# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-040959
**Filing Date:** 2023-2
**Character Count:** 416076
**Document Hash:** 1fb2e3ea0cb00fb0cc25c26cf0eba648
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040959.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040959

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380
- **IRS NUMBER:** 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:** 23670625

**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

### TIAA-CREF Core Impact Bond Fund (Series ID: S000038169)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000117721 | Institutional Class | TSBIX           |
| C000117722 | Premier Class       | TSBPX           |
| C000117723 | Retail Class        | TSBRX           |
| C000117724 | Retirement Class    | TSBBX           |
| C000162598 | Advisor Class       | TSBHX           |

## Nport-Ex

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## 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:** TIAA-CREF 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:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6189148039.00

**Total Liabilities:** $408896206.00

**Net Assets:** $5780251833.00

**Delayed Delivery Securities:** $292999309.00

**Cash Not Reported:** $25596440.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14113.14000000 | **1-Year:** -110867.46000000 | **5-Year:** -459987.69000000 | **10-Year:** -1140502.10000000 | **30-Year:** -1689244.74000000

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

- **3-Month:** -4147.91000000 | **1-Year:** -11642.98000000 | **5-Year:** -72942.41000000 | **10-Year:** -118129.74000000 | **30-Year:** -104316.01000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000117723 | -1.69%               | 3.52%                | -0.64%               |
| Class ID C000117721 | -1.66%               | 3.54%                | -0.62%               |
| Class ID C000117722 | -1.68%               | 3.52%                | -0.63%               |
| Class ID C000162598 | -1.67%               | 3.53%                | -0.62%               |
| Class ID C000117724 | -1.68%               | 3.52%                | -0.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-37454267.01            | $-76562335.49                              |
| Month 2  | $-70441655.14            | $259586494.80                              |
| Month 3  | $-28811895.23            | $-25201396.22                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DELTA AIR LINES 2020-AA                   | Delta Air Lines Pass Through Trust                                          | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6548967 | PA      | $5576796.15   | 0.10%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                  | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759MW5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    2500000 | PA      | $2469284.55   | 0.04%             | 2023-08-01      | Fixed         | 2.62%                 | 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      | $10122012.56  | 0.18%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| JACKSON CNTY GA INDL DEV AUTH             | Jackson County Industrial Development Authority                             | CUSIP: 466782DE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3105000 | PA      | $2762007.42   | 0.05%             | 2039-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17328HBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3363141.60   | 0.06%             | 2052-11-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353ZS9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    8881527 | PA      | $8293118.06   | 0.14%             | 2033-06-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                           | DTE Electric Co                                                             | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   11725000 | PA      | $10188816.88  | 0.18%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                       | Commonwealth Financing Authority                                            | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2730000 | PA      | $2399611.03   | 0.04%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95000GAZ7<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     525868 | PA      | $501575.88    | 0.01%             | 2049-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  156196469 | PA      | $150351753.20 | 2.60%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                        | CPT Mortgage Trust                                                          | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14000000 | PA      | $11201955.80  | 0.19%             | 2039-11-13      | Fixed         | 2.87%                 | 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      | $1996975.00   | 0.03%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                  | Nature Conservancy                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    8231000 | PA      | $6576722.51   | 0.11%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                    | One Market Plaza Trust                                                      | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $951307.20    | 0.02%             | 2032-02-10      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                        | Ford Motor Co                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    9525000 | PA      | $7143194.69   | 0.12%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK & GLYNN CNTY GA DEVA            | Brunswick & Glynn County Development Authority                              | CUSIP: 117019BM0<br>LEI: 5493008KJ013KGMHRO82 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1933272.80   | 0.03%             | 2025-04-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12829000 | PA      | $12746814.22  | 0.22%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                             | State of California                                                         | CUSIP: 13063BN81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2480000 | PA      | $2406628.21   | 0.04%             | 2039-04-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority Discount Notes | Tennessee Valley Authority (TVA)                                            | CUSIP: 880592AL4<br>LEI: 549300HE1ISW43LNKM54 | Long             | STIV             | USGSE             | US        |    5000000 | PA      | $4995249.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42772BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2348652 | PA      | $2056219.46   | 0.04%             | 2057-09-20      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                 | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   10000000 | PA      | $8763969.40   | 0.15%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    5600000 | PA      | $5681150.33   | 0.10%             | 2033-11-21      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| KERN CNTY CA WTR AGY IMPT DIST            | Kern County Water Agency Improvement District No 4                          | CUSIP: 49228YBJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1865062.60   | 0.03%             | 2036-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                              | Avangrid, Inc                                                               | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6815188.35   | 0.12%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3562304 | PA      | $3070682.13   | 0.05%             | 2052-05-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy, Inc                                                        | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7115000 | PA      | $6686699.27   | 0.12%             | 2027-03-15      | Fixed         | 3.60%                 | 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      | $3480210.61   | 0.06%             | 2027-08-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5545000 | PA      | $4659251.13   | 0.08%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL WTR & SWR R            | County of Miami-Dade FL Water & Sewer System Revenue                        | CUSIP: 59334DLS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12020000 | PA      | $9654070.95   | 0.17%             | 2042-10-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234836 | PA      | $231503.06    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                     | Evergy, Inc                                                                 | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3914579.12   | 0.07%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                            | Whirlpool Corp                                                              | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    5270000 | PA      | $4174180.02   | 0.07%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3283666 | PA      | $3073945.05   | 0.05%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                         | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   14000000 | PA      | $12842900.00  | 0.22%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CANAL BARGE CO                            | Canal Barge Co, Inc                                                         | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |    1451000 | PA      | $1422576.22   | 0.02%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                     | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: BM6607360<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 9475000000 | PA      | $9408538.17   | 0.16%             | 2028-10-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746XAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     141839 | PA      | $119107.83    | 0.00%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VCM LEASE SA                              | VCM Lease S.A.                                                              | CUSIP: 92242WAA2<br>LEI: 549300LOI46W5VHWFC65 | Long             | DBT              | CORP              | LU        |     791666 | PA      | $743961.56    | 0.01%             | 2027-09-28      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14150617 | PA      | $12064014.37  | 0.21%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    9537000 | PA      | $8474063.96   | 0.15%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                      | Liberty Street Trust                                                        | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9124094.00   | 0.16%             | 2036-02-10      | Fixed         | 3.60%                 | 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      | $797194.75    | 0.01%             | 2039-01-01      | Fixed         | 4.81%                 | 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      | $2696288.95   | 0.05%             | 2034-06-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EXGEN RENEWABLES IV LLC                   | Exgen Renewables IV LLC                                                     | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    7103052 | PA      | $7046085.52   | 0.12%             | 2027-12-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9534392 | PA      | $9177398.56   | 0.16%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1190530 | PA      | $1003837.44   | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC Series                                                                 | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1316550.72   | 0.02%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5395069 | PA      | $4148369.10   | 0.07%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                                                    | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    1250000 | PA      | $1160675.68   | 0.02%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi            | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137H2NN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2401004 | PA      | $2070164.39   | 0.04%             | 2031-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                  | Export Development Canada                                                   | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   10875000 | PA      | $10587298.50  | 0.18%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    3080386 | PA      | $2872668.05   | 0.05%             | 2045-08-01      | Fixed         | 3.50%                 | 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      | $954323.50    | 0.02%             | 2035-08-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42770QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     153164 | PA      | $143032.87    | 0.00%             | 2040-09-21      | Fixed         | 3.99%                 | Yes           |                  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      | $828400.60    | 0.01%             | 2044-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                   | Magna International, Inc                                                    | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   11866000 | PA      | $11597937.21  | 0.20%             | 2024-06-15      | Fixed         | 3.62%                 | 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        |    4409159 | PA      | $3390284.69   | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16950924 | PA      | $16543512.52  | 0.29%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                       | SVB Financial Group                                                         | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $7368261.79   | 0.13%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  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      | $1482835.78   | 0.03%             | 2037-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SEYCHELLES                    | Seychelles International Bond                                               | CUSIP: AU8714019<br>LEI: N/A                  | Long             | DBT              | NUSS              | SC        |    4250000 | PA      | $3506590.00   | 0.06%             | 2028-10-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se            | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63874FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3450000 | PA      | $3262945.49   | 0.06%             | 2032-11-15      | Variable      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| RHODE ISLAND ST HSG & MTGE FIN            | Rhode Island Housing & Mortgage Finance Corp                                | CUSIP: 76221TLU1<br>LEI: 254900N9FNYNPO539444 | Long             | DBT              | MUN               | US        |    6950000 | PA      | $5314555.89   | 0.09%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                   | Korea Electric Power Corp                                                   | CUSIP: 500631AU0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    7445000 | PA      | $6743829.90   | 0.12%             | 2025-06-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                  | Automatic Data Processing, Inc                                              | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   12875000 | PA      | $10062855.38  | 0.17%             | 2030-09-01      | Fixed         | 1.25%                 | 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      | $6365576.97   | 0.11%             | 2032-02-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   25000000 | PA      | $21898500.00  | 0.38%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     879791 | PA      | $819096.69    | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                   | Development Bank of Japan, Inc                                              | CUSIP: 25159MBC0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   12500000 | PA      | $11865683.50  | 0.21%             | 2024-03-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19330827 | PA      | $18139045.03  | 0.31%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                      | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   12500000 | PA      | $10273500.00  | 0.18%             | 2031-03-04      | Fixed         | 1.50%                 | 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        |    2305799 | PA      | $2148070.09   | 0.04%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1085309.25   | 0.02%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12180000 | PA      | $12449735.84  | 0.22%             | 2042-05-25      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31783000 | PA      | $22101600.08  | 0.38%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO US FI                   | Great-West Lifeco US Finance 2020 LP                                        | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3646300.97   | 0.06%             | 2025-08-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAC8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    1869000 | PA      | $1823752.95   | 0.03%             | 2023-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                  | Automatic Data Processing, Inc                                              | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8246743.38   | 0.14%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10500000 | PA      | $8796640.55   | 0.15%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL                                | City of Chicago IL                                                          | CUSIP: 167486C98<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    2490000 | PA      | $2619047.24   | 0.05%             | 2042-01-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                    | Invitation Homes Trust                                                      | CUSIP: 46187XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     499977 | PA      | $491552.47    | 0.01%             | 2038-01-17      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     702179 | PA      | $671078.78    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                        | CUSIP: 06541UBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1653677.50   | 0.03%             | 2053-12-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| UNIV OF NEW MEXICO NM                     | University of New Mexico                                                    | CUSIP: 914692X60<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1827887.80   | 0.03%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                  | Host Hotels & Resorts LP                                                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $2983360.03   | 0.05%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II PTE LTD                      | WLB Asset II Pte Ltd                                                        | CUSIP: ZP1776035<br>LEI: 549300IOAZLPOFTPUJ20 | Long             | DBT              | CORP              | SG        |    1925000 | PA      | $1878750.59   | 0.03%             | 2024-01-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DIST OF COLUMBIA REVENUE                  | District of Columbia                                                        | CUSIP: 25483VXM1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    3500000 | PA      | $2602421.50   | 0.05%             | 2042-04-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                | City of Detroit MI                                                          | CUSIP: 2510935L0<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     745000 | PA      | $675731.46    | 0.01%             | 2026-04-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                          | Progressive Corp                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3867952.05   | 0.07%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1880087.40   | 0.03%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST HSG & MTGE FIN            | Rhode Island Housing & Mortgage Finance Corp                                | CUSIP: 76221TLT4<br>LEI: 254900N9FNYNPO539444 | Long             | DBT              | MUN               | US        |    1450000 | PA      | $1135514.43   | 0.02%             | 2044-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                              | SK Hynix, Inc                                                               | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    2850000 | PA      | $2089519.68   | 0.04%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  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        |      82019 | PA      | $77607.26     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12808888 | PA      | $10920093.74  | 0.19%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14543000 | PA      | $10278947.03  | 0.18%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL PARK DIST                      | Chicago Park District                                                       | CUSIP: 167615YM9<br>LEI: 549300DNSTZGBZLIU409 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $970626.50    | 0.02%             | 2026-01-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2875000 | PA      | $2788068.63   | 0.05%             | 2042-04-25      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                           | Renew                                                                       | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     734339 | PA      | $663974.27    | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| JUPITER AIRCRAFT LEASING                  | Jupiter Aircraft Leasing LLC                                                | CUSIP: 48204KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     416665 | PA      | $416271.34    | 0.01%             | 2023-08-19      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                           | CMS Energy Corp                                                             | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2638125.80   | 0.05%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42770XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1349969 | PA      | $1271033.21   | 0.02%             | 2042-09-20      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R            | San Francisco City & County Redevelopment Agency                            | CUSIP: 79770GGF7<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $966575.50    | 0.02%             | 2025-08-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                   | Essential Utilities, Inc                                                    | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $5326627.02   | 0.09%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  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        |    2282697 | PA      | $1755207.91   | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                               | Equinor ASA                                                                 | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3000000 | PA      | $2506476.36   | 0.04%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                       | Gilead Sciences, Inc                                                        | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $3732647.87   | 0.06%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     620000 | PA      | $599971.09    | 0.01%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1A                   | Delta Air Lines Pass Through Trust                                          | CUSIP: 24737RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13700000 | PA      | $13088526.53  | 0.23%             | 2024-04-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133BQWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11062723 | PA      | $11232485.19  | 0.19%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                  | Federal Realty Investment Trust                                             | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $7750380.26   | 0.13%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 3622ABB43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    4859737 | PA      | $4348796.90   | 0.08%             | 2051-07-20      | 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        |   12500000 | PA      | $11900763.75  | 0.21%             | 2038-11-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Trust                                                                 | CUSIP: 05490VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5750000 | PA      | $5583363.85   | 0.10%             | 2032-09-15      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| BERKELEY CA                               | City of Berkeley CA                                                         | CUSIP: 084113UP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1925000 | PA      | $1611881.81   | 0.03%             | 2035-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                               | LG Chem Ltd                                                                 | CUSIP: 501955AE8<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    2795000 | PA      | $2705175.99   | 0.05%             | 2025-07-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $294004.73    | 0.01%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      12738 | PA      | $11465.18     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| YUBA CITY CA PUBLIC FING AUTH             | Yuba City Public Financing Authority                                        | CUSIP: 988233AM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1315988.40   | 0.02%             | 2042-06-01      | Fixed         | 4.32%                 | 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      | $2728182.30   | 0.05%             | 2050-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust                                                | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10402377 | PA      | $9889720.39   | 0.17%             | 2038-10-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                   | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3300162.53   | 0.06%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                      | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   12694000 | PA      | $11949823.26  | 0.21%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 38382DUC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3304468 | PA      | $384760.33    | 0.01%             | 2050-03-20      | Variable      | 1.75%                 | 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      | $2936879.28   | 0.05%             | 2037-06-15      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   11790000 | PA      | $11481801.15  | 0.20%             | 2042-02-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                   | Procter & Gamble Co                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4842198.35   | 0.08%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                       | Consumers Energy Co                                                         | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $5233343.57   | 0.09%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                   | Piedmont Natural Gas Co, Inc                                                | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    7075000 | PA      | $4732540.09   | 0.08%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust                                                  | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     481333 | PA      | $431650.19    | 0.01%             | 2065-05-25      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     648733 | PA      | $64510.54     | 0.00%             | 2043-09-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France S.A.                                                  | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    7059000 | PA      | $6803931.36   | 0.12%             | 2025-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                                                | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    8300000 | PA      | $7761165.16   | 0.13%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                     | Unilever Capital Corp                                                       | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $4784278.35   | 0.08%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1926477 | PA      | $1712685.01   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS C            | City of Los Angeles Department of Airports Customer Facility Charge Revenue | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5850000 | PA      | $4907164.28   | 0.08%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                    | Santander Holdings USA, Inc                                                 | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    5616000 | PA      | $5573629.41   | 0.10%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                   | Public Service Co of Colorado                                               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $2571254.08   | 0.04%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust                                              | CUSIP: 61770YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $2522392.95   | 0.04%             | 2042-04-05      | Variable      | 2.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4139814 | PA      | $3867508.85   | 0.07%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43723000 | PA      | $42807549.69  | 0.74%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    6340000 | PA      | $6325198.64   | 0.11%             | 2042-03-25      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1985291 | PA      | $1745570.59   | 0.03%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1092000 | PA      | $1044480.94   | 0.02%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                     | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775359 | PA      | $734652.65    | 0.01%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14727978 | PA      | $13116153.73  | 0.23%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28044222 | PA      | $27656390.56  | 0.48%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                     | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |    6707704 | PA      | $5056422.10   | 0.09%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK, Inc                                                                  | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $11313123.53  | 0.20%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                 | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                  | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    5200000 | PA      | $5176163.20   | 0.09%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5269599 | PA      | $5196723.95   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                               | Avista Corp                                                                 | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $4168594.48   | 0.07%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                      | National Fuel Gas Co                                                        | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   11274000 | PA      | $8834876.98   | 0.15%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a            | C-BASS Trust                                                                | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97859 | PA      | $92478.82     | 0.00%             | 2036-07-25      | Variable      | 3.04%                 | 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        |    3964686 | PA      | $3188886.58   | 0.06%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                         | SYSCO Corp                                                                  | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $8935276.16   | 0.15%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Trust                                                                 | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1148313.38   | 0.02%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32670000 | PA      | $32680209.38  | 0.57%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  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        |      31348 | PA      | $29661.42     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                 | Apple, Inc                                                                  | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5414877.29   | 0.09%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust             | Agate Bay Mortgage Trust                                                    | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |      12274 | PA      | $10940.65     | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  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      | $4262418.26   | 0.07%             | 2043-11-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     217020 | PA      | $213197.12    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6725208 | PA      | $6111217.91   | 0.11%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  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        |     314041 | PA      | $259703.46    | 0.00%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                   | Starwood Property Trust, Inc                                                | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2577097.17   | 0.04%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   12600000 | PA      | $13192499.88  | 0.23%             | 2042-06-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     215508 | PA      | $185777.84    | 0.00%             | 2047-09-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                         | Kommunalbanken AS.                                                          | CUSIP: 50048MBX7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    6000000 | PA      | $5709916.80   | 0.10%             | 2025-02-11      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3990000 | PA      | $3963205.55   | 0.07%             | 2042-07-25      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                    | BP Capital Markets America, Inc                                             | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $6304369.75   | 0.11%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  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        |    2458464 | PA      | $1890358.50   | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                    | International Paper Co                                                      | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1238375.50   | 0.02%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  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      | $3300223.20   | 0.06%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  116487800 | PA      | $88940254.84  | 1.54%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3174266 | PA      | $2943475.04   | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                        | UEP Penonome II S.A.                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    8083302 | PA      | $5910914.93   | 0.10%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| THIRAX 2 LLC                              | Thirax 2 LLC                                                                | CUSIP: 88411JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3781127 | PA      | $3272812.06   | 0.06%             | 2034-01-22      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  127385000 | PA      | $127385000.00 | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                    | First Republic Bank                                                         | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     230891 | NS      | $3793539.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPIO-MISSOURI RIVER NE NATURA            | Papio-Missouri River Natural Resource District                              | CUSIP: 698874EQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3250000 | PA      | $2915235.38   | 0.05%             | 2027-12-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11650000 | PA      | $8842539.90   | 0.15%             | 2039-07-10      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Merrill Lynch             | BAMLL Commercial Mortgage Securities Trust                                  | CUSIP: 05526QAJ5<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $797908.05    | 0.01%             | 2033-04-14      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                     | MidAmerican Energy Co                                                       | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $6436506.31   | 0.11%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3771060 | PA      | $3253355.81   | 0.06%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                  | United Overseas Bank Ltd                                                    | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   11570000 | PA      | $10097543.26  | 0.17%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2848370.40   | 0.05%             | 2042-01-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2277583 | PA      | $1930545.44   | 0.03%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Renew Financial                           | Renew                                                                       | CUSIP: 75975BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4083104 | PA      | $3476214.30   | 0.06%             | 2056-11-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140HJJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230234 | PA      | $231738.67    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15250000 | PA      | $12184056.13  | 0.21%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group plc                                                           | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5485000 | PA      | $5406444.43   | 0.09%             | 2024-05-22      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 31335BQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     759439 | PA      | $775974.66    | 0.01%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5779669 | PA      | $5072889.67   | 0.09%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3180000 | PA      | $2963579.38   | 0.05%             | 2041-11-25      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5020000 | PA      | $5066754.27   | 0.09%             | 2042-07-25      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13091778 | PA      | $11035347.17  | 0.19%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                    | Tesla Auto Lease Trust                                                      | CUSIP: 88161KAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6447561.40   | 0.11%             | 2025-09-22      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU            | WFRBS Commercial Mortgage Trust                                             | CUSIP: 96221QAK9<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $606508.63    | 0.01%             | 2046-12-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                | MSCG Trust                                                                  | CUSIP: 55352NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290000 | PA      | $234693.23    | 0.00%             | 2035-06-07      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| BELLWOOD IL TAX INCREMENT REVE            | Village of Bellwood IL                                                      | CUSIP: 080031AA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     750000 | PA      | $691750.43    | 0.01%             | 2032-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING                 | TerraForm Power Operating LLC                                               | CUSIP: 88103NAK6<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |   16357800 | PA      | $16263251.92  | 0.28%             | 2029-05-21      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group plc                                                    | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2750000 | PA      | $2683626.47   | 0.05%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                      | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $8300105.84   | 0.14%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    7200000 | PA      | $6159958.92   | 0.11%             | 2029-09-23      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                   | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948PAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2655684 | PA      | $1970966.44   | 0.03%             | 2048-01-20      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust                                                         | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4621953 | PA      | $3838058.62   | 0.07%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                    | Tesla Auto Lease Trust                                                      | CUSIP: 88161FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6650000 | PA      | $6379033.78   | 0.11%             | 2025-03-20      | Fixed         | 0.66%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK, Inc                                                                  | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1811053.90   | 0.03%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31416YTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66547 | PA      | $65324.42     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3154131 | PA      | $2993910.71   | 0.05%             | 2048-09-20      | Fixed         | 4.67%                 | 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        |    4594259 | PA      | $3516202.61   | 0.06%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4131991 | PA      | $3374484.68   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| YUBA CITY CA PUBLIC FING AUTH             | Yuba City Public Financing Authority                                        | CUSIP: 988233AL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     650000 | PA      | $605169.44    | 0.01%             | 2032-06-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG.                                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9000000 | PA      | $7743237.75   | 0.13%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr            | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3432673 | PA      | $2440582.61   | 0.04%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6025000 | PA      | $5116072.24   | 0.09%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas S.A.                                                            | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3250000 | PA      | $2706235.12   | 0.05%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                   | Japan Finance Organization for Municipalities                               | CUSIP: 471068AN6<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    3350000 | PA      | $3304808.50   | 0.06%             | 2023-09-27      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                     | Brooklyn Union Gas Co                                                       | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7635868.20   | 0.13%             | 2049-03-04      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                            | Mastercard, Inc                                                             | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $6275140.71   | 0.11%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SALINE CNTY AR SALES & USE TAX            | County of Saline AR                                                         | CUSIP: 79506TAV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1495000 | PA      | $1311990.92   | 0.02%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                            | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    8882000 | PA      | $8397309.62   | 0.15%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS                  | Five Corners Funding Trust                                                  | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4932146.69   | 0.09%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10990000 | PA      | $9410187.50   | 0.16%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C            | City & County of San Francisco CA Community Facilities District             | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7805000 | PA      | $5191645.61   | 0.09%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                          | Bank of Montreal                                                            | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8805204.40   | 0.15%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT            | District of Columbia Water & Sewer Authority                                | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    1900000 | PA      | $1650231.13   | 0.03%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    6733491 | PA      | $6673824.74   | 0.12%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy, Inc                                                        | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $6992446.05   | 0.12%             | N/A             | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2890951 | PA      | $2311548.70   | 0.04%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                  | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7571193.37   | 0.13%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     486268 | PA      | $401783.35    | 0.01%             | 2050-05-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VNO Mortgage Trust                        | VNDO Trust                                                                  | CUSIP: 91831UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2711000 | PA      | $2461903.56   | 0.04%             | 2035-01-10      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                       | OMERS Finance Trust                                                         | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $6364187.52   | 0.11%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2101074.23   | 0.04%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners LP          | Brookfield Renewable Partners LP                                            | CUSIP: EP0586206<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |     308000 | NS      | $5802720.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VERMONT ST EDUCTNL & HLTH BLDG            | Vermont Educational & Health Buildings Financing Agency                     | CUSIP: 924166JG7<br>LEI: 549300ZC1ZW1EUIIV708 | Long             | DBT              | MUN               | US        |     750000 | PA      | $663123.23    | 0.01%             | 2046-12-01      | 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        |    1900000 | PA      | $1912076.78   | 0.03%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  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      | $2145454.08   | 0.04%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42771XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1381194 | PA      | $1302406.62   | 0.02%             | 2047-09-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                  | Nature Conservancy                                                          | CUSIP: 63902HAC3<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7842749.98   | 0.14%             | 2024-02-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                         | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4349342.50   | 0.08%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                              | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11950000 | PA      | $10470777.62  | 0.18%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications, Inc                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   14225000 | PA      | $11698050.52  | 0.20%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX Trust                                                                   | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4711126 | PA      | $3622472.14   | 0.06%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133B9S88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2324304 | PA      | $2050207.41   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      46506 | PA      | $42907.63     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4372283 | PA      | $893065.89    | 0.02%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RESOURCES            | Massachusetts Water Resources Authority                                     | CUSIP: 576051WJ1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    6000000 | PA      | $4609592.40   | 0.08%             | 2039-08-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                  | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $5408800.32   | 0.09%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                    | Tesla Auto Lease Trust                                                      | CUSIP: 88161KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4239973.80   | 0.07%             | 2025-09-22      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                    | Solar Star Funding LLC                                                      | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4523320 | PA      | $4396628.16   | 0.08%             | 2035-06-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                  | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $7017482.93   | 0.12%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C            | City & County of San Francisco CA Community Facilities District             | CUSIP: 79772EBK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $3776360.00   | 0.07%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                   | Home Equity Asset Trust                                                     | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23985 | PA      | $23432.06     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| WASHINGTON CNTY OR CLEAN WTR S            | Washington County Clean Water Services                                      | CUSIP: 938240CL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     530000 | PA      | $533866.14    | 0.01%             | 2024-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   13044607 | PA      | $1898019.03   | 0.03%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132XEDU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6875000 | PA      | $6139845.87   | 0.11%             | 2037-06-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                   | Southwestern Electric Power Co                                              | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    9975000 | PA      | $6557573.48   | 0.11%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU            | City of Mount Shasta CA                                                     | CUSIP: 623094AK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     170000 | PA      | $182375.25    | 0.00%             | 2029-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132WVAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5448749 | PA      | $4564581.83   | 0.08%             | 2031-12-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                              | Newmont Corp                                                                | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4018698.60   | 0.07%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      13303 | PA      | $11440.04     | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      81116 | PA      | $80314.73     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                   | European Bank for Reconstruction & Development                              | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    1000000 | PA      | $940000.00    | 0.02%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KLICKITAT CNTY WA PUBLIC UTILI            | Klickitat County Public Utilities                                           | CUSIP: 498622KT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     450000 | PA      | $371103.17    | 0.01%             | 2038-12-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    6385000 | PA      | $6520240.69   | 0.11%             | 2042-09-25      | Variable      | 7.63%                 | 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        |    4817937 | PA      | $3691579.65   | 0.06%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20231539 | PA      | $17248366.07  | 0.30%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON CNTY OR CLEAN WTR S            | Clean Water Services                                                        | CUSIP: 938240CN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     360000 | PA      | $373408.27    | 0.01%             | 2030-10-01      | Fixed         | 5.70%                 | No            |                  2 | 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        |   16178747 | PA      | $13738597.51  | 0.24%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAINE ST FIN AUTH SOL WST DISP            | Finance Authority of Maine                                                  | CUSIP: 56042CAX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $4410.00      | 0.00%             | 2034-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   22692000 | PA      | $21751083.94  | 0.38%             | 2023-12-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| CHULA VISTA CA MUNI FING AUTH             | Chula Vista Municipal Financing Authority                                   | CUSIP: 17132ECE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     740000 | PA      | $612800.22    | 0.01%             | 2041-12-01      | Fixed         | 4.08%                 | No            |                  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      | $876478.57    | 0.02%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   16800000 | PA      | $13335690.14  | 0.23%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| BB BLUE FINANCING DAC                     | BB Blue Financing DAC                                                       | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |    3419800 | PA      | $3338169.37   | 0.06%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3535616.00   | 0.06%             | 2041-12-10      | Variable      | 2.94%                 | 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        |     420000 | PA      | $420396.60    | 0.01%             | 2027-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                            | Starbucks Corp                                                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    6350000 | PA      | $5880962.97   | 0.10%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                            | Lowe's Cos, Inc                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $3759770.18   | 0.07%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1093521 | PA      | $979933.20    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    7660502 | PA      | $7249470.85   | 0.13%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  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        |    3561881 | PA      | $3070316.95   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                    | Total Capital International S.A.                                            | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   12850000 | PA      | $9572197.46   | 0.17%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                          | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 31325VDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     490934 | PA      | $43083.99     | 0.00%             | 2044-03-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                   | Flagstar Mortgage Trust                                                     | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3904389 | PA      | $3002157.55   | 0.05%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 6903537D3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    5429160 | PA      | $4616205.07   | 0.08%             | 2035-06-15      | Fixed         | 2.04%                 | No            |                  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        |    3566701 | PA      | $2742502.56   | 0.05%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1692378 | PA      | $1481315.50   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNK27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20723069 | PA      | $16966212.79  | 0.29%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     223945 | PA      | $195784.88    | 0.00%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                | CUSIP: 36259DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1423899.00   | 0.02%             | 2031-10-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1648620 | PA      | $1552694.24   | 0.03%             | 2044-12-25      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2158000 | PA      | $1941900.90   | 0.03%             | 2047-08-10      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24060495 | PA      | $21218225.50  | 0.37%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                     | Unilever Capital Corp                                                       | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    5528000 | PA      | $4678499.91   | 0.08%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3676300 | PA      | $3241896.85   | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    2174848 | PA      | $2008530.94   | 0.03%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6985000 | PA      | $6912050.06   | 0.12%             | 2042-04-25      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                            | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     250000 | PA      | $172031.02    | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     629805 | PA      | $621223.77    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                        | Sunnova Helios VII Issuer LLC                                               | CUSIP: 86745RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6806332 | PA      | $5551420.05   | 0.10%             | 2048-10-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2988460 | PA      | $3031258.35   | 0.05%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     275056 | PA      | $278529.74    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                  | Sweihan PV Power Co PJSC                                                    | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |   15643058 | PA      | $12533530.37  | 0.22%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24736917 | PA      | $22474024.21  | 0.39%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                    | Atlantic City Electric Co                                                   | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3662934.35   | 0.06%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12617884 | PA      | $12793181.74  | 0.22%             | 2042-03-25      | Variable      | 7.43%                 | 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      | $835827.82    | 0.01%             | 2034-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust                                                         | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4083200 | PA      | $3139648.72   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690355AX0<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    5278087 | PA      | $4491934.25   | 0.08%             | 2038-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132WK6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1688480 | PA      | $1578491.89   | 0.03%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG.                                                     | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    5000000 | PA      | $3996018.45   | 0.07%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST EARTHQUAKE AUTH             | California Earthquake Authority                                             | CUSIP: 13017HAK2<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2949661.20   | 0.05%             | 2023-07-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                             | UniCredit S.p.A                                                             | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   15000000 | PA      | $13282862.10  | 0.23%             | 2026-09-22      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                   | New York Mortgage Trust                                                     | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50659 | PA      | $49406.94     | 0.00%             | 2036-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                   | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   39758059 | PA      | $5088634.02   | 0.09%             | 2037-11-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2068274 | PA      | $1590334.68   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     183789 | PA      | $161142.33    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Trust                                                                 | CUSIP: 05492TBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2299642.20   | 0.04%             | 2053-02-15      | Variable      | 3.69%                 | 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      | $6382801.81   | 0.11%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp II                                              | CUSIP: 36250SBF5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    2188000 | PA      | $1955916.65   | 0.03%             | 2033-03-10      | Variable      | 4.90%                 | Yes           |                  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      | $1216606.58   | 0.02%             | 2040-08-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     846000 | PA      | $806191.47    | 0.01%             | 2045-10-25      | Fixed         | 4.47%                 | Yes           |                  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      | $2019190.00   | 0.03%             | 2039-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                                                    | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   10500000 | PA      | $8984536.47   | 0.16%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QMRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14343351 | PA      | $11753610.33  | 0.20%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAL8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4671697.75   | 0.08%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      61572 | PA      | $53912.44     | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                    | Solar Star Funding LLC                                                      | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2254674 | PA      | $1935913.47   | 0.03%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127705 | PA      | $126597.92    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    4825146 | PA      | $4328070.93   | 0.07%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                                              | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     400000 | NS      | $10100000.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                           | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6575000 | PA      | $6088601.82   | 0.11%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OHIO ST AIR QUALITY DEV AUTH E            | Ohio Air Quality Development Authority                                      | CUSIP: 67754AAE4<br>LEI: 549300DZUU80AYOR6M80 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1756953.20   | 0.03%             | 2048-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                      | National Fuel Gas Co                                                        | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3177791.44   | 0.05%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLORENCE SC SPL OBLIG                     | City of Florence SC                                                         | CUSIP: 340329AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2750000 | PA      | $2555622.85   | 0.04%             | 2034-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DE            | Maryland Community Development Administration Housing Revenue               | CUSIP: 57419RD77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2490000 | PA      | $2148206.17   | 0.04%             | 2039-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      93242 | PA      | $95328.12     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP           | Brookfield Property Partners LP                                             | CUSIP: EP0585729<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     695000 | NS      | $9403350.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CPT MORTGAGE TRUST                        | Century Plaza Towers                                                        | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $753662.70    | 0.01%             | 2039-11-13      | Variable      | 3.00%                 | 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      | $4187159.50   | 0.07%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                  | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2A3<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    8500000 | PA      | $7616170.00   | 0.13%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124187 | PA      | $128782.11    | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                             | Bank Hapoalim BM                                                            | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    3575000 | PA      | $3073377.45   | 0.05%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                         | General Motors Co                                                           | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9289963.00   | 0.16%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2187534.60   | 0.04%             | 2041-12-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| USAA CAPITAL CORP                         | USAA Capital Corp                                                           | CUSIP: 90327QD48<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5740662.46   | 0.10%             | 2023-05-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                        | Province of Quebec Canada                                                   | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $4687104.60   | 0.08%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                  | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4499950.00   | 0.08%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95000LBA0<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |     467762 | PA      | $451008.06    | 0.01%             | 2059-03-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1395341 | PA      | $1268070.87   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                | City of Detroit MI                                                          | CUSIP: 2510935R7<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     525000 | PA      | $430011.70    | 0.01%             | 2034-04-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES MI WTR AUTH WTR SP            | Great Lakes Water Authority Water Supply System Revenue                     | CUSIP: 39081JDZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13265000 | PA      | $10648381.92  | 0.18%             | 2041-07-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                  | Perusahaan Penerbit SBSN Indonesia III                                      | CUSIP: 71567PAJ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    6000000 | PA      | $5985000.00   | 0.10%             | 2023-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| USAA CAPITAL CORP                         | USAA Capital Corp                                                           | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   11135000 | PA      | $9123953.30   | 0.16%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1845608 | PA      | $1762712.29   | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     899900 | PA      | $835673.21    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                      | Texas Water Development Board                                               | CUSIP: 882854ZH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2357153.70   | 0.04%             | 2047-10-15      | Fixed         | 3.70%                 | 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      | $6441419.72   | 0.11%             | 2029-12-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                    | International Development Association                                       | CUSIP: 45939EAA8<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   10450000 | PA      | $10387292.37  | 0.18%             | 2023-04-24      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                    | Mosaic Solar Loans LLC                                                      | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2037142 | PA      | $1887062.84   | 0.03%             | 2043-06-22      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                         | Council Of Europe Development Bank                                          | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |    6625000 | PA      | $6399871.37   | 0.11%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERMONT ST EDUCTNL & HLTH BLDG            | Vermont Educational & Health Buildings Financing Agency                     | CUSIP: 924166JF9<br>LEI: 549300ZC1ZW1EUIIV708 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4539706.50   | 0.08%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                | GSCG Trust                                                                  | CUSIP: 36260TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7789000 | PA      | $7071838.73   | 0.12%             | 2034-09-06      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| AID-JORDAN                                | Hashemite Kingdom of Jordan Government AID Bond                             | CUSIP: 418097AF8<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    7909000 | PA      | $7626518.76   | 0.13%             | 2025-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                      | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     750000 | PA      | $648630.90    | 0.01%             | 2034-10-01      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1065981 | PA      | $819652.94    | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                  | Hyundai Capital Services, Inc                                               | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   13025000 | PA      | $11311945.36  | 0.20%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST NATURAL GAS CO                  | Northwest Natural Gas Co                                                    | CUSIP: 66765RCK0<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $3251232.23   | 0.06%             | 2051-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     177036 | PA      | $148008.02    | 0.00%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                    | Star Energy Geothermal Wayang Windu Ltd                                     | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    4702640 | PA      | $4436312.57   | 0.08%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1885076 | PA      | $1750537.52   | 0.03%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                       | Ford Foundation                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $5832798.40   | 0.10%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust              | Credit Suisse Mortgage Capital Certificates                                 | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3077092 | PA      | $2514522.44   | 0.04%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  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      | $2360315.86   | 0.04%             | 2036-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                       | 20 Times Square Trust                                                       | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2165000 | PA      | $2091682.92   | 0.04%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     596692 | PA      | $570129.37    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                     | Brooklyn Union Gas Co                                                       | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6724205.47   | 0.12%             | 2027-08-05      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAH7<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2938781.40   | 0.05%             | 2024-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HNA 2015 LLC                              | HNA LLC                                                                     | CUSIP: 40426UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4088657 | PA      | $3826202.95   | 0.07%             | 2027-09-18      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2058789.05   | 0.04%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     208894 | PA      | $205012.75    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | Woodward Capital Management                                                 | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3051452 | PA      | $2439882.65   | 0.04%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15185000 | PA      | $15287172.27  | 0.26%             | 2042-05-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| LG CHEM LTD                               | LG Chem Ltd                                                                 | CUSIP: 501955AB4<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    5940000 | PA      | $5421615.78   | 0.09%             | 2029-04-15      | Fixed         | 3.62%                 | 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      | $3617.56      | 0.00%             | 2052-04-07      | Variable      | 0.44%                 | Yes           |                  3 | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14517375 | PA      | $13980218.62  | 0.24%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                  | State of Texas                                                              | CUSIP: 882723TV1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $992868.40    | 0.02%             | 2043-08-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                              | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $6920571.75   | 0.12%             | 2038-11-15      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI                   | City & County of Honolulu HI                                                | CUSIP: 438687EN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5730000 | PA      | $5199922.28   | 0.09%             | 2034-09-01      | Fixed         | 3.94%                 | 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      | $3051297.23   | 0.05%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353G50<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    3856966 | PA      | $3645396.06   | 0.06%             | 2029-09-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner             | Toyota Auto Receivables Owner Trust                                         | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9900000 | PA      | $9037167.48   | 0.16%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274242 | PA      | $267812.27    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                     | Low Income Investment Fund                                                  | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9380946.60   | 0.16%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners LP     | Brookfield Infrastructure Partners LP                                       | CUSIP: EP0593202<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |     490000 | NS      | $7864451.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                  | African Development Bank                                                    | CUSIP: 008281BC0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   12750000 | PA      | $12627058.00  | 0.22%             | 2023-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ellington Loan Acquisition Tru            | Ellington Loan Acquisition Trust                                            | CUSIP: 288547AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     211248 | PA      | $207516.65    | 0.00%             | 2037-05-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                               | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3557153.25   | 0.06%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1930871.80   | 0.03%             | 2047-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG.                                                     | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    9750000 | PA      | $9982705.01   | 0.17%             | 2033-11-15      | Fixed         | 9.02%                 | 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      | $1240110.24   | 0.02%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| CONTINUUM ENERGY LEVANTE                  | Continuum Energy Levanter Pte Ltd                                           | CUSIP: 21218MAB1<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |    4421475 | PA      | $3967805.67   | 0.07%             | 2027-02-09      | Fixed         | 4.50%                 | Yes           |                  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        |    1172955 | PA      | $1008157.94   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                     | Tricon American Homes Trust                                                 | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     325000 | PA      | $285328.52    | 0.00%             | 2038-07-17      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138ADV44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     445956 | PA      | $451586.43    | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD DE TRANSMISION                   | Sociedad de Transmision Austral S.A.                                        | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    6250000 | PA      | $5398869.94   | 0.09%             | 2032-01-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                | Pfizer, Inc                                                                 | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4334855.45   | 0.07%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO            | California Municipal Finance Authority                                      | CUSIP: 13049SEC4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    5825000 | PA      | $3848769.14   | 0.07%             | 2051-08-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1900000 | PA      | $1776656.94   | 0.03%             | 2041-10-25      | Variable      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON AIRCRAFT 2 CO                  | Washington Aircraft 2 Co Ltd                                                | CUSIP: 937257AA1<br>LEI: 213800HU3KCKPYWP9238 | Long             | DBT              | CORP              | IE        |    2883070 | PA      | $2878567.77   | 0.05%             | 2024-06-26      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17553196 | PA      | $14337981.40  | 0.25%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                               | Equinor ASA                                                                 | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2000000 | PA      | $1971216.88   | 0.03%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                                                    | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    3725000 | PA      | $3159656.75   | 0.05%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   13165802 | PA      | $11406230.15  | 0.20%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91276000 | PA      | $91611154.52  | 1.58%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                    | Rockefeller Foundation                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   15760000 | PA      | $9985089.68   | 0.17%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132H3RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      85621 | PA      | $82137.90     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VESSEL MANAGEMENT SERVIC                  | Vessel Management Services, Inc                                             | CUSIP: 228027AB4<br>LEI: 549300FGG4OD84UNFA43 | Long             | DBT              | CORP              | US        |    7970000 | PA      | $7191674.75   | 0.12%             | 2037-01-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BERKELEY CA                               | City of Berkeley CA                                                         | CUSIP: 084113UX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8885000 | PA      | $6956279.74   | 0.12%             | 2043-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                             | AIA Group Ltd                                                               | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    7703000 | PA      | $6770945.55   | 0.12%             | 2030-04-07      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    6250000 | PA      | $5927939.50   | 0.10%             | 2024-09-23      | Fixed         | 3.25%                 | 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        |    5425000 | PA      | $4991123.26   | 0.09%             | 2025-12-23      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| YMCA OF GREATER NY                        | YMCA of Greater New York                                                    | CUSIP: 98752YAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1252649.22   | 0.02%             | 2048-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KFW                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    3586000 | PA      | $2800389.91   | 0.05%             | 2030-09-30      | Fixed         | 0.75%                 | 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        |   13633447 | PA      | $9892667.76   | 0.17%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   18700000 | PA      | $18155525.94  | 0.31%             | 2023-08-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                     | Tote Shipholdings LLC                                                       | CUSIP: 89156HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2344701.69   | 0.04%             | 2041-01-22      | Fixed         | 3.45%                 | 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        |      28066 | PA      | $26891.69     | 0.00%             | 2049-04-25      | 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        |   13822545 | PA      | $12226316.08  | 0.21%             | 2054-06-30      | Fixed         | 3.98%                 | 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        |    3173052 | PA      | $2323049.38   | 0.04%             | 2049-01-20      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1348070 | PA      | $1153119.57   | 0.02%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY                        | YMCA of Greater New York                                                    | CUSIP: 98752YAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4584861.20   | 0.08%             | 2038-08-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746FAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      19893 | PA      | $16925.25     | 0.00%             | 2047-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| INTL FINANCE CORP                         | International Finance Corp                                                  | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    3250000 | PA      | $3034922.15   | 0.05%             | 2026-04-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4536816 | PA      | $3627551.10   | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                     | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |    3174428 | PA      | $2411449.20   | 0.04%             | 2037-11-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG.                                                               | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $7728485.10   | 0.13%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK, Inc                                                                  | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $2698170.23   | 0.05%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     768000 | PA      | $726974.21    | 0.01%             | 2048-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR POLL ABAT            | Massachusetts St. Water Pollution Abatement                                 | CUSIP: 57604P5P5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    2705000 | PA      | $2714925.19   | 0.05%             | 2040-08-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust                                         | CUSIP: 64828EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     442173 | PA      | $395560.05    | 0.01%             | 2059-09-25      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93000 | PA      | $78614.08     | 0.00%             | 2049-11-10      | Variable      | 3.95%                 | 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        |     950000 | PA      | $842046.94    | 0.01%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST ECON DEV FIN AUT            | Washington Economic Development Finance Authority                           | CUSIP: 93975YAD3<br>LEI: 549300TQ7IXFA28IYO51 | Long             | DBT              | MUN               | US        |    1905000 | PA      | $764095.50    | 0.01%             | 2032-01-01      | Fixed         | 7.50%                 | Yes           |                  3 | On Loan: No      |
| NY PUBLIC LIBRARY                         | New York Public Library Astor Lenox & Tilden Foundations                    | CUSIP: 649757AA9<br>LEI: 549300UUPLEIDLHTTI88 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3458521.13   | 0.06%             | 2045-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                    | Private Export Funding Corp (PEFCO)                                         | CUSIP: 742651DW9<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1698983.03   | 0.03%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1263049 | PA      | $1173035.48   | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                         | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    4750000 | PA      | $4588881.14   | 0.08%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   17437837 | PA      | $16022812.30  | 0.28%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179ASR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |     586651 | PA      | $528801.93    | 0.01%             | 2033-06-15      | Fixed         | 2.69%                 | 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      | $1540981.39   | 0.03%             | 2028-04-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | United States International Development Finance Corp                        | CUSIP: 90376PDT5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    4126504 | PA      | $3307790.80   | 0.06%             | 2038-07-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST            | Grant County Public Utility District No 2                                   | CUSIP: 387883ZM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   20000000 | PA      | $14832632.00  | 0.26%             | 2040-01-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | Commercial Mortgage Pass Through Certificates                               | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $4917046.80   | 0.09%             | 2039-01-10      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                              | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3054653.34   | 0.05%             | 2026-01-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| MSDB Trust                                | MSDB Trust                                                                  | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1314123.00   | 0.02%             | 2039-07-11      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                    | Teck Resources Ltd                                                          | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8942827.10   | 0.15%             | 2030-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C            | City & County of San Francisco CA Community Facilities District             | CUSIP: 79772EBJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5405000 | PA      | $4531258.51   | 0.08%             | 2037-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OHIO ST WTR DEV AUTH WTR POLL             | Ohio State Water Development Authority                                      | CUSIP: 67766WQG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13180000 | PA      | $13067465.21  | 0.23%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE S.A.                                                                   | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    9112000 | PA      | $6648712.49   | 0.12%             | 2032-10-19      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4443338 | PA      | $699552.96    | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | 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        |    3736341 | PA      | $2846574.49   | 0.05%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                            | Merck & Co, Inc                                                             | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $5879623.29   | 0.10%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE            | California Municipal Finance Authority                                      | CUSIP: 13048VNB0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     145000 | PA      | $142859.39    | 0.00%             | 2023-11-01      | Fixed         | 4.25%                 | Yes           |                  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      | $6722970.75   | 0.12%             | 2043-10-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    9000000 | PA      | $6254836.92   | 0.11%             | 2035-08-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2025346 | PA      | $1619428.04   | 0.03%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| THE BUSH FOUNDATION                       | Bush Foundation                                                             | CUSIP: 12316UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $1818532.24   | 0.03%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                | BMO 360A                                                                    | CUSIP: 05609MCU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $4083099.80   | 0.07%             | 2055-02-17      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9157573 | PA      | $8814892.85   | 0.15%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 12592GBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1908549.40   | 0.03%             | 2047-08-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES MI WTR AUTH SEWAGE            | Great Lakes Water Authority Sewage Disposal System Revenue                  | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9375000 | PA      | $7217019.38   | 0.12%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust                                                  | CUSIP: 92537KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     925000 | PA      | $784999.12    | 0.01%             | 2059-11-25      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                        | Sunnova Helios VIII Issuer LLC                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3845361 | PA      | $3293372.28   | 0.06%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                           | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   16400000 | PA      | $10333591.13  | 0.18%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21951766 | PA      | $18714924.36  | 0.32%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1396278 | PA      | $1337827.00   | 0.02%             | 2042-09-01      | Fixed         | 4.00%                 | 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        |    1210000 | PA      | $1064552.31   | 0.02%             | 2027-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                          | Public Service Co of New Hampshire                                          | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2282603.20   | 0.04%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4597176.00   | 0.08%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                    | Arizona Public Service Co                                                   | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    3605000 | PA      | $2544851.23   | 0.04%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                     | Liberty Utilities Finance GP                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14750000 | PA      | $11080658.58  | 0.19%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      67319 | PA      | $62627.23     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4511000 | PA      | $4498461.22   | 0.08%             | 2053-06-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| DOLP Trust                                | DOLP Trust                                                                  | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  102725000 | PA      | $4126078.03   | 0.07%             | 2041-05-10      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| OAKLAND CA                                | City of Oakland CA                                                          | CUSIP: 672240WK0<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |    2685000 | PA      | $2374033.50   | 0.04%             | 2027-01-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                  | Korea Hydro & Nuclear Power Co Ltd                                          | CUSIP: 50064YAN3<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    7925000 | PA      | $7890878.67   | 0.14%             | 2023-07-25      | Fixed         | 3.75%                 | 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        |   15125719 | PA      | $13998907.59  | 0.24%             | 2049-07-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      52701 | PA      | $46911.25     | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                                                | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $8990193.10   | 0.16%             | 2026-07-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X42F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10628923 | PA      | $10804329.02  | 0.19%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  116256479 | PA      | $109052963.23 | 1.89%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JK1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    9200000 | PA      | $9290977.42   | 0.16%             | 2024-02-12      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    9400000 | PA      | $9227894.08   | 0.16%             | 2023-09-29      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25180000 | PA      | $25092460.22  | 0.43%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                         | CUSIP: 45906M2B6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    3215000 | PA      | $3225609.50   | 0.06%             | 2024-06-17      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    2324147 | PA      | $2118063.87   | 0.04%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2            | BX Commercial Mortgage Trust                                                | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4147620.90   | 0.07%             | 2036-10-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &             | New York State Energy Research & Development Authority                      | CUSIP: 64986RAK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     215000 | PA      | $207584.95    | 0.00%             | 2035-04-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                              | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $5988492.88   | 0.10%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| HENRY J KAISER FAMILY FO                  | Henry J Kaiser Family Foundation                                            | CUSIP: 426767AA7<br>LEI: 4CMPMZ2TOE77XRTFWV21 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $3809782.94   | 0.07%             | 2025-12-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST            | Grant County Public Utility District No 2                                   | CUSIP: 387883YU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9405000 | PA      | $7201397.21   | 0.12%             | 2040-01-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                        | Province of Quebec Canada                                                   | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   15000000 | PA      | $12436949.55  | 0.22%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    8600000 | PA      | $7901195.05   | 0.14%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    3315000 | PA      | $3207597.98   | 0.06%             | 2030-08-10      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY P            | City of San Francisco CA Public Utilities Commission Water Revenue          | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   22705000 | PA      | $16972505.17  | 0.29%             | 2041-11-01      | Fixed         | 2.83%                 | 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        |    4750000 | PA      | $3821493.66   | 0.07%             | 2031-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   14992599 | PA      | $2370983.65   | 0.04%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                        | RGA Global Funding                                                          | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $7707242.73   | 0.13%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                    | Tesla Auto Lease Trust                                                      | CUSIP: 88161FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10250000 | PA      | $9706304.13   | 0.17%             | 2025-03-20      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| BELLWOOD IL TAX INCREMENT REVE            | Village of Bellwood IL                                                      | CUSIP: 080031AB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4460000 | PA      | $3674588.20   | 0.06%             | 2050-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36264DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1046452 | PA      | $816245.81    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSALTA CORP                            | TransAlta Corp                                                              | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    2775000 | PA      | $2834055.72   | 0.05%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  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      | $1622807.04   | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST                             | State of California                                                         | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2090000 | PA      | $1971374.11   | 0.03%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                        | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1689748.60   | 0.03%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3946077 | PA      | $3034212.16   | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                           | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $11855659.20  | 0.21%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SUNRUN VULCAN ISSUER LLC                  | Sunrun Vulcan Issuer LLC                                                    | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9361404 | PA      | $7523714.78   | 0.13%             | 2052-01-30      | Fixed         | 2.46%                 | Yes           |                  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      | $554867.75    | 0.01%             | 2033-12-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H            | Massachusetts Housing Finance Agency                                        | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    3455000 | PA      | $3449131.68   | 0.06%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                     | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TBB0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    7750000 | PA      | $7264772.50   | 0.13%             | 2026-03-24      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11045371 | PA      | $11075018.01  | 0.19%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                        | Advance Auto Parts, Inc                                                     | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2349779.68   | 0.04%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAI                  | National Community Renaissance of California                                | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6391019.12   | 0.11%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust            | HarborView Mortgage Loan Trust                                              | CUSIP: 41161PUK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     229128 | PA      | $206360.25    | 0.00%             | 2045-08-19      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    3750000 | PA      | $3604522.99   | 0.06%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SAN FRANCISCO CITY & CNTY CA C            | City & County of San Francisco CA                                           | CUSIP: 79765DV31<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     440000 | PA      | $390246.52    | 0.01%             | 2035-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FOND DU LAC CNTY WI REVENUE               | County of Fond Du Lac WI                                                    | CUSIP: 34446ABB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4500000 | PA      | $4226776.65   | 0.07%             | 2051-11-01      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                        | Eastern Energy Gas Holdings LLC                                             | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    8850000 | PA      | $8430136.88   | 0.15%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                 | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   13988000 | PA      | $9447051.22   | 0.16%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   62719449 | PA      | $55847321.29  | 0.97%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                  | Interstate Power & Light Co                                                 | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $6907279.40   | 0.12%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247928 | PA      | $243706.53    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                     | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    8500000 | PA      | $5732730.06   | 0.10%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                        | Sonoco Products Co                                                          | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $4912747.24   | 0.08%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet, Inc                                                               | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7825765.40   | 0.14%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                  | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BL6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     550000 | PA      | $477886.43    | 0.01%             | 2050-01-29      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                | AMSR Trust                                                                  | CUSIP: 00178XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $351623.20    | 0.01%             | 2039-01-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MFT Trust                                 | MFT Trust                                                                   | CUSIP: 55316TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1590972.30   | 0.03%             | 2040-08-10      | Variable      | 3.28%                 | Yes           |                  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      | $1012526.02   | 0.02%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2015B                      | Delta Air Lines Pass Through Trust                                          | CUSIP: 24737AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2078646 | PA      | $2037561.14   | 0.04%             | 2023-07-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                      | DBUBS Mortgage Trust                                                        | CUSIP: 23305JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3440000 | PA      | $3079011.56   | 0.05%             | 2034-10-10      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Structured Agency Credit Risk Debt Note (STACR)                             | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     805000 | PA      | $790002.05    | 0.01%             | 2033-10-25      | Variable      | 6.03%                 | Yes           |                  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        |    1370000 | PA      | $1232281.98   | 0.02%             | 2026-10-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                   | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   13250000 | PA      | $10431352.54  | 0.18%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    8587146 | PA      | $1011132.14   | 0.02%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                 | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6252707.70   | 0.11%             | 2048-05-15      | Fixed         | 4.15%                 | 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        |     344774 | PA      | $284260.81    | 0.00%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                                                | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    8808000 | PA      | $7017554.24   | 0.12%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2            | BX Commercial Mortgage Trust                                                | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2069813 | PA      | $2045701.82   | 0.04%             | 2036-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| IDAHO ST BLDG AUTH BLDG REVENU            | Idaho State Building Authority                                              | CUSIP: 451443G58<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |    1180000 | PA      | $943464.52    | 0.02%             | 2037-09-01      | Fixed         | 3.20%                 | No            |                  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      | $6382566.12   | 0.11%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CDP FINANCIAL INC                         | CDP Financial, Inc                                                          | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    7000000 | PA      | $6221099.50   | 0.11%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                      | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |   11850000 | PA      | $10546533.54  | 0.18%             | 2026-10-06      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                  | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759LM8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     371000 | PA      | $368106.87    | 0.01%             | 2023-08-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19402006 | PA      | $18199799.81  | 0.31%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL HSG AUTH                       | Chicago Housing Authority                                                   | CUSIP: 16753QBH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12250000 | PA      | $10979605.18  | 0.19%             | 2038-01-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49610793 | PA      | $48924711.64  | 0.85%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAA2<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2408677.43   | 0.04%             | 2024-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH                | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868GM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     300000 | PA      | $274144.20    | 0.00%             | 2025-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor            | Banc of America Commercial Mortgage Trust                                   | CUSIP: 06054MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     518155 | PA      | $496843.65    | 0.01%             | 2049-07-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1017053 | PA      | $782030.62    | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  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      | $4872862.18   | 0.08%             | 2042-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8898668 | PA      | $7941982.46   | 0.14%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                          | ABN AMRO Bank NV                                                            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   15000000 | PA      | $12129413.10  | 0.21%             | 2029-12-13      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                   | Flagstar Mortgage Trust                                                     | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      14085 | PA      | $13341.75     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4704871 | PA      | $3755480.73   | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGPX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1886430 | PA      | $1608302.14   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                    | Mosaic Solar Loans LLC                                                      | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3568622 | PA      | $2942511.70   | 0.05%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MPF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2773612 | PA      | $2445883.46   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     601071 | PA      | $571105.04    | 0.01%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDING                  | LTR Intermediate Holdings, Inc                                              | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |   15760000 | PA      | $14381000.00  | 0.25%             | 2028-05-05      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                      | Republic of Italy Government International Bond                             | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   10000000 | PA      | $8301346.50   | 0.14%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                     | Unilever Capital Corp                                                       | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2809945.32   | 0.05%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                    | Credit Suisse AG.                                                           | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    7639000 | PA      | $6962554.10   | 0.12%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust                                         | CUSIP: 64828EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     425000 | PA      | $331453.25    | 0.01%             | 2059-09-25      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                   | Essential Utilities, Inc                                                    | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7129253.20   | 0.12%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SEMITROPIC CA IMPT DIST SEMITR            | Semitropic Improvement District                                             | CUSIP: 81684LDK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2812984.80   | 0.05%             | 2025-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353UU9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |     751478 | PA      | $724653.56    | 0.01%             | 2026-12-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5750000 | PA      | $4879831.80   | 0.08%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4070037 | PA      | $3918164.35   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1270000 | PA      | $1261281.20   | 0.02%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1558218 | PA      | $1259502.67   | 0.02%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                               | PepsiCo, Inc                                                                | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9428902.40   | 0.16%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHULA VISTA CA MUNI FING AUTH             | Chula Vista Municipal Financing Authority                                   | CUSIP: 17132EBQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1350000 | PA      | $1151296.20   | 0.02%             | 2038-12-01      | Fixed         | 3.98%                 | 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        |     690332 | PA      | $638125.87    | 0.01%             | 2036-02-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140M2SE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     709529 | PA      | $626630.67    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | 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      | $1935647.31   | 0.03%             | 2036-11-15      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                | Sunrun Atlas Issuer LLC                                                     | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6609568 | PA      | $5815111.82   | 0.10%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  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        |    5843959 | PA      | $4493528.70   | 0.08%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                   | Algonquin Power & Utilities Corp                                            | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    8500000 | PA      | $6885000.00   | 0.12%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                               | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     750000 | PA      | $627951.00    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                        | CPT Mortgage Trust                                                          | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1338542.40   | 0.02%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                   | Magna International, Inc                                                    | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   11025000 | PA      | $9110259.47   | 0.16%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                 | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    7500000 | PA      | $6928489.20   | 0.12%             | 2026-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE COMMUNITY                      | Enterprise Community Loan Fund, Inc                                         | CUSIP: 29375EAA3<br>LEI: 549300L4U1958WIM9C65 | Long             | DBT              | CORP              | US        |    5820000 | PA      | $5502751.63   | 0.10%             | 2028-11-01      | Fixed         | 4.15%                 | 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      | $255606.37    | 0.00%             | 2027-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST GREEN BANK                 | Connecticut Green Bank                                                      | CUSIP: 207580AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1250000 | PA      | $1009667.63   | 0.02%             | 2035-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU            | WFRBS Commercial Mortgage Trust                                             | CUSIP: 92937EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     490218 | PA      | $488982.77    | 0.01%             | 2045-03-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK, Inc                                                                  | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7246000 | PA      | $6262418.97   | 0.11%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VESSEL MANAGEMENT SERVIC                  | Vessel Management Services, Inc                                             | CUSIP: 228027AA6<br>LEI: 549300FGG4OD84UNFA43 | Long             | DBT              | CORP              | US        |    4262000 | PA      | $3834692.09   | 0.07%             | 2036-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     140354 | PA      | $131024.32    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7958930 | PA      | $7300065.15   | 0.13%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110136 | PA      | $103367.66    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                        | CUSIP: 06540XBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $6157129.60   | 0.11%             | 2062-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3561041 | PA      | $3232907.23   | 0.06%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                            | Merck & Co, Inc                                                             | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   12550000 | PA      | $10248257.84  | 0.18%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                   | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3794930 | PA      | $3144746.20   | 0.05%             | 2047-07-20      | Fixed         | 2.75%                 | Yes           |                  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      | $3867276.03   | 0.07%             | 2036-07-15      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN POWER CO                         | Southern Power Co                                                           | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    9538000 | PA      | $9347946.48   | 0.16%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                      | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    9732000 | PA      | $8904693.00   | 0.15%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX TRUST                                                                    | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4062312.78   | 0.07%             | 2039-01-17      | Variable      | 5.83%                 | 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      | $931283.50    | 0.02%             | 2027-11-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                       | Otis Worldwide Corp                                                         | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7292945.70   | 0.13%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                        | Santos Finance Ltd                                                          | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   11700000 | PA      | $9299860.36   | 0.16%             | 2031-04-29      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     285000 | PA      | $283441.41    | 0.00%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                | Public Finance Authority                                                    | CUSIP: 74442PYN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     405000 | PA      | $404732.94    | 0.01%             | 2023-02-01      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P            | Grace Trust                                                                 | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $2499217.18   | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1739192 | PA      | $1627318.79   | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                   | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1959958 | PA      | $1490581.83   | 0.03%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| STOCKTON CA PUBLIC FING AUTH W            | Stockton Public Financing Authority                                         | CUSIP: 861398CU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6625000 | PA      | $5273117.74   | 0.09%             | 2040-10-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     441354 | PA      | $435340.62    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                       | NatWest Markets plc                                                         | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   11600000 | PA      | $11400624.30  | 0.20%             | 2024-08-12      | Variable      | 4.66%                 | 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      | $9510065.58   | 0.16%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                           | PerkinElmer, Inc                                                            | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5484700.41   | 0.09%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                           | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9647529.10   | 0.17%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                    | Countrywide Home Loan Mortgage Pass Through Trust                           | CUSIP: 12669GBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      72758 | PA      | $67254.54     | 0.00%             | 2034-11-20      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114464000 | PA      | $94307605.00  | 1.63%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                            | City of Los Angeles CA                                                      | CUSIP: 544351NE5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    9060000 | PA      | $7904508.44   | 0.14%             | 2038-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust             | GCT Commercial Mortgage Trust                                               | CUSIP: 36167RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2253061.00   | 0.04%             | 2038-02-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Madison Avenue Trust                      | MAD Mortgage Trust                                                          | CUSIP: 55282MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3734654.40   | 0.06%             | 2034-08-15      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                  | Piedmont Operating Partnership LP                                           | CUSIP: 720198AC4<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    5442000 | PA      | $5389809.75   | 0.09%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                    | Massachusetts Electric Co                                                   | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    2498000 | PA      | $1881841.25   | 0.03%             | 2030-11-24      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| SALVATION ARMY                            | Salvation Army                                                              | CUSIP: 79585TAS2<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4469147.95   | 0.08%             | 2048-09-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                  | Oceanview Mortgage Trust                                                    | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1356601 | PA      | $1043116.06   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE             | Metropolitan Transportation Authority                                       | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   10735000 | PA      | $9301248.43   | 0.16%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                        | Ameren Illinois Co                                                          | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   12350000 | PA      | $8214887.17   | 0.14%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 3622AATU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    1544670 | PA      | $1428956.47   | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4740420 | PA      | $4562374.64   | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Structured Agency Credit Risk Debt Note (STACR)                             | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      66739 | PA      | $62553.06     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                       | BWAY Mortgage Trust                                                         | CUSIP: 05604LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     825000 | PA      | $729799.70    | 0.01%             | 2035-01-10      | Fixed         | 2.92%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1721731 | PA      | $1323870.99   | 0.02%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2078062.00   | 0.04%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3235000 | PA      | $2736228.70   | 0.05%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  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      | $5455521.28   | 0.09%             | 2048-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1382856 | PA      | $1308259.75   | 0.02%             | 2047-09-20      | Fixed         | 3.57%                 | 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      | $4326524.53   | 0.07%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                   | Bristol-Myers Squibb Co                                                     | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8116483.50   | 0.14%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP                   | Florida Development Finance Corp                                            | CUSIP: 340618DF1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    6550000 | PA      | $6531851.26   | 0.11%             | 2057-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                  | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $9396354.83   | 0.16%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Bank                                      | BANK                                                                        | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3197621.00   | 0.06%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T            | STWD Mortgage Trust                                                         | CUSIP: 78486EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1906453.80   | 0.03%             | 2036-11-15      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL WIND                          | Continental Wind LLC                                                        | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5448358 | PA      | $5455688.07   | 0.09%             | 2033-02-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                         | Imperial Fund Mortgage Trust                                                | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $357384.81    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                       | SVB Financial Group                                                         | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    8883000 | PA      | $7344494.51   | 0.13%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION            | Chicago Metropolitan Water Reclamation District-Greater Chicago             | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |   16465000 | PA      | $17424494.58  | 0.30%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                      | Texas Water Development Board                                               | CUSIP: 882854ZG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $858647.10    | 0.01%             | 2037-10-15      | Fixed         | 3.50%                 | 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        |     415500 | PA      | $412090.84    | 0.01%             | 2030-09-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     743146 | PA      | $725763.13    | 0.01%             | 2041-09-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4587446 | PA      | $648378.08    | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                  | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10085761 | PA      | $8379288.10   | 0.14%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3954283 | PA      | $3763019.32   | 0.07%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                       | Sunnova Energy Corp                                                         | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3886246.50   | 0.07%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| TRITON CONTAINER                          | Triton Container International Ltd                                          | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    7500000 | PA      | $6936130.20   | 0.12%             | 2024-06-07      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2856331 | PA      | $2439030.71   | 0.04%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DNAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18485058 | PA      | $15149827.73  | 0.26%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                        | CPT Mortgage Trust                                                          | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1820771.25   | 0.03%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                  | Duke Energy Progress LLC                                                    | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $920515.41    | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                  | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759LN6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    2257000 | PA      | $2205110.33   | 0.04%             | 2024-08-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7436459 | PA      | $5718031.94   | 0.10%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                    | CUSIP: 08162VBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $4054827.70   | 0.07%             | 2062-03-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                    | Commonwealth Edison Co                                                      | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $9279018.21   | 0.16%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                   | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H9JM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | MUN               | US        |   11650000 | PA      | $10034812.55  | 0.17%             | 2036-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12318632 | PA      | $11195146.67  | 0.19%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     429498 | PA      | $355985.64    | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                     | One Bryant Park Trust                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14500000 | PA      | $11903682.20  | 0.21%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22529929 | PA      | $21143316.63  | 0.37%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                | City of Detroit MI                                                          | CUSIP: 2510935K2<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |     650000 | PA      | $604890.65    | 0.01%             | 2025-04-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C            | City & County of San Francisco CA Community Facilities District No 2014     | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1225000 | PA      | $1238089.00   | 0.02%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                            | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8155485.01   | 0.14%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                              | Consorcio Transmantaro SA                                                   | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    6475000 | PA      | $5892245.27   | 0.10%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     779194 | PA      | $733294.20    | 0.01%             | 2048-10-26      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST             | Los Angeles Community College District                                      | CUSIP: 54438CYP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7690000 | PA      | $6159257.82   | 0.11%             | 2032-08-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                      | Sunrun Athena Issuer LLC                                                    | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    5214041 | PA      | $4774710.98   | 0.08%             | 2049-04-30      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                   | Flagstar Mortgage Trust                                                     | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     264079 | PA      | $228250.96    | 0.00%             | 2047-10-25      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                  | Inter-American Investment Corp                                              | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |   10625000 | PA      | $10174871.34  | 0.18%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      29926 | PA      | $30435.63     | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                    | HAT Holdings I LLC                                                          | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7384800.00   | 0.13%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications, Inc                                                 | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8773268.94   | 0.15%             | 2026-03-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                 | Apple, Inc                                                                  | CUSIP: 037833BU3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3839000 | PA      | $3828431.77   | 0.07%             | 2023-02-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9700000 | PA      | $7292050.76   | 0.13%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5833478 | PA      | $4514523.64   | 0.08%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PAPIO-MISSOURI RIVER NE NATURA            | Papio-Missouri River Natural Resource District                              | CUSIP: 698874EP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2080000 | PA      | $1897713.58   | 0.03%             | 2026-12-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                  | Delta Air Lines Pass Through Trust                                          | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2850000 | PA      | $2777785.28   | 0.05%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     854888 | PA      | $692017.81    | 0.01%             | 2050-06-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1127948 | PA      | $853280.49    | 0.01%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2741180 | PA      | $2569544.43   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                           | DTE Electric Co                                                             | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $6456819.38   | 0.11%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34189725 | PA      | $27916164.13  | 0.48%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1870000 | PA      | $1731410.93   | 0.03%             | 2041-11-25      | Variable      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $7768476.54   | 0.13%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1679000 | PA      | $1661115.80   | 0.03%             | 2033-08-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    2589505 | PA      | $2415008.00   | 0.04%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  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      | $1062693.32   | 0.02%             | 2031-11-15      | Fixed         | 2.48%                 | No            |                  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      | $7608146.25   | 0.13%             | 2026-01-01      | Fixed         | 5.00%                 | 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        |     950654 | PA      | $742005.07    | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1600840 | PA      | $1428733.84   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | 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        |    1504408 | PA      | $1156767.42   | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AUTODESK INC                              | Autodesk, Inc                                                               | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2596176.70   | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38480291 | PA      | $33942444.54  | 0.59%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  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      | $7597385.56   | 0.13%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     213754 | PA      | $211816.30    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                   | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5839942 | PA      | $4270601.37   | 0.07%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136AVKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4168553 | PA      | $3925290.87   | 0.07%             | 2027-02-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1496292 | PA      | $1398822.15   | 0.02%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20391968 | PA      | $18544606.78  | 0.32%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                   | National Bank of Canada                                                     | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   12150000 | PA      | $11628819.43  | 0.20%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                  | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3145710 | PA      | $2862751.99   | 0.05%             | 2028-11-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     409834 | PA      | $364294.26    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                  | Visa, Inc                                                                   | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7659573.10   | 0.13%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust              | Credit Suisse Commercial Mortgage Trust                                     | CUSIP: 12652FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4468361.50   | 0.08%             | 2032-11-10      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE S.A.                                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $8619439.60   | 0.15%             | 2027-10-19      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                               | Vistra Corp                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3298507.89   | 0.06%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| One Market Plaza Trust                    | One Market Plaza Trust                                                      | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3769859.60   | 0.07%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN ALUM RESEARCH                   | Wisconsin Alumni Research Foundation                                        | CUSIP: 97658WAA8<br>LEI: UMSL8J1I3AHWSX5XNO15 | Long             | DBT              | CORP              | US        |   11440000 | PA      | $7793863.56   | 0.13%             | 2049-10-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                        | PPG Industries, Inc                                                         | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $8753056.71   | 0.15%             | 2026-03-15      | Fixed         | 1.20%                 | 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      | $9934233.30   | 0.17%             | 2026-12-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA ENERGY                             | Sempra Energy                                                               | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4623400.00   | 0.08%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                     | Nederlandse Waterschapsbank NV                                              | CUSIP: 639832AG9<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   10000000 | PA      | $9457449.50   | 0.16%             | 2025-01-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                     | Low Income Investment Fund                                                  | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4244274.23   | 0.07%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P            | City of San Francisco CA Public Utilities Commission Water Revenue          | CUSIP: 79765RQ51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5750000 | PA      | $4688305.05   | 0.08%             | 2046-11-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 200474AZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     291454 | PA      | $284693.07    | 0.00%             | 2048-02-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                             | DTE Energy Co                                                               | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11055638.76  | 0.19%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                    | Total Capital International S.A.                                            | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   11550000 | PA      | $8156795.26   | 0.14%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2431920 | PA      | $2153650.74   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                    | NXP BV                                                                      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    8158000 | PA      | $7049688.30   | 0.12%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                                                    | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   10279000 | PA      | $8063407.91   | 0.14%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23660930 | PA      | $22776180.00  | 0.39%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    8384023 | PA      | $7511215.51   | 0.13%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353RQ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |     828800 | PA      | $810665.02    | 0.01%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3052793 | PA      | $3023907.79   | 0.05%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                 | Colbun S.A.                                                                 | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    8850000 | PA      | $7455593.56   | 0.13%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| RHODE ISLAND ST HSG & MTGE FIN            | Rhode Island Housing & Mortgage Finance Corp                                | CUSIP: 76221TLS6<br>LEI: 254900N9FNYNPO539444 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $828534.50    | 0.01%             | 2039-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10385033 | PA      | $9934741.30   | 0.17%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                | Progress Residential Trust                                                  | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $543361.28    | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  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      | $8857738.05   | 0.15%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  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      | $1007980.57   | 0.02%             | 2029-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1940096.20   | 0.03%             | 2042-04-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| MATHER FOUNDATION                         | Mather Foundation                                                           | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6133123.43   | 0.11%             | 2031-10-01      | Fixed         | 2.67%                 | 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        |    6068632 | PA      | $4824404.33   | 0.08%             | 2038-09-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                  | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759ME5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    2000000 | PA      | $1983131.58   | 0.03%             | 2023-08-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9208120 | PA      | $7523152.19   | 0.13%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd                                                 | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    9500000 | PA      | $7232150.88   | 0.13%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           |                  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        |    4675000 | PA      | $4360743.37   | 0.08%             | 2028-08-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II B                            | WLB Asset II B Pte Ltd                                                      | CUSIP: BM9352774<br>LEI: 549300MGGSM9XCNTYR69 | Long             | DBT              | CORP              | SG        |    3450000 | PA      | $3235261.58   | 0.06%             | 2024-12-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2543792 | PA      | $1955969.34   | 0.03%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                               | Equinor ASA                                                                 | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    7725000 | PA      | $6569785.11   | 0.11%             | 2030-05-22      | Fixed         | 2.38%                 | 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      | $7054884.99   | 0.12%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11540000 | PA      | $12112981.77  | 0.21%             | 2042-06-25      | Variable      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8025000 | PA      | $7060247.58   | 0.12%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4375000 | PA      | $3662381.63   | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     784615 | PA      | $733247.48    | 0.01%             | 2048-06-15      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                   | European Bank for Reconstruction & Development                              | CUSIP: 29874QAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   15000000 | PA      | $14246136.15  | 0.25%             | 2024-09-27      | Fixed         | 1.62%                 | 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        |    1745000 | PA      | $1643741.14   | 0.03%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1618068 | PA      | $1538107.86   | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group plc                                                          | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2200000 | PA      | $1632864.88   | 0.03%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2200801 | PA      | $1943034.88   | 0.03%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST BUSINESS DEV COMMISS            | Oregon State Business Development Commission                                | CUSIP: 68608GAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5750000 | PA      | $419750.00    | 0.01%             | 2031-04-01      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| One Market Plaza Trust                    | One Market Plaza Trust                                                      | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2647265.23   | 0.05%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| UPPER SANTA CLARA VY CA JT PWR            | Upper Santa Clara Valley Joint Powers Authority                             | CUSIP: 916544DZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4400000 | PA      | $3458312.88   | 0.06%             | 2048-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P            | City of San Francisco CA Public Utilities Commission Water Revenue          | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12615000 | PA      | $10331732.94  | 0.18%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                   | Public Service Electric & Gas Co                                            | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $4390126.09   | 0.08%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  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        |    4985017 | PA      | $3985923.79   | 0.07%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EXCALIBUR ONE 77B LLC                     | Excalibur One 77B LLC                                                       | CUSIP: 30066CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     111177 | PA      | $107101.44    | 0.00%             | 2025-01-01      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9042225.80   | 0.16%             | 2026-02-12      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                  | Southwestern Public Service Co                                              | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2199923.78   | 0.04%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANGAMON CNTY IL WTR RECLAMATI            | Sangamon County Water Reclamation District                                  | CUSIP: 800768AH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $1947309.50   | 0.03%             | 2034-01-01      | Fixed         | 2.91%                 | No            |                  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      | $1573953.21   | 0.03%             | 2051-04-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust                          | CUSIP: 61764RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     248379 | PA      | $242104.82    | 0.00%             | 2048-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 42770LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     635844 | PA      | $599085.43    | 0.01%             | 2040-09-21      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3134GWQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   25000000 | PA      | $17103121.75  | 0.30%             | 2035-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q8RE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     934889 | PA      | $921092.52    | 0.02%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                   | Procter & Gamble Co                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   12125000 | PA      | $9513429.23   | 0.16%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Solarcity LMC Series LLC                  | SolarCity LMC                                                               | CUSIP: 83417BAA6<br>LEI: 54930080F5ME65CO1C91 | Long             | ABS-O            | CORP              | US        |      53541 | PA      | $50628.02     | 0.00%             | 2038-11-20      | Fixed         | 4.80%                 | Yes           |                  3 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                  | Brandywine Operating Partnership LP                                         | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $5224979.83   | 0.09%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   13600000 | PA      | $13190786.74  | 0.23%             | 2023-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3296998 | PA      | $2687302.08   | 0.05%             | 2066-10-25      | Variable      | 2.24%                 | 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      | $1079309.25   | 0.02%             | 2036-11-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                   | New York State Electric & Gas Corp                                          | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   11250000 | PA      | $8765925.98   | 0.15%             | 2031-10-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2286076 | PA      | $2038420.38   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                              | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $13717715.72  | 0.24%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust             | Alen Mortgage Trust                                                         | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4075000 | PA      | $3490675.56   | 0.06%             | 2034-04-15      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4033596 | PA      | $3225185.76   | 0.06%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     880012 | PA      | $866523.44    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                         | Canada Government International Bond                                        | CUSIP: 135087N75<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   19600000 | PA      | $18955785.83  | 0.33%             | 2025-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                            | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2329901.42   | 0.04%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      86845 | PA      | $85984.86     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AZURE POWER SOLAR ENERGY                  | Azure Power Solar Energy Pvt Ltd                                            | CUSIP: 05502TAA6<br>LEI: 549300N77HEXIINE3X94 | Long             | DBT              | CORP              | MU        |    5025000 | PA      | $4372750.53   | 0.08%             | 2024-12-24      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                   | Duke Energy Florida LLC                                                     | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8546156.60   | 0.15%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46750000 | PA      | $39916464.61  | 0.69%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KFW                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JM7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   11750000 | PA      | $11135945.35  | 0.19%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15500000 | PA      | $12161765.00  | 0.21%             | 2031-01-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     455000 | PA      | $443736.48    | 0.01%             | 2041-10-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                    | India Cleantech Energy                                                      | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    8096850 | PA      | $6917083.33   | 0.12%             | 2026-08-10      | Fixed         | 4.70%                 | 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        |    6847814 | PA      | $6263752.86   | 0.11%             | 2057-07-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                      | National Fuel Gas Co                                                        | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   12626000 | PA      | $12560995.42  | 0.22%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service New Hampshire F            | PSNH Funding LLC                                                            | CUSIP: 69363PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3842192.80   | 0.07%             | 2028-08-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                 | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5785024 | PA      | $4511978.86   | 0.08%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG.                                                     | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4325000 | PA      | $3938760.72   | 0.07%             | 2028-08-11      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST ENVRNMNTL FACS COR            | New York State Environmental Facilities Corp                                | CUSIP: 64985HRU3<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    2115000 | PA      | $2026129.39   | 0.04%             | 2026-07-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20546431 | PA      | $18114965.26  | 0.31%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                          | Kilroy Realty LP                                                            | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4522590.88   | 0.08%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075676 | PA      | $909411.10    | 0.02%             | 2050-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID INC                              | Avangrid, Inc                                                               | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    3345000 | PA      | $3197052.39   | 0.06%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust            | Shellpoint Co-Originator Trust                                              | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     367871 | PA      | $327929.14    | 0.01%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                  | First American Financial Corp                                               | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    9735000 | PA      | $7113693.64   | 0.12%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CityLine Commercial Mortgage T            | Cityline Commercial Mortgage Trust                                          | CUSIP: 178772AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5341000 | PA      | $5145084.64   | 0.09%             | 2031-11-10      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                   | Empower Finance 2020 LP                                                     | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5275000 | PA      | $4404116.60   | 0.08%             | 2027-09-17      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                  | European Stability Mechanism                                                | CUSIP: 29881WAC6<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |    9300000 | PA      | $8803026.60   | 0.15%             | 2024-09-11      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5780000 | PA      | $5741165.63   | 0.10%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                        | Cenovus Energy, Inc                                                         | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2650000 | PA      | $2115753.27   | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                   | Shinhan Financial Group Co Ltd                                              | CUSIP: 82460P2A2<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |   11225000 | PA      | $10273511.75  | 0.18%             | 2030-02-05      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3160000 | PA      | $3228812.16   | 0.06%             | 2042-09-25      | Variable      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| VNO Mortgage Trust                        | VNDO Trust                                                                  | CUSIP: 91831UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2641934.70   | 0.05%             | 2035-01-10      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3638711 | PA      | $2797872.68   | 0.05%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1685224.20   | 0.03%             | 2048-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9027197 | PA      | $8280892.72   | 0.14%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4722907 | PA      | $640340.17    | 0.01%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      83421 | PA      | $76719.07     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                  | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5551222.90   | 0.10%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                      | Stanford Health Care                                                        | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   10385000 | PA      | $6826156.56   | 0.12%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                           | Impac CMB Trust                                                             | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      11267 | PA      | $10518.74     | 0.00%             | 2035-03-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                          | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     204867 | PA      | $195375.30    | 0.00%             | 2047-09-20      | Fixed         | 4.29%                 | 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        |    2093480 | PA      | $1673906.26   | 0.03%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    9704205 | PA      | $9183509.70   | 0.16%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Renew Financial                           | Renew                                                                       | CUSIP: 75973FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1985561 | PA      | $1823938.54   | 0.03%             | 2053-09-20      | Fixed         | 3.95%                 | 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      | $1699258.40   | 0.03%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                   | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 35833TAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    9908699 | PA      | $7597151.99   | 0.13%             | 2041-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CROWLEY CONRO LLC                         | Crowley Conro LLC                                                           | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |   13014095 | PA      | $12137511.84  | 0.21%             | 2043-08-15      | Fixed         | 4.18%                 | 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      | $2323616.40   | 0.04%             | 2055-02-17      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1416357 | PA      | $1400300.53   | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 3617LYQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   11475298 | PA      | $10217722.28  | 0.18%             | 2045-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                  | Siemens Financieringsmaatschappij NV                                        | CUSIP: 82620KBB8<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    6275000 | PA      | $6252861.67   | 0.11%             | 2024-03-11      | Variable      | 4.71%                 | Yes           |                  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      | $4200300.00   | 0.07%             | 2032-01-26      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MAINE ST FIN AUTH SOL WST DISP            | Finance Authority of Maine                                                  | CUSIP: 56042CAV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1550000 | PA      | $13717.50     | 0.00%             | 2033-12-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                      | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    1000000 | PA      | $950532.33    | 0.02%             | 2025-03-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| CHULA VISTA CA MUNI FING AUTH             | Chula Vista Municipal Financing Authority                                   | CUSIP: 17132EBS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4300000 | PA      | $3457095.51   | 0.06%             | 2048-12-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46646BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     155042 | PA      | $138260.87    | 0.00%             | 2046-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust                                              | CUSIP: 61756UBG5<br>LEI: 549300XYOVNMTJWOZ135 | Long             | ABS-MBS          | CORP              | US        |     106067 | PA      | $53431.48     | 0.00%             | 2049-12-12      | Variable      | 6.08%                 | No            |                  3 | On Loan: No      |
| SEMITROPIC CA IMPT DIST SEMITR            | Semitropic Improvement District of the Semitropic Water Storage District    | CUSIP: 81684LDV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $814224.30    | 0.01%             | 2035-12-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                     | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7175636 | PA      | $6332498.77   | 0.11%             | 2039-09-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500370 | PA      | $477490.05    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    1763848 | PA      | $1646986.79   | 0.03%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                  | Toyota Motor Credit Corp                                                    | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $7277551.64   | 0.13%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      37578 | PA      | $34727.82     | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                               | Equinor ASA                                                                 | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9110000 | PA      | $6617397.87   | 0.11%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    4030056 | PA      | $3645593.32   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | J.P. Morgan Chase Commercial Mortgage Securities Trust                      | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3795712.40   | 0.07%             | 2033-10-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| CONSERVATION FUND                         | Conservation Fund                                                           | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10750000 | PA      | $9242675.10   | 0.16%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                  | Southwestern Public Service Co                                              | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   18529000 | PA      | $12779205.42  | 0.22%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                    | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $873626.30    | 0.02%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5682678 | PA      | $4291274.69   | 0.07%             | 2052-06-20      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                     | BB Blue Financing DAC                                                       | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9860200.00   | 0.17%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                  | EQT Corp                                                                    | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $6389981.25   | 0.11%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                     | Unilever Capital Corp                                                       | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $6076126.06   | 0.11%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                           | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13750000 | PA      | $11098739.71  | 0.19%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                              | Hydro-Quebec                                                                | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    3968000 | PA      | $4147684.09   | 0.07%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP           | Brookfield Property Partners LP                                             | CUSIP: EP0575654<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     400000 | NS      | $6084000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230726 | PA      | $188786.02    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      68483 | PA      | $64274.26     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP             | New York City Housing Development Corp                                      | CUSIP: 64966WFA0<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    4065000 | PA      | $3124792.33   | 0.05%             | 2038-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4248237 | PA      | $3266548.53   | 0.06%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | United States International Development Finance Corp                        | CUSIP: 90376PAX9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    1487754 | PA      | $1297851.51   | 0.02%             | 2029-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16767784 | PA      | $15284082.13  | 0.26%             | 2052-06-01      | Fixed         | 3.50%                 | 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        |    1045000 | PA      | $904019.68    | 0.02%             | 2028-10-01      | Fixed         | 2.88%                 | 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      | $1801016.40   | 0.03%             | 2029-08-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CA                           | County of Alameda CA                                                        | CUSIP: 010878BA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4314149.50   | 0.07%             | 2038-08-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                    | FMG Resources August 2006 Pty Ltd                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   10250000 | PA      | $9559150.00   | 0.17%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications, Inc                                                 | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   22950000 | PA      | $17256161.23  | 0.30%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                      | National Fuel Gas Co                                                        | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     200000 | PA      | $184560.08    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                | BFLD Trust                                                                  | CUSIP: 05493AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2225122.75   | 0.04%             | 2035-10-15      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                       | OMERS Finance Trust                                                         | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   11250000 | PA      | $10142824.28  | 0.18%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                     | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   14681000 | PA      | $11983356.56  | 0.21%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   17000000 | PA      | $16493057.96  | 0.29%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132D6C32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8334619 | PA      | $8279764.61   | 0.14%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAER6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   23000000 | PA      | $22681856.64  | 0.39%             | 2023-05-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96530 | PA      | $89734.82     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                     | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAB0<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4729109.60   | 0.08%             | 2025-11-01      | Fixed         | 3.51%                 | 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      | $6002193.80   | 0.10%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    4587302 | PA      | $3799064.48   | 0.07%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                        | CUSIP: 06540BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $4812373.80   | 0.08%             | 2052-10-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                         | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    3000000 | PA      | $2455526.79   | 0.04%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7808166 | PA      | $7126411.17   | 0.12%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   12062864 | PA      | $11046846.97  | 0.19%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      21717 | PA      | $20145.77     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | 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      | $2566451.40   | 0.04%             | 2028-07-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                             | UniCredit S.p.A                                                             | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    3600000 | PA      | $2924813.12   | 0.05%             | 2035-06-30      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109621 | PA      | $107577.99    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1004512 | PA      | $937856.54    | 0.02%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C                  | Community Preservation Corp                                                 | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   11645000 | PA      | $9842010.24   | 0.17%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                   | Flagstar Mortgage Trust                                                     | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1249253 | PA      | $960573.90    | 0.02%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy, Inc (Step Bond)                                            | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4673349.86   | 0.08%             | 2024-08-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10854608 | PA      | $10182056.23  | 0.18%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                     | Brooklyn Union Gas Co                                                       | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9343105.30   | 0.16%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                        | Sonoco Products Co                                                          | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3252362.19   | 0.06%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                  | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9850000 | PA      | $8167644.03   | 0.14%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2245267 | PA      | $1997176.27   | 0.03%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Trust                                                                 | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $186362.62    | 0.00%             | 2035-08-10      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  281273400 | PA      | $287030714.91 | 4.97%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3140XFTE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8514497 | PA      | $7249762.52   | 0.13%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust              | WinWater Mortgage Loan Trust                                                | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |     122908 | PA      | $94908.11     | 0.00%             | 2044-06-20      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                  | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2640000 | PA      | $1894594.20   | 0.03%             | 2046-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU            | City of Mount Shasta CA                                                     | CUSIP: 623094AN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     190000 | PA      | $188211.42    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    6460000 | PA      | $6456810.25   | 0.11%             | 2023-01-12      | Fixed         | 3.38%                 | Yes           |                  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      | $3645460.00   | 0.06%             | 2027-09-01      | Fixed         | 11.50%                | 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        |    1600000 | PA      | $1536495.04   | 0.03%             | 2046-01-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner             | Toyota Auto Receivables Owner Trust                                         | CUSIP: 89190GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9500000 | PA      | $9134464.70   | 0.16%             | 2025-11-17      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| PEND OREILLE CNTY WA PUBLIC UT            | Pend Oreille County Public Utility District No Box Canyon                   | CUSIP: 706643CH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2725000 | PA      | $2677477.09   | 0.05%             | 2030-01-01      | Fixed         | 5.00%                 | 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        |     445499 | PA      | $365969.88    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily                   | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 3137H9MF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   10000000 | PA      | $9004243.40   | 0.16%             | 2038-11-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46591DBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     402150 | PA      | $395713.84    | 0.01%             | 2049-10-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| SANGAMON CNTY IL WTR RECLAMATI            | Sangamon County Water Reclamation District                                  | CUSIP: 800768AJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2050000 | PA      | $1550602.58   | 0.03%             | 2037-01-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |   72170162 | NS      | $72170161.68  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHIOPIAN LEASING 2012                    | Ethiopian Leasing LLC                                                       | CUSIP: 29766DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     383181 | PA      | $358978.41    | 0.01%             | 2026-08-14      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3109453.20   | 0.05%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138XTA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43107 | PA      | $42347.24     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OHIO ST AIR QUALITY DEV AUTH E            | Ohio Air Quality Development Authority                                      | CUSIP: 67754AAD6<br>LEI: 549300DZUU80AYOR6M80 | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1391078.70   | 0.02%             | 2038-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                     | Tote Shipholdings LLC                                                       | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3530198.11   | 0.06%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL                                | City of Chicago IL                                                          | CUSIP: 167486D22<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     510000 | PA      | $518544.80    | 0.01%             | 2042-01-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                        | Regency Centers LP                                                          | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    9157000 | PA      | $8880616.19   | 0.15%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OREGON ST BUSINESS DEV COMMISS            | Oregon State Business Development Commission                                | CUSIP: 68608GAG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $120000.00    | 0.00%             | 2031-04-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                    | HAT Holdings I LLC                                                          | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3335000 | PA      | $2450610.46   | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                          | SLG Office Trust                                                            | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12900000 | PA      | $10322894.76  | 0.18%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                | Public Finance Authority                                                    | CUSIP: 74442PXM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    1735000 | PA      | $1704514.84   | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab            | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H6L29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    9915150 | PA      | $8506942.55   | 0.15%             | 2036-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW Owner Trust                                                             | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     223223 | PA      | $218138.94    | 0.00%             | 2034-12-20      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2482038 | PA      | $2237535.98   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    2590000 | PA      | $2347063.18   | 0.04%             | 2042-01-25      | Variable      | 6.43%                 | 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      | $3979201.71   | 0.07%             | 2039-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                       | NBM US Holdings, Inc                                                        | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6760456.08   | 0.12%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                            | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9084732 | PA      | $8636054.55   | 0.15%             | 2028-06-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                    | Tesla Auto Lease Trust                                                      | CUSIP: 88167HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $989325.80    | 0.02%             | 2024-02-20      | Fixed         | 2.33%                 | 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        |    4836093 | PA      | $3404831.36   | 0.06%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                         | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3018066.45   | 0.05%             | 2048-03-10      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     323500 | PA      | $309444.29    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  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      | $3569116.40   | 0.06%             | 2036-07-15      | Variable      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418D6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16742 | PA      | $15360.76     | 0.00%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1562616 | PA      | $1356447.93   | 0.02%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                               | PepsiCo, Inc                                                                | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   20310000 | PA      | $14510272.95  | 0.25%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PAPIO-MISSOURI RIVER NE NATURA            | Papio-Missouri River Natural Resource District                              | CUSIP: 698874EN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2665000 | PA      | $2481855.34   | 0.04%             | 2025-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2180334.75   | 0.04%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     625919 | PA      | $581890.06    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G05G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   17500000 | PA      | $17089617.65  | 0.30%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH                | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868GY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1750000 | PA      | $1296631.18   | 0.02%             | 2041-09-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                   | Atlantica Sustainable Infrastructure plc                                    | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    5420000 | PA      | $4804745.29   | 0.08%             | 2028-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX Trust                                                                   | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     273884 | PA      | $258823.06    | 0.00%             | 2057-06-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 6903537E1<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    9596522 | PA      | $8068445.93   | 0.14%             | 2038-07-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                  | Siemens Financieringsmaatschappij NV                                        | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   12500000 | PA      | $11138665.38  | 0.19%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2614104 | PA      | $2010033.40   | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SALVATION ARMY                            | Salvation Army                                                              | CUSIP: 795830AV0<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60156.88     | 0.00%             | 2026-09-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     689989 | PA      | $627870.62    | 0.01%             | 2048-10-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                      | CUSIP: 81746QAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      29942 | PA      | $25372.12     | 0.00%             | 2048-02-25      | Variable      | 3.50%                 | 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      | $1103859.00   | 0.02%             | 2032-11-01      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                    | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2561520 | PA      | $1851978.79   | 0.03%             | 2046-04-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                             | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     546053 | PA      | $75443.73     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                            | City of Los Angeles CA                                                      | CUSIP: 544351LY3<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    4000000 | PA      | $3280418.40   | 0.06%             | 2037-09-01      | Fixed         | 3.50%                 | 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      | $934754.50    | 0.02%             | 2032-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust                                                | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12000000 | PA      | $11395214.40  | 0.20%             | 2039-01-17      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| JUPITER AIRCRAFT LEASING                  | Jupiter Aircraft Leasing LLC                                                | CUSIP: 48204KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     416662 | PA      | $415877.35    | 0.01%             | 2023-09-22      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                  | Perusahaan Penerbit SBSN Indonesia III                                      | CUSIP: 71567PAL4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    5900000 | PA      | $5826250.00   | 0.10%             | 2024-08-20      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| SANGAMON CNTY IL WTR RECLAMATI            | Sangamon County Water Reclamation District                                  | CUSIP: 800768AG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     250000 | PA      | $221720.33    | 0.00%             | 2029-01-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     975000 | PA      | $968384.92    | 0.02%             | 2042-08-25      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                               | Walmart, Inc                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   18025000 | PA      | $14669061.16  | 0.25%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                | AMSR Trust                                                                  | CUSIP: 00178XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450000 | PA      | $398234.25    | 0.01%             | 2039-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Manhattan West                            | Manhattan West                                                              | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2350000 | PA      | $1874206.78   | 0.03%             | 2039-09-10      | Variable      | 2.33%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK NV                               | BNG Bank NV                                                                 | CUSIP: 05591F2D1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    7500000 | PA      | $7306490.03   | 0.13%             | 2024-02-27      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust                                                         | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6490538 | PA      | $4958368.41   | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254860 | PA      | $250105.82    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THIRAX 1 LLC                              | Thirax  LLC                                                                 | CUSIP: 88410XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12080640 | PA      | $9935886.68   | 0.17%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                       | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    6000000 | PA      | $3852892.74   | 0.07%             | 2042-06-01      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK, Inc                                                                  | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $4532732.37   | 0.08%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4001920.45   | 0.07%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2444311 | PA      | $2048772.87   | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA                            | City of Los Angeles CA                                                      | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    7000000 | PA      | $6677326.60   | 0.12%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9404175 | PA      | $7231045.19   | 0.13%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5262077 | PA      | $4659564.19   | 0.08%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                       | Gilead Sciences, Inc                                                        | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   14150000 | PA      | $9046588.55   | 0.16%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer