      | $10447048.25  | 0.15%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                              | Automatic Data Processing, Inc                                              | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8161370.46   | 0.12%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                       | Woodside Finance Ltd                                                        | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $14885380.50  | 0.21%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                       | San Diego Unified School District                                           | CUSIP: 797356NY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2550000 | PA      | $2558840.85   | 0.04%             | 2028-07-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   6100000 | PA      | $6044616.45   | 0.09%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                | AltaGas Ltd                                                                 | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3439423.23   | 0.05%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                           | Comision Federal de Electricidad                                            | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2039478.00   | 0.03%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corp                                     | New York City Housing Development Corp                                      | CUSIP: 64966WKJ5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $5061462.53   | 0.07%             | 2054-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4422148 | PA      | $3046474.99   | 0.04%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                             | LD Celulose International GmbH                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |   3775000 | PA      | $3991148.95   | 0.06%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                | Starwood Property Trust, Inc                                                | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  13175000 | PA      | $13375246.83  | 0.19%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                          | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     82305 | PA      | $83859.97     | 0.00%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receivables Trust 2024-2                           | EnFin Residential Solar Receivables Trust                                   | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4360605 | PA      | $4173744.85   | 0.06%             | 2055-09-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10265000 | PA      | $10322047.74  | 0.15%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 881934AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10012000 | PA      | $10083509.71  | 0.14%             | 2028-06-20      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872373 | PA      | $873227.91    | 0.01%             | 2027-01-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607YCH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $3368367.09   | 0.05%             | 2054-11-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607YCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2740000 | PA      | $2713286.10   | 0.04%             | 2045-11-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                         | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3062623.68   | 0.04%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| International Finance Facility for Immunisation Co                         | International Finance Facility for Immunisation Co                          | CUSIP: YU6831645<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |  14625000 | PA      | $14723692.72  | 0.21%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC            | California Buyer Ltd                                                        | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   6940000 | PA      | $7113021.14   | 0.10%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC            | California Buyer Ltd                                                        | CUSIP: YU6713868<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $5374728.90   | 0.08%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Washington Aircraft 1 Co DAC                                               | Washington Aircraft  Co DAC                                                 | CUSIP: 937255AA5<br>LEI: 213800XOHU4D876A7L42 | Long             | DBT              | CORP              | IE        |    257912 | PA      | $254943.38    | 0.00%             | 2026-09-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                   | Public Finance Authority                                                    | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   7150000 | PA      | $7312886.30   | 0.10%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| VESSEL MANAGEMENT SERVIC                                                   | Vessel Management Services, Inc                                             | CUSIP: 228027AA6<br>LEI: 549300FGG4OD84UNFA43 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2992288.81   | 0.04%             | 2036-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | CitiBank NA                                                                 | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  12375000 | PA      | $12471400.26  | 0.18%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |  12100000 | PA      | $12372038.01  | 0.18%             | 2029-11-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Iowa Finance Authority                                                     | Iowa Finance Authority                                                      | CUSIP: 46246JNP6<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    400000 | PA      | $405455.44    | 0.01%             | 2027-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Toledo-Lucas County Port Authority                                         | Toledo-Lucas County Port Authority                                          | CUSIP: 889251JL9<br>LEI: 549300H1LURZO4MT2Q75 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2155093.74   | 0.03%             | 2039-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  16750000 | PA      | $16985911.36  | 0.24%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM6                                     | Imperial Fund Mortgage Trust                                                | CUSIP: 45276RAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2135000 | PA      | $2128276.67   | 0.03%             | 2067-10-25      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2023-1                                                                | EFMT                                                                        | CUSIP: 26844QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3065000 | PA      | $3063192.26   | 0.04%             | 2068-02-25      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cuyahoga County Port Authority                                   | Cleveland-Cuyahoga County Port Authority                                    | CUSIP: 186103MD6<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1110301.29   | 0.02%             | 2049-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                    | Amazon Conservation DAC                                                     | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |  12300000 | PA      | $12699750.00  | 0.18%             | 2042-01-16      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                              | M&T Bank Corp                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   7170000 | PA      | $7258783.10   | 0.10%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2185000 | PA      | $2211177.39   | 0.03%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868JX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $658430.84    | 0.01%             | 2030-09-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Operating Co LLC                                               | Vistra Zero Operating Company, LLC, Term Loan B                             | CUSIP: 92841DAB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   6980000 | PA      | $6916761.20   | 0.10%             | 2031-04-30      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                     | Agence Francaise de Developpement EPIC                                      | CUSIP: YS4991701<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |  10400000 | PA      | $10731615.65  | 0.15%             | 2030-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |  10275000 | PA      | $10571126.73  | 0.15%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                              | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  10250000 | PA      | $10521153.50  | 0.15%             | 2030-01-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1104478 | PA      | $1115302.16   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  63189024 | PA      | $63757295.82  | 0.91%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIF Capital Markets Mechanism PLC                                          | CIF Capital Markets Mechanism plc                                           | CUSIP: YS5628724<br>LEI: 21380087AGD9RSA4SK17 | Long             | DBT              | CORP              | GB        |  14500000 | PA      | $14777216.37  | 0.21%             | 2028-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                          | City & County of San Francisco CA                                           | CUSIP: 79773KPV0<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   7760000 | PA      | $7900392.37   | 0.11%             | 2045-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                             | Central American Bank for Economic Integration                              | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   7250000 | PA      | $7366437.18   | 0.10%             | 2028-01-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                            | Turkcell Iletisim Hizmetleri AS.                                            | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |   8175000 | PA      | $8545946.35   | 0.12%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2025-1                                             | Mosaic Solar Loan Trust                                                     | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    781340 | PA      | $774137.64    | 0.01%             | 2050-08-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2025-1                                             | Mosaic Solar Loan Trust                                                     | CUSIP: 61945HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1736310 | PA      | $1735631.04   | 0.02%             | 2050-08-22      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEFT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2293500 | PA      | $2289386.10   | 0.03%             | 2039-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137F72H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4245458 | PA      | $3033798.07   | 0.04%             | 2055-10-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                            | ContourGlobal Power Holdings S.A.                                           | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   2250000 | PA      | $2337165.00   | 0.03%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                              | TerraForm Power Operating, LLC, Term Loan B                                 | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |  14459897 | PA      | $14464451.95  | 0.21%             | 2029-05-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                       | National Fuel Gas Co                                                        | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3519661.28   | 0.05%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   2375000 | PA      | $2423036.16   | 0.03%             | 2035-02-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2259798 | PA      | $1833599.11   | 0.03%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1931883 | PA      | $1590710.39   | 0.02%             | 2051-08-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                              | Sequoia Mortgage Trust                                                      | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    928685 | PA      | $771826.88    | 0.01%             | 2051-03-25      | Variable      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                          | OBX Trust                                                                   | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    958760 | PA      | $821038.70    | 0.01%             | 2052-08-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                                          | CIM Trust                                                                   | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    931446 | PA      | $765674.34    | 0.01%             | 2051-04-25      | Variable      | 2.67%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900136 | PA      | $758690.20    | 0.01%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                          | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1012873 | PA      | $835158.33    | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-5                                          | J.P. Morgan Mortgage Trust                                                  | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1101407 | PA      | $884808.44    | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20655382 | PA      | $20573972.29  | 0.29%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22668393 | PA      | $22579941.13  | 0.32%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                  | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6289101.77   | 0.09%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                  | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6200425.38   | 0.09%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                    | Raizen Fuels Finance S.A.                                                   | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   6800000 | PA      | $6255206.37   | 0.09%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3805000 | PA      | $3935579.23   | 0.06%             | 2043-07-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                | American Water Capital Corp                                                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9743629.88   | 0.14%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                     | 200 Park Funding Trust                                                      | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7950157.52   | 0.11%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   8225000 | PA      | $8462217.23   | 0.12%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VESSEL MANAGEMENT SERVIC                                                   | Vessel Management Services, Inc                                             | CUSIP: 228027AB4<br>LEI: 549300FGG4OD84UNFA43 | Long             | DBT              | CORP              | US        |   6567000 | PA      | $5847232.70   | 0.08%             | 2037-01-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Montgomery County Housing Opportunities Commission                         | Montgomery County Housing Opportunities Commission                          | CUSIP: 61335AAS4<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1117851.74   | 0.02%             | 2044-12-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |   3110000 | PA      | $3283387.48   | 0.05%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                     | Diamondback Energy, Inc                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6262237.31   | 0.09%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                          | City & County of San Francisco CA                                           | CUSIP: 79773KRM8<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4831694.00   | 0.07%             | 2064-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                    | Centersquare Issuer LLC                                                     | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5880000 | PA      | $5743618.10   | 0.08%             | 2055-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                      | Switch ABS Issuer LLC                                                       | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8173411.13   | 0.12%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                   | Prudential Financial, Inc                                                   | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $10124989.25  | 0.14%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                | MetLife, Inc                                                                | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5737316.40   | 0.08%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                          | Brookfield Renewable Partners ULC                                           | CUSIP: 11282ZAV0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |   4125000 | PA      | $2991240.03   | 0.04%             | 2035-10-12      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                       | Canada Government International Bond                                        | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  13600000 | PA      | $13738357.83  | 0.20%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-SFT                                     | CHI Commercial Mortgage Trust                                               | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3800000 | PA      | $3900001.56   | 0.06%             | 2042-04-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-SFT                                     | CHI Commercial Mortgage Trust                                               | CUSIP: 16706GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15025000 | PA      | $145449.51    | 0.00%             | 2042-04-15      | Variable      | 0.31%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  12500000 | PA      | $12967256.00  | 0.18%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                   | Public Finance Authority                                                    | CUSIP: 74443DMA6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5385000 | PA      | $5448758.94   | 0.08%             | 2031-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Columbus Metropolitan Housing Authority                                    | Columbus Metropolitan Housing Authority                                     | CUSIP: 19951AAY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4034082.00   | 0.06%             | 2030-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                            | State of Oregon                                                             | CUSIP: 68609UNU5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   3775000 | PA      | $3939996.95   | 0.06%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ4                               | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36271WAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    908932 | PA      | $917495.65    | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Jersey City Municipal Utilities Authority                                  | Jersey City Municipal Utilities Authority                                   | CUSIP: 476624DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $450878.18    | 0.01%             | 2026-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                          | Kinder Morgan, Inc                                                          | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3106913.16   | 0.04%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                            | United Nations Development Corp                                             | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1830000 | PA      | $1956364.06   | 0.03%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12125000 | PA      | $12615929.13  | 0.18%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bridge Housing Corp                                                        | Bridge Housing Corp                                                         | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3749490.20   | 0.05%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3848000 | PA      | $3860325.61   | 0.05%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                     | New York State Energy Research & Development Authority                      | CUSIP: 64985VBH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1815306.66   | 0.03%             | 2029-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                     | New York State Energy Research & Development Authority                      | CUSIP: 64985VBM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $882038.86    | 0.01%             | 2033-04-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                     | New York State Energy Research & Development Authority                      | CUSIP: 64985VBE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $626203.06    | 0.01%             | 2026-04-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                              | AIB Group plc                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4950000 | PA      | $5096380.31   | 0.07%             | 2031-05-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10050000 | PA      | $10341959.94  | 0.15%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 123092000 | PA      | $123476662.50 | 1.76%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co Pjsc Masdar                                     | Abu Dhabi Future Energy Co Pjsc Masdar                                      | CUSIP: YO5079174<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |   5550000 | PA      | $5663315.90   | 0.08%             | 2030-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                     | Japan International Cooperation Agency                                      | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   3940000 | PA      | $3988194.32   | 0.06%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607YCY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6750000 | PA      | $7133305.50   | 0.10%             | 2035-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                         | Credit Agricole S.A.                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5775000 | PA      | $5924170.10   | 0.08%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding BV                                                         | Siemens Funding BV                                                          | CUSIP: 82622RAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2360582.22   | 0.03%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding BV                                                         | Siemens Funding BV                                                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   6200000 | PA      | $6428591.52   | 0.09%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc                                                                 | Ecolab, Inc                                                                 | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3855490.30   | 0.05%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  17863000 | PA      | $18179662.05  | 0.26%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                | Equinor ASA                                                                 | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  13750000 | PA      | $14167189.99  | 0.20%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                        | Omnis Funding Trust                                                         | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  15100000 | PA      | $16287583.74  | 0.23%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12668709 | PA      | $11973403.69  | 0.17%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                 | Province of Ontario Canada                                                  | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5450000 | PA      | $5609712.14   | 0.08%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19100000 | PA      | $19701602.63  | 0.28%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |  13375000 | PA      | $13469656.61  | 0.19%             | 2030-06-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                   | Lloyds Banking Group plc                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3250000 | PA      | $3411537.35   | 0.05%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                             | Pacific Life Global Funding II                                              | CUSIP: YN2398777<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $6232474.37   | 0.09%             | 2031-06-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  11400000 | PA      | $11504146.75  | 0.16%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clearinghouse Community Development Financial Institution                  | Clearinghouse Community Development Financial Institution                   | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2973750.00   | 0.04%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  20500000 | PA      | $21059145.70  | 0.30%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10205261.25  | 0.15%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3619849.32   | 0.05%             | 2040-08-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                    | NYC Commercial Mortgage Trust                                               | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9135000 | PA      | $9189254.59   | 0.13%             | 2042-07-13      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                    | NYC Commercial Mortgage Trust                                               | CUSIP: 67121TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1375000 | PA      | $1388504.70   | 0.02%             | 2042-07-13      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10075000 | PA      | $10345967.13  | 0.15%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                 | International Finance Corp                                                  | CUSIP: 45950KDM9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5002648.00   | 0.07%             | 2027-07-30      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6575000 | PA      | $6816184.15   | 0.10%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                             | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3729879.77   | 0.05%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Capital Impact Partners                                                    | Capital Impact Partners                                                     | CUSIP: 140192AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12875000 | PA      | $13117198.96  | 0.19%             | 2030-08-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Capital Impact Partners                                                    | Capital Impact Partners                                                     | CUSIP: 140192AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16750000 | PA      | $17379740.04  | 0.25%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WLB Asset VII Pte Ltd                                                      | WLB Asset VII Pte Ltd                                                       | CUSIP: YM4883695<br>LEI: 254900606PGU4UDQPS56 | Long             | DBT              | CORP              | MU        |   4640000 | PA      | $4677575.28   | 0.07%             | 2029-07-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                            | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15125000 | PA      | $15393226.75  | 0.22%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                      | Travelers Cos, Inc                                                          | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2744377.15   | 0.04%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                      | Travelers Cos, Inc                                                          | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3053464.56   | 0.04%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                              | Trustees of Dartmouth College                                               | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | MUN               | US        |   3330000 | PA      | $3353613.80   | 0.05%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28694272 | PA      | $29377931.95  | 0.42%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5700000 | PA      | $5810745.30   | 0.08%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                                   | Durst Commercial Mortgage Trust                                             | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3059038.20   | 0.04%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2225000 | PA      | $2246455.45   | 0.03%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     21099 | PA      | $21644.64     | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                     | CHL Mortgage Pass-Through Trust                                             | CUSIP: 12669GBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46620 | PA      | $44947.67     | 0.00%             | 2034-11-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                          | CUSIP: 649840CX1<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |  10875000 | PA      | $10936616.55  | 0.16%             | 2035-08-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                | American Water Capital Corp                                                 | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5840037.07   | 0.08%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 185792000 | PA      | $187301560.00 | 2.67%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95004NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1699117.19   | 0.02%             | 2042-08-15      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95004NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1175000 | PA      | $1174931.73   | 0.02%             | 2042-08-15      | Variable      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $8507502.10   | 0.12%             | 2042-08-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Zions Bancorp NA                                                           | Zions Bancorp NA                                                            | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12288071.41  | 0.17%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                             | Eli Lilly & Co                                                              | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2417579.84   | 0.03%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                             | Eli Lilly & Co                                                              | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2529721.43   | 0.04%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   8300000 | PA      | $8345914.44   | 0.12%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                             | United States Treasury Note                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 169333000 | PA      | $173116534.22 | 2.46%             | 2045-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                   | Wynnton Funding Trust II                                                    | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9546007.04   | 0.14%             | 2055-08-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                               | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1998598 | PA      | $1648548.04   | 0.02%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Corporate & Investment Bank SA                             | Credit Agricole Corporate & Investment Bank S.A.                            | CUSIP: 22534W5E4<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9967497.00   | 0.14%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                      | Wynnton Funding Trust                                                       | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18375000 | PA      | $18525916.82  | 0.26%             | 2035-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Chester Upland School District                                             | Chester Upland School District                                              | CUSIP: 166330EU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8500000 | PA      | $8431012.30   | 0.12%             | 2025-12-30      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6725000 | PA      | $6933983.54   | 0.10%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                         | Credit Agricole S.A.                                                        | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   9350000 | PA      | $9548191.95   | 0.14%             | N/A             | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4650000 | PA      | $4744446.15   | 0.07%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                            | Nordea Bank Abp                                                             | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5500000 | PA      | $5579717.00   | 0.08%             | N/A             | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                            | Brookfield Asset Management Ltd                                             | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3450165.64   | 0.05%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22469000 | PA      | $22316280.90  | 0.32%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939FAB3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   5375000 | PA      | $5326043.96   | 0.08%             | 2032-09-17      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MAC Trust 2025-801B                                                        | MAC Trust                                                                   | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1115550.89   | 0.02%             | 2040-10-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| RWE Finance US LLC                                                         | RWE Finance US LLC                                                          | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |  19750000 | PA      | $19513473.01  | 0.28%             | 2055-09-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                            | Santander UK Group Holdings plc                                             | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6100000 | PA      | $6043133.30   | 0.09%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                     | New York City Housing Development Corp                                      | CUSIP: 64966WLY1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3429841.19   | 0.05%             | 2055-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                | Starwood Property Trust, Inc                                                | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1860538.67   | 0.03%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 149617000 | PA      | $149295556.85 | 2.13%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 168419000 | PA      | $167563748.11 | 2.39%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33730000 | PA      | $33619323.44  | 0.48%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                    | Bank of ,NV Scotia                                                          | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  13900000 | PA      | $13858565.49  | 0.20%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                        | Societe Generale S.A.                                                       | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  11350000 | PA      | $11320599.64  | 0.16%             | 2036-10-03      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                 | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $2551002.42   | 0.04%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                            | Impac CMB Trust                                                             | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7228 | PA      | $6676.67      | 0.00%             | 2035-03-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                        | Fixed Income Clearing Corporation                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  89964000 | PA      | $89964000.00  | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                              | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   9587936 | NS      | $9587936.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** TIAA-CREF Funds

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting