# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-25-204880
**Filing Date:** 2025-8
**Character Count:** 466769
**Document Hash:** 9cd59083e7427751e531d448b67f25f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204880.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204880

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 251255315

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6594118653.00

**Total Liabilities:** $73489744.00

**Net Assets:** $6520628909.00

**Delayed Delivery Securities:** $5350000.00

**Cash Not Reported:** $26949929.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4822.05000000 | **1-Year:** -121111.23000000 | **5-Year:** -538281.94000000 | **10-Year:** -1061525.89000000 | **30-Year:** -1849114.39000000

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

- **3-Month:** -3463.59000000 | **1-Year:** -16591.76000000 | **5-Year:** -61063.37000000 | **10-Year:** -83290.57000000 | **30-Year:** -72729.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000117723 | 0.21%                | -0.55%               | 1.58%                |
| Class ID C000117721 | 0.24%                | -0.53%               | 1.61%                |
| Class ID C000117722 | 0.22%                | -0.54%               | 1.59%                |
| Class ID C000162598 | 0.11%                | -0.53%               | 1.60%                |
| Class ID C000117724 | 0.22%                | -0.55%               | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1018160.45              | $-10929184.48                              |
| Month 2  | $-11918891.63            | $-48943404.92                              |
| Month 3  | $-760999.03              | $80370464.96                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JP Morgan Mortgage Trust 2021-1                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12117706 | PA      | $78599.07     | 0.00%             | 2051-06-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                    | Delta Air Lines Pass Through Trust                                          | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5397934 | PA      | $5080741.25   | 0.08%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Julius Issuer 2023-2 LLC                                            | Sunrun Julius Issuer LLC                                                    | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4914715 | PA      | $4918378.97   | 0.08%             | 2059-01-30      | Fixed         | 6.60%                 | Yes           |                  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      | $11209062.51  | 0.17%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                              | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17328HBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1823956.40   | 0.03%             | 2052-11-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                             | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  16725000 | PA      | $15781397.58  | 0.24%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95000GAZ7<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     65206 | PA      | $64910.24     | 0.00%             | 2049-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 179011362 | PA      | $171553816.98 | 2.63%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11227500 | PA      | $10249311.92  | 0.16%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                   | Ameriprise Financial, Inc                                                   | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10829087.75  | 0.17%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   2500000 | PA      | $2155185.13   | 0.03%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3128MJZ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     17700 | PA      | $15661.65     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                      | MidAmerican Energy Co                                                       | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5181137.50   | 0.08%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                         | Ford Motor Co                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $5606607.75   | 0.09%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                           | Comision Federal de Electricidad                                            | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1975084.80   | 0.03%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1946181 | PA      | $1585393.77   | 0.02%             | 2051-08-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7998990 | PA      | $6653361.66   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4262661.89   | 0.07%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1669980 | PA      | $1445812.45   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                         | Maryland Economic Development Corp                                          | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3971701.20   | 0.06%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42772BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1688533 | PA      | $1407482.59   | 0.02%             | 2057-09-20      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| EnFin Residential Solar Receivables Trust 2024-2                           | EnFin Residential Solar Receivables Trust                                   | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3521964 | PA      | $3390409.69   | 0.05%             | 2055-09-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID INC                                                               | Avangrid, Inc                                                               | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9768979.60   | 0.15%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23530316 | PA      | $23136430.17  | 0.35%             | 2053-04-01      | Fixed         | 5.00%                 | 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      | $3645025.64   | 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      | $5132281.77   | 0.08%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                             | Central American Bank for Economic Integration                              | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   7250000 | PA      | $7366463.86   | 0.11%             | 2028-01-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174905 | PA      | $170187.33    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT                                                    | Air Canada Pass Through Trust                                               | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5027352 | PA      | $4701626.80   | 0.07%             | 2030-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                              | Southern California Edison Co                                               | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8325000 | PA      | $8073958.46   | 0.12%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | CitiBank NA                                                                 | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  12375000 | PA      | $12450277.50  | 0.19%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                             | Whirlpool Corp                                                              | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $4482725.77   | 0.07%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3673886 | PA      | $3425013.55   | 0.05%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANAL BARGE CO                                                             | Canal Barge Co, Inc                                                         | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |   1148058 | PA      | $1135196.23   | 0.02%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard, Inc                                               | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   2476000 | PA      | $1674529.32   | 0.03%             | 2051-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VCM LEASE SA                                                               | VCM Lease S.A.                                                              | CUSIP: 92242WAA2<br>LEI: 549300LOI46W5VHWFC65 | Long             | DBT              | CORP              | LU        |    375000 | PA      | $365830.08    | 0.01%             | 2027-09-28      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                                       | 225 Liberty Street Trust                                                    | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7640205.60   | 0.12%             | 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      | $834019.50    | 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      | $2646857.83   | 0.04%             | 2034-06-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $10108623.90  | 0.16%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7771495 | PA      | $7446655.17   | 0.11%             | 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        |   1027946 | PA      | $930155.33    | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38383FHY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |  10171948 | PA      | $7402704.54   | 0.11%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8154888 | PA      | $7815449.93   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                          | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5182413.55   | 0.08%             | 2028-08-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69586000 | PA      | $69852383.56  | 1.07%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC                                                                        | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1533884.96   | 0.02%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| LD Celulose International GmbH                                             | LD Celulose International GmbH                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |   3775000 | PA      | $3973187.50   | 0.06%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: —       |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   2375000 | PA      | $2405472.13   | 0.04%             | 2035-02-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5189474 | PA      | $4188997.17   | 0.06%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                                             | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137H2NN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1465603 | PA      | $1350225.57   | 0.02%             | 2031-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514797 | PA      | $523694.82    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                              | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3763000 | PA      | $3631138.91   | 0.06%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                   | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   8975000 | PA      | $8958946.78   | 0.14%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2331231 | PA      | $2171271.17   | 0.03%             | 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      | $984952.90    | 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        |     98132 | PA      | $91903.97     | 0.00%             | 2040-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28397036 | PA      | $27926202.16  | 0.43%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                         | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4907615.00   | 0.08%             | 2028-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R                                             | San Francisco City & County Redevelopment Agency                            | CUSIP: 79770GGH3<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $840976.10    | 0.01%             | 2044-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 780082AH6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3375000 | PA      | $3254800.02   | 0.05%             | 2026-09-14      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3721082 | PA      | $3017672.89   | 0.05%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23196979 | PA      | $22783593.80  | 0.35%             | 2053-06-01      | Fixed         | 5.00%                 | 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      | $1534460.38   | 0.02%             | 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      | $4080873.63   | 0.06%             | 2028-10-11      | Fixed         | 6.50%                 | No            |                  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      | $4768940.58   | 0.07%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                   | Public Finance Authority                                                    | CUSIP: 74443DMA6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5385000 | PA      | $5417513.55   | 0.08%             | 2031-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing, Inc                                              | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |  12875000 | PA      | $11151120.16  | 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      | $6566502.85   | 0.10%             | 2032-02-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                   | Lloyds Banking Group plc                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3250000 | PA      | $3341322.01   | 0.05%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3375000 | PA      | $3902887.13   | 0.06%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  20000000 | PA      | $18640380.00  | 0.29%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-5                                          | J.P. Morgan Mortgage Trust                                                  | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1109027 | PA      | $875946.23    | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634972 | PA      | $579555.98    | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                | Northern States Power Co                                                    | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $7833070.29   | 0.12%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16468197 | PA      | $15345378.44  | 0.24%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10280165 | PA      | $8903762.54   | 0.14%             | 2052-06-01      | Fixed         | 3.00%                 | 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        |   1475488 | PA      | $1447736.75   | 0.02%             | 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      | $1326804.00   | 0.02%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13780000 | PA      | $14421383.21  | 0.22%             | 2042-05-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31783000 | PA      | $19413701.91  | 0.30%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing, Inc                                              | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8933300.21   | 0.14%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   9324132 | PA      | $6676445.70   | 0.10%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540175 | PA      | $511911.75    | 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      | $1706294.50   | 0.03%             | 2053-12-15      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Washington Aircraft 1 Co DAC                                               | Washington Aircraft  Co DAC                                                 | CUSIP: 937255AA5<br>LEI: 213800XOHU4D876A7L42 | Long             | DBT              | CORP              | IE        |    321337 | PA      | $316677.94    | 0.00%             | 2026-09-15      | Fixed         | 2.64%                 | 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      | $1950161.80   | 0.03%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA REVENUE                                                   | District of Columbia                                                        | CUSIP: 25483VXM1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2542229.20   | 0.04%             | 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      | $735900.50    | 0.01%             | 2026-04-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $920349.90    | 0.01%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384GAR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2233091 | PA      | $416298.49    | 0.01%             | 2046-09-20      | Fixed         | 5.00%                 | 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      | $1074422.60   | 0.02%             | 2044-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53581 | PA      | $50627.53     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   5073461 | PA      | $4596714.71   | 0.07%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14543000 | PA      | $10002857.19  | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4435000 | PA      | $4556360.23   | 0.07%             | 2042-04-25      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                                                            | Renew                                                                       | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    572218 | PA      | $530722.16    | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945830 | PA      | $881762.19    | 0.01%             | 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      | $999257.70    | 0.02%             | 2025-08-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                           | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4310184.81   | 0.07%             | 2054-03-15      | Fixed         | 5.55%                 | 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        |   1941684 | PA      | $1571417.84   | 0.02%             | 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      | $2513153.85   | 0.04%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2023-1                                              | Sequoia Mortgage Trust                                                      | CUSIP: 81749BAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2538159 | PA      | $2429032.87   | 0.04%             | 2053-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                              | Automatic Data Processing, Inc                                              | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8041344.19   | 0.12%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                           | Minnesota Housing Finance Agency                                            | CUSIP: 60416UGK5<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   4225000 | PA      | $4223953.89   | 0.06%             | 2049-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133BQWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8817621 | PA      | $8987171.01   | 0.14%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11925410.76  | 0.18%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWKS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    759540 | PA      | $719553.61    | 0.01%             | 2042-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                                               | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12485467 | PA      | $12476124.33  | 0.19%             | 2038-11-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AIB Group PLC                                                              | AIB Group plc                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4950000 | PA      | $5036829.19   | 0.08%             | 2031-05-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BERKELEY CA                                                                | City of Berkeley CA                                                         | CUSIP: 084113UP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1739262.91   | 0.03%             | 2035-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9997 | PA      | $9321.75      | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  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      | $2716806.00   | 0.04%             | 2050-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Thirax 1 LLC                                                               | Thirax  LLC                                                                 | CUSIP: 88410XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6668944 | PA      | $5937864.46   | 0.09%             | 2033-03-07      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                   | BX Commercial Mortgage Trust                                                | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6965000 | PA      | $6965664.46   | 0.11%             | 2038-10-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                      | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |  12694000 | PA      | $12446759.98  | 0.19%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                                          | CIM Trust                                                                   | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    938653 | PA      | $762116.83    | 0.01%             | 2051-04-25      | Variable      | 2.67%                 | Yes           |                  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      | $3260087.64   | 0.05%             | 2037-06-15      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5057486.68   | 0.08%             | 2030-03-25      | Fixed         | 3.00%                 | 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      | $4716757.75   | 0.07%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                 | Verus Securitization Trust (Step Bond)                                      | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255468 | PA      | $247209.77    | 0.00%             | 2065-05-25      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    476177 | PA      | $49698.12     | 0.00%             | 2043-09-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-3                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938DCB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1922154 | PA      | $1510097.37   | 0.02%             | 2051-07-25      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5315767.14   | 0.08%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2128732 | PA      | $1771464.58   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3274673 | PA      | $3064603.52   | 0.05%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7731584.25   | 0.12%             | 2042-03-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345036 | PA      | $1180768.97   | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11666102 | PA      | $11453895.60  | 0.18%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11966240 | PA      | $10612261.34  | 0.16%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15222026 | PA      | $14993167.10  | 0.23%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                 | Province of Ontario Canada                                                  | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  11750000 | PA      | $12184907.80  | 0.19%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                                      | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   7975723 | PA      | $6409800.51   | 0.10%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                  | Province of Quebec Canada                                                   | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10500000 | PA      | $10260627.20  | 0.16%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10079518.88  | 0.15%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM6                                     | Imperial Fund Mortgage Trust                                                | CUSIP: 45276RAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2135000 | PA      | $2130693.49   | 0.03%             | 2067-10-25      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEE80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5775000 | PA      | $5065861.65   | 0.08%             | 2038-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2025-1                                             | Mosaic Solar Loan Trust                                                     | CUSIP: 61945HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800402 | PA      | $1778775.63   | 0.03%             | 2050-08-22      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MUNICH RE                                                                  | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                  | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |  11400000 | PA      | $11656500.00  | 0.18%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8150948 | PA      | $8027978.81   | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                   | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  13588000 | PA      | $12930092.95  | 0.20%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12125000 | PA      | $12557292.63  | 0.19%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                       | National Fuel Gas Co                                                        | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  11274000 | PA      | $10052680.82  | 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        |     13394 | PA      | $13270.00     | 0.00%             | 2036-07-25      | Variable      | 3.36%                 | 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        |   3578430 | PA      | $2968076.99   | 0.05%             | 2036-01-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                  | Occidental Petroleum Corp                                                   | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1855323.63   | 0.03%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | SYSCO Corp                                                                  | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $11113547.17  | 0.17%             | 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        |   3250000 | PA      | $3089051.88   | 0.05%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20479 | PA      | $19349.79     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   6100000 | PA      | $6023035.32   | 0.09%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple, Inc                                                                  | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  11850000 | PA      | $11644485.09  | 0.18%             | 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        |      9258 | PA      | $8588.88      | 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      | $4330017.41   | 0.07%             | 2043-11-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4314584.53   | 0.07%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160013 | PA      | $156290.56    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | 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        |    604154 | PA      | $515405.75    | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    906144 | PA      | $751769.06    | 0.01%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |  12648000 | PA      | $13453185.59  | 0.21%             | 2042-06-25      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183287 | PA      | $174013.29    | 0.00%             | 2047-09-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-5                                                 | RCKT Mortgage Trust                                                         | CUSIP: 749384BW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4755961 | PA      | $3775508.94   | 0.06%             | 2051-11-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   7350000 | PA      | $7082715.78   | 0.11%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  20659440 | PA      | $18294486.70  | 0.28%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132E0SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5772310 | PA      | $4817251.29   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4706000 | PA      | $4913973.67   | 0.08%             | 2042-07-25      | Variable      | 7.91%                 | 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      | $6025335.93   | 0.09%             | 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        |   4215461 | PA      | $3417755.48   | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SUMIT 2022-BVUE Mortgage Trust                                             | SUMIT Mortgage Trust                                                        | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3575182.00   | 0.05%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114908400 | PA      | $83595861.00  | 1.28%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2554337 | PA      | $2341497.64   | 0.04%             | 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        |   5479038 | PA      | $4848066.91   | 0.07%             | 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        |   3023579 | PA      | $2756196.02   | 0.04%             | 2034-01-22      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2537694 | PA      | $2111637.39   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10250000 | PA      | $9322690.70   | 0.14%             | 2039-07-10      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                              | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  10250000 | PA      | $10494120.77  | 0.16%             | 2030-01-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| African Development Bank                                                   | African Development Bank                                                    | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2008049.76   | 0.03%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                      | MidAmerican Energy Co                                                       | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   6875000 | PA      | $6762555.18   | 0.10%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                        | Omnis Funding Trust                                                         | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  15100000 | PA      | $15647754.92  | 0.24%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3848000 | PA      | $3853711.89   | 0.06%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2516700 | PA      | $2075261.49   | 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        |   3087573 | PA      | $2473293.48   | 0.04%             | 2056-11-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 102762515 | PA      | $102874444.00 | 1.58%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8250000 | PA      | $7159721.25   | 0.11%             | 2030-11-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4733673 | PA      | $4229020.95   | 0.06%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83742000 | PA      | $83872846.88  | 1.29%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 31335BQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    538297 | PA      | $547074.88    | 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        |   4843364 | PA      | $4229837.94   | 0.06%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ6                               | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267JAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13302479 | PA      | $11319136.20  | 0.17%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22981186 | PA      | $22985503.95  | 0.35%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2024-1                                             | Mosaic Solar Loan Trust                                                     | CUSIP: 618937AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1305000 | PA      | $813253.82    | 0.01%             | 2049-09-20      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |   6384000 | PA      | $6742942.95   | 0.10%             | 2042-07-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                       | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $10373111.15  | 0.16%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                    | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948PAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2060210 | PA      | $1558453.28   | 0.02%             | 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        |   3858241 | PA      | $3374318.54   | 0.05%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   4350000 | PA      | $4186066.60   | 0.06%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31416YTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10312 | PA      | $10228.87     | 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        |   2245487 | PA      | $2087913.31   | 0.03%             | 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        |   3967554 | PA      | $3553797.69   | 0.05%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                         | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2648634 | PA      | $2257964.83   | 0.03%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                  | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6249608.42   | 0.10%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2733837 | PA      | $2140855.37   | 0.03%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3650000 | PA      | $3963002.90   | 0.06%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  28782630 | PA      | $25469974.25  | 0.39%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-SFT                                     | CHI Commercial Mortgage Trust                                               | CUSIP: 16706GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15025000 | PA      | $154831.12    | 0.00%             | 2042-04-15      | Variable      | 0.31%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                  | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  10625000 | PA      | $11077655.49  | 0.17%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard, Inc                                                             | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   7725000 | PA      | $6818612.93   | 0.10%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Jackson Park Trust 2019-LIC                                                | Jackson Park Trust                                                          | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3168804.80   | 0.05%             | 2039-10-14      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BP7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4910226 | PA      | $3319606.15   | 0.05%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2122530 | PA      | $1840264.44   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7805000 | PA      | $5558643.73   | 0.09%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20328265 | PA      | $18941202.92  | 0.29%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                  | Serbia International Bond                                                   | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   5100000 | PA      | $5141340.80   | 0.08%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                            | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9739967.00   | 0.15%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1349878 | PA      | $1082302.96   | 0.02%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  12293514 | PA      | $12137684.06  | 0.19%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos, Inc                                                           | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3081531.39   | 0.05%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2585940 | PA      | $2186091.86   | 0.03%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    451105 | PA      | $398089.99    | 0.01%             | 2050-05-25      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   3825000 | PA      | $2957490.04   | 0.05%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   4950000 | PA      | $5130001.50   | 0.08%             | 2028-11-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                              | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2039635.19   | 0.03%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1896777.35   | 0.03%             | 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        |    276951 | NS      | $4799560.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2144633 | PA      | $1729096.80   | 0.03%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HSG DEV AUTH                                               | South Dakota Housing Development Authority                                  | CUSIP: 83756CY90<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1591569.01   | 0.02%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607YCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2740000 | PA      | $2646849.32   | 0.04%             | 2045-11-01      | Fixed         | 5.69%                 | 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      | $2197113.84   | 0.03%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1019987 | PA      | $921104.61    | 0.01%             | 2047-09-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  16560671 | PA      | $14658843.86  | 0.22%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4050000 | PA      | $4420469.70   | 0.07%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                       | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4869113.70   | 0.07%             | 2026-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                               | Barclays plc                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5900000 | PA      | $5925328.70   | 0.09%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications, Inc                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   9547000 | PA      | $8562591.17   | 0.13%             | 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        |   4131816 | PA      | $3350454.85   | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39858 | PA      | $37242.46     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3642264 | PA      | $609948.51    | 0.01%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4727649.69   | 0.07%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255143 | PA      | $259418.93    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4793538 | PA      | $401423.84    | 0.01%             | 2053-05-20      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                            | United Nations Development Corp                                             | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1830000 | PA      | $1913796.62   | 0.03%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital, Inc                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4869168.61   | 0.07%             | 2030-04-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                     | Solar Star Funding LLC                                                      | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8118793 | PA      | $8354282.42   | 0.13%             | 2035-06-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EBK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3999490.00   | 0.06%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14538364 | PA      | $110610.78    | 0.00%             | 2051-07-25      | Variable      | 0.14%                 | Yes           |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                    | Home Equity Asset Trust                                                     | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11649 | PA      | $11446.43     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  10337647 | PA      | $1443480.83   | 0.02%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                   | Oceanview Mortgage Trust                                                    | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1243503 | PA      | $1171477.82   | 0.02%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112868 | PA      | $111159.13    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132XEDU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6799386 | PA      | $6149490.79   | 0.09%             | 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        |   7000000 | PA      | $4522898.80   | 0.07%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   8229808 | PA      | $1585830.49   | 0.02%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEEL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $611595.60    | 0.01%             | 2038-05-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU                                             | Mount Shasta Public Financing Authority                                     | CUSIP: 623094AK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $178903.41    | 0.00%             | 2029-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                    | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2500000 | PA      | $2410600.43   | 0.04%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132WVAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5160957 | PA      | $4594406.98   | 0.07%             | 2031-12-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10823 | PA      | $9820.07      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                      | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |  10000000 | PA      | $9828863.60   | 0.15%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     64216 | PA      | $63118.46     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                    | Canadian Natural Resources Ltd                                              | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2773000 | PA      | $3048475.98   | 0.05%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| KLICKITAT CNTY WA PUBLIC UTILI                                             | Klickitat County Public Utilities                                           | CUSIP: 498622KT5<br>LEI: 549300D4CB0RTDWA5V46 | Long             | DBT              | MUN               | US        |    450000 | PA      | $386045.78    | 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: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |   6170000 | PA      | $6504204.84   | 0.10%             | 2042-09-25      | Variable      | 8.01%                 | 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        |   3705974 | PA      | $3197867.73   | 0.05%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4688969.33   | 0.07%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                         | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3023690.24   | 0.05%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9118486 | PA      | $7653809.91   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON CNTY OR CLEAN WTR S                                             | Washington County Clean Water Services                                      | CUSIP: 938240CN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $372508.02    | 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        |  12667383 | PA      | $11966746.78  | 0.18%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17158274 | PA      | $223138.21    | 0.00%             | 2051-03-27      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| CHULA VISTA CA MUNI FING AUTH                                              | Chula Vista Municipal Financing Authority                                   | CUSIP: 17132ECE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $627339.22    | 0.01%             | 2041-12-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3805000 | PA      | $3932339.65   | 0.06%             | 2043-07-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 90376PCZ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $949559.90    | 0.01%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136B2JH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2433426 | PA      | $2306590.50   | 0.04%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                     | OPEC Fund for International Development                                     | CUSIP: ZM4994749<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |   1250000 | PA      | $1250093.09   | 0.02%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                                                      | BB Blue Financing DAC                                                       | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |   3419800 | PA      | $3436260.35   | 0.05%             | 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        |   4500000 | PA      | $3872561.40   | 0.06%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137F72H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4245906 | PA      | $2986511.17   | 0.05%             | 2055-10-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $5062601.35   | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  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      | $420345.43    | 0.01%             | 2027-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                     | Agence Francaise de Developpement EPIC                                      | CUSIP: YS4991701<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |  10400000 | PA      | $10706551.34  | 0.16%             | 2030-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                   | Florida Power & Light Co                                                    | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6458619.54   | 0.10%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5985284.07   | 0.09%             | 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      | $3859863.68   | 0.06%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FDFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    954890 | PA      | $899471.94    | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    824921 | PA      | $733145.25    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6297343 | PA      | $5884127.11   | 0.09%             | 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        |   2815644 | PA      | $2504669.14   | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                     | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3434996 | PA      | $2785409.16   | 0.04%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3007595 | PA      | $2437069.63   | 0.04%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5934920.58   | 0.09%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39507143 | PA      | $37864149.23  | 0.58%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                     | New York City Housing Development Corp                                      | CUSIP: 64966WKJ5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $4941564.08   | 0.08%             | 2054-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1870056 | PA      | $1611164.51   | 0.02%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166346 | PA      | $153640.49    | 0.00%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    699875 | PA      | $681696.59    | 0.01%             | 2044-12-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  13800000 | PA      | $15497068.11  | 0.24%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                            | EUR250711                                                                   | CUSIP: EUR250711<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-89318.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2276235 | PA      | $1827600.00   | 0.03%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily ML Certificates                                    | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H9MG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  17179148 | PA      | $16256280.45  | 0.25%             | 2038-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                          | Canada Government International Bond                                        | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   5795000 | PA      | $5796816.21   | 0.09%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |   1559116 | PA      | $1409416.63   | 0.02%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                            | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $4284673.06   | 0.07%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463623 | PA      | $451046.40    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8568610 | PA      | $7990655.27   | 0.12%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios VII Issuer LLC                                               | CUSIP: 86745RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5844491 | PA      | $4834686.96   | 0.07%             | 2048-10-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3427887 | PA      | $3471931.36   | 0.05%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188030 | PA      | $190367.87    | 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        |  15678080 | PA      | $12926357.47  | 0.20%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2471454 | PA      | $2229251.51   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |    280000 | PA      | $291947.32    | 0.00%             | 2043-03-25      | Variable      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                     | Atlantic City Electric Co                                                   | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3993045.62   | 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        |  21084884 | PA      | $21921156.89  | 0.34%             | 2042-03-25      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3259189 | PA      | $2885331.10   | 0.04%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  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      | $836680.73    | 0.01%             | 2034-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                               | CaixaBank S.A.                                                              | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5350000 | PA      | $5404874.95   | 0.08%             | 2036-07-03      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3948624 | PA      | $3201905.85   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 690355AX0<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   4570881 | PA      | $3946676.06   | 0.06%             | 2038-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132WK6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1366168 | PA      | $1258265.33   | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH                                                | New Jersey Economic Development Authority                                   | CUSIP: 64578EMQ7<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    700000 | PA      | $720144.46    | 0.01%             | 2031-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186849 | PA      | $178848.61    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                              | Sales Tax Securitization Corp                                               | CUSIP: 79467BFT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $973727.30    | 0.01%             | 2041-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2265560 | PA      | $2038137.42   | 0.03%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                | Hertz Vehicle Financing III LLC                                             | CUSIP: 42806MBW8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   7375000 | PA      | $7526793.73   | 0.12%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| State of Oregon                                                            | State of Oregon                                                             | CUSIP: 68609UNU5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   3775000 | PA      | $3890579.93   | 0.06%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868JX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $657475.33    | 0.01%             | 2030-09-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                    | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $4793773.06   | 0.07%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                    | New York Mortgage Trust                                                     | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22198 | PA      | $22092.03     | 0.00%             | 2036-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                                      | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  38207614 | PA      | $4080573.18   | 0.06%             | 2037-11-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                              | M&T Bank Corp                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   7170000 | PA      | $7228817.88   | 0.11%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1859275 | PA      | $1507810.02   | 0.02%             | 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        |    147858 | PA      | $136374.11    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| City & County of San Francisco CA                                          | City & County of San Francisco CA                                           | CUSIP: 79773KRM8<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4791809.00   | 0.07%             | 2064-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Mortgage Trust                                                        | CUSIP: 05492TBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2543054.10   | 0.04%             | 2053-02-15      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26105093 | PA      | $23585905.89  | 0.36%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  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      | $6844486.11   | 0.10%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                   | Public Finance Authority                                                    | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   6650000 | PA      | $6780171.09   | 0.10%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4585535 | PA      | $4600137.98   | 0.07%             | 2026-09-21      | Fixed         | 6.13%                 | 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      | $1250482.84   | 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        |    834750 | PA      | $832972.48    | 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      | $2070723.00   | 0.03%             | 2039-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo SpA                                                         | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $2003690.00   | 0.03%             | N/A             | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31842817 | PA      | $31848795.60  | 0.49%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  10500000 | PA      | $9610755.00   | 0.15%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                                                      | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAL8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4753969.25   | 0.07%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                       | San Diego Unified School District                                           | CUSIP: 797356NY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2550000 | PA      | $2547582.09   | 0.04%             | 2028-07-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49003 | PA      | $44573.26     | 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        |   3336238 | PA      | $3170867.27   | 0.05%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100222 | PA      | $99778.00     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |   1625000 | PA      | $1704915.88   | 0.03%             | 2043-04-25      | Variable      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   3283848 | PA      | $3127002.27   | 0.05%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Bridge Housing Corp                                                        | Bridge Housing Corp                                                         | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3666006.40   | 0.06%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121037000 | PA      | $117821954.69 | 1.81%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  11250000 | PA      | $11243842.31  | 0.17%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                     | New York State Energy Research & Development Authority                      | CUSIP: 64985VBM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $873752.24    | 0.01%             | 2033-04-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H05W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4605110 | PA      | $2888641.61   | 0.04%             | 2051-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                         | New York State Electric & Gas Corp                                          | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2098350.68   | 0.03%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                     | Colombia Government International Bond                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8025000 | PA      | $8059427.25   | 0.12%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   7875000 | PA      | $7824162.31   | 0.12%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-12                                            | Flagstar Mortgage Trust                                                     | CUSIP: 33853GBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2130960 | PA      | $1708256.49   | 0.03%             | 2051-11-25      | Variable      | 2.97%                 | Yes           |                  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      | $2170635.09   | 0.03%             | 2039-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                  | CUSIP: 45950VSC1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5008690.90   | 0.08%             | 2026-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     62770 | PA      | $63752.81     | 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        |    629610 | NS      | $8184930.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $898621.20    | 0.01%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2023-1                                                                | EFMT                                                                        | CUSIP: 26844QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3065000 | PA      | $3063210.04   | 0.05%             | 2068-02-25      | Variable      | 6.75%                 | 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      | $4565930.50   | 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      | $8420780.09   | 0.13%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98482 | PA      | $101159.93    | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                   | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4899718.65   | 0.08%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KDC Agribusiness Fairless Hills LLC                                        | KDC Agribusiness Fairless Hills LLC                                         | CUSIP: 48244KAA8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    450366 | PA      | $45.04        | 0.00%             | 2025-09-17      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                   | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979629.40   | 0.03%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5390000 | PA      | $5406037.95   | 0.08%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95000LBA0<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |     16526 | PA      | $16488.47     | 0.00%             | 2059-03-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8200711 | PA      | $8057682.05   | 0.12%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                                                                 | City of Detroit MI                                                          | CUSIP: 2510935R7<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    525000 | PA      | $475765.50    | 0.01%             | 2034-04-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Toledo-Lucas County Port Authority                                         | Toledo-Lucas County Port Authority                                          | CUSIP: 889251JL9<br>LEI: 549300H1LURZO4MT2Q75 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2143652.42   | 0.03%             | 2039-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                | Exelon Corp                                                                 | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $4017804.63   | 0.06%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10245184 | PA      | $75021.38     | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                           | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $8184641.97   | 0.13%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3538751 | PA      | $3889273.18   | 0.06%             | 2053-08-20      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                                          | USAA Capital Corp                                                           | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  11135000 | PA      | $10127145.09  | 0.16%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2064935 | PA      | $1871594.93   | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4308927 | PA      | $3588166.27   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690410 | PA      | $637955.33    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FINGA                                             | Pennsylvania Economic Development Financing Authority                       | CUSIP: 708686EL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6920000 | PA      | $692.00       | 0.00%             | 2029-12-01      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| THE NHP FOUNDATION                                                         | NHP Foundation                                                              | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2012626.00   | 0.03%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                             | Structured Asset Investment Loan Trust                                      | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153349 | PA      | $146979.30    | 0.00%             | 2034-09-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association (GNMA)                             | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7597343 | PA      | $7336490.41   | 0.11%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loans LLC                                                      | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1353166 | PA      | $1267755.07   | 0.02%             | 2043-06-22      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cuyahoga County Port Authority                                   | Cleveland-Cuyahoga County Port Authority                                    | CUSIP: 186103MD6<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1092682.13   | 0.02%             | 2049-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655NCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1066507 | PA      | $964265.97    | 0.01%             | 2052-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                              | TerraForm Power Operating, LLC, Term Loan B                                 | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |  14496320 | PA      | $14517484.62  | 0.22%             | 2029-05-21      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                       | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5332988.34   | 0.08%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                                                 | GSCG Trust                                                                  | CUSIP: 36260TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5199421.50   | 0.08%             | 2034-09-06      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   9376798 | PA      | $7190614.26   | 0.11%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    921994 | PA      | $747637.24    | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                  | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2034000 | PA      | $2085118.63   | 0.03%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Siemens Funding BV                                                         | Siemens Funding BV                                                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   6200000 | PA      | $6313670.24   | 0.10%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST NATURAL GAS CO                                                   | Northwest Natural Gas Co                                                    | CUSIP: 66765RCK0<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3200342.25   | 0.05%             | 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        |    138476 | PA      | $124408.83    | 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        |   3970100 | PA      | $4033673.29   | 0.06%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1440131 | PA      | $1330715.87   | 0.02%             | 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        |  10400000 | PA      | $5799947.19   | 0.09%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                                      | International Finance Facility for Immunisation Co                          | CUSIP: BP0704505<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |   9893000 | PA      | $9641951.87   | 0.15%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC                                                                        | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2339058 | PA      | $2050027.41   | 0.03%             | 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      | $2362031.61   | 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        |   1085000 | PA      | $1011016.56   | 0.02%             | 2035-05-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475210 | PA      | $454481.09    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: BV6928352<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  15391000 | PA      | $14563460.87  | 0.22%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                      | Brooklyn Union Gas Co                                                       | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7068574.14   | 0.11%             | 2027-08-05      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| HNA 2015 LLC                                                               | HNA LLC                                                                     | CUSIP: 40426UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1988918 | PA      | $1927625.86   | 0.03%             | 2027-09-18      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1841992.20   | 0.03%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                    | Amcor Group Finance plc                                                     | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10281904.30  | 0.16%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162113 | PA      | $158342.46    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   8451745 | PA      | $5746056.36   | 0.09%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2528201 | PA      | $2141097.84   | 0.03%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |  11323000 | PA      | $11775014.16  | 0.18%             | 2042-05-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1683767.40   | 0.03%             | 2054-06-20      | Fixed         | 11.16%                | Yes           |                  2 | On Loan: No      |
| CBRE Realty Finance CDO Ltd                                                | CBRE Realty Finance                                                         | CUSIP: 1248MLAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1447025 | PA      | $144.70       | 0.00%             | 2052-04-07      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| ELP 2021-ELP                                                               | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3995350 | PA      | $3993355.03   | 0.06%             | 2038-11-15      | Variable      | 6.54%                 | Yes           |                  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      | $3143415.74   | 0.05%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4027850 | PA      | $2854788.12   | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | 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        |   2562476 | PA      | $2558135.22   | 0.04%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156885 | PA      | $154803.05    | 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      | $9402794.00   | 0.14%             | 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        |    454177 | NS      | $7598381.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  11256000 | PA      | $11758404.81  | 0.18%             | 2043-06-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3141376.80   | 0.05%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                         | Siemens Funding BV                                                          | CUSIP: 82622RAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2265375.20   | 0.03%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21182385 | PA      | $20857340.47  | 0.32%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  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      | $1361945.84   | 0.02%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3142ACEJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3338301 | PA      | $2712056.11   | 0.04%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                             | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900990 | PA      | $801993.00    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                                        | Consumers Energy Co                                                         | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4243172.64   | 0.07%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $13167612.00  | 0.20%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer, Inc                                                                 | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4675236.68   | 0.07%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux Sarl                                                           | Ambipar Lux Sarl                                                            | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   1631000 | PA      | $1541494.10   | 0.02%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                   | Air Products and Chemicals, Inc                                             | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10584479.96  | 0.16%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                             | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137BKGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3170446 | PA      | $3038679.56   | 0.05%             | 2033-07-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9729571.11   | 0.15%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   3725000 | PA      | $3471625.05   | 0.05%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  44542567 | PA      | $44608291.25  | 0.68%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                | Seattle Children's Hospital                                                 | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2045757.93   | 0.03%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1843515 | PA      | $1757747.18   | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                     | Rockefeller Foundation                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |  12760000 | PA      | $7518451.41   | 0.12%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H3RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     64855 | PA      | $62341.30     | 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        |   6853000 | PA      | $6142191.97   | 0.09%             | 2037-01-16      | Fixed         | 3.48%                 | No            |                  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        |   5235826 | PA      | $5112857.26   | 0.08%             | 2025-12-23      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4935719 | PA      | $4686196.39   | 0.07%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3586000 | PA      | $3063553.26   | 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        |  10643246 | PA      | $8770974.49   | 0.13%             | 2048-10-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-13                                           | JP Morgan Mortgage Trust                                                    | CUSIP: 46592XCG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2798957 | PA      | $2247046.62   | 0.03%             | 2052-04-25      | Variable      | 3.14%                 | Yes           |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                                                      | Tote Shipholdings LLC                                                       | CUSIP: 89156HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1997976.82   | 0.03%             | 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        |     72682 | PA      | $69214.08     | 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        |  10442700 | PA      | $9676219.45   | 0.15%             | 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        |   2912593 | PA      | $2102291.17   | 0.03%             | 2049-01-20      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1489600 | PA      | $1247837.11   | 0.02%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN                            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 949937AD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2450000 | PA      | $2479295.63   | 0.04%             | 2037-06-10      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                  | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   4575000 | PA      | $4506794.16   | 0.07%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1A PTT                                                     | Air Canada Pass Through Trust                                               | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2001600 | PA      | $1870538.43   | 0.03%             | 2030-01-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4018268 | PA      | $3400307.70   | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                     | New York State Energy Research & Development Authority                      | CUSIP: 64985VBE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $625208.06    | 0.01%             | 2026-04-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                       | Canada Government International Bond                                        | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  13600000 | PA      | $13704192.46  | 0.21%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2555088 | PA      | $2163358.09   | 0.03%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  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        |    758000 | PA      | $755595.70    | 0.01%             | 2048-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                                             | California Health Facilities Financing Authority                            | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1770272.21   | 0.03%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                 | Province of Ontario Canada                                                  | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5450000 | PA      | $5554174.13   | 0.09%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                   | European Investment Bank                                                    | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5108082.00   | 0.08%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                   | Prudential Financial, Inc                                                   | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $9956363.85   | 0.15%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991179 | PA      | $916692.62    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Columbus Metropolitan Housing Authority                                    | Columbus Metropolitan Housing Authority                                     | CUSIP: 19951AAY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3995194.80   | 0.06%             | 2030-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                        | Dominion Energy, Inc                                                        | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $12606951.00  | 0.19%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  39653167 | PA      | $36171017.23  | 0.55%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                           | CUSIP: 36179ASR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    462915 | PA      | $431231.47    | 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      | $1677273.42   | 0.03%             | 2028-04-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                     | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7913643.19   | 0.12%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 90376PDT5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   3573598 | PA      | $2936556.64   | 0.05%             | 2038-07-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                     | OPEC Fund for International Development                                     | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |   8750000 | PA      | $8750651.61   | 0.13%             | 2026-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 780082AQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10109452.20  | 0.16%             | 2026-12-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                | MetLife, Inc                                                                | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5546485.80   | 0.09%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6032517 | PA      | $1160968.15   | 0.02%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                             | Air Lease Corp                                                              | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $9064077.17   | 0.14%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy, Inc                                                        | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6938000 | PA      | $6066404.04   | 0.09%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | Commercial Mortgage Pass Through Certificates                               | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3697012.00   | 0.06%             | 2039-01-10      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   9125000 | PA      | $9369225.88   | 0.14%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MSDB Trust                                                                 | MSDB Trust                                                                  | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1439659.65   | 0.02%             | 2039-07-11      | Variable      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital, Inc                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2266834.24   | 0.03%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EBJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5405000 | PA      | $4811558.57   | 0.07%             | 2037-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6427565 | PA      | $6358370.04   | 0.10%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3682211 | PA      | $661779.20    | 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        |   2923334 | PA      | $2342357.07   | 0.04%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                             | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   4450000 | PA      | $4520310.00   | 0.07%             | 2029-02-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| International Finance Facility for Immunisation Co                         | International Finance Facility for Immunisation Co                          | CUSIP: YU6831645<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |  14625000 | PA      | $14708625.46  | 0.23%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                                                       | Texas Water Development Board                                               | CUSIP: 882854S78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $6671073.75   | 0.10%             | 2043-10-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                 | Federal National Mortgage Association                                       | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $6798996.81   | 0.10%             | 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        |   1703927 | PA      | $1443032.84   | 0.02%             | 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        |   1250000 | PA      | $777819.01    | 0.01%             | 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      | $4647704.36   | 0.07%             | 2055-02-17      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7784678 | PA      | $7459288.01   | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios VIII Issuer LLC                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3316464 | PA      | $2770654.85   | 0.04%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ4                               | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36271WAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    981222 | PA      | $984181.50    | 0.02%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                           | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  16400000 | PA      | $9756857.58   | 0.15%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1044398 | PA      | $1002685.68   | 0.02%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  27072989 | PA      | $24699781.43  | 0.38%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                       | Royal Bank of Canada                                                        | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19100000 | PA      | $19114134.00  | 0.29%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &                                              | New York State Energy Research & Development Authority                      | CUSIP: 64986RAS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $927291.76    | 0.01%             | 2027-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                              | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3001847 | PA      | $2892280.01   | 0.04%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                                                      | Liberty Utilities Finance GP                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10750000 | PA      | $9438673.29   | 0.14%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     52242 | PA      | $48251.04     | 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        |   3473089 | PA      | $3481792.60   | 0.05%             | 2053-06-20      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  11400000 | PA      | $11530846.01  | 0.18%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                 | DOLP Trust                                                                  | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 102725000 | PA      | $3069818.49   | 0.05%             | 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      | $2588916.47   | 0.04%             | 2027-01-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Air Canada 2015-2 Class AA Pass Through Trust                              | Air Canada 2015-2 Class AA Pass Through Trust                               | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6603614 | PA      | $6419627.63   | 0.10%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5512008 | PA      | $5540413.66   | 0.08%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12450794 | PA      | $11224764.22  | 0.17%             | 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        |     41592 | PA      | $38273.64     | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X42F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8257110 | PA      | $8211015.71   | 0.13%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31893288 | PA      | $29667705.26  | 0.45%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Canada 2015-1 Class A Pass Through Trust                               | Air Canada 2015-1 Class A Pass Through Trust                                | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1955150 | PA      | $1908857.19   | 0.03%             | 2027-03-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   8000000 | PA      | $8086647.36   | 0.12%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BNPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  12168039 | PA      | $8067807.77   | 0.12%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |   1666146 | PA      | $1471688.61   | 0.02%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                           | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   7399000 | PA      | $5083380.92   | 0.08%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWZ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3143189 | PA      | $2638916.72   | 0.04%             | 2038-07-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings plc                                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10050000 | PA      | $10232782.37  | 0.16%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-3                                     | JP Morgan Mortgage Trust Series                                             | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  14653300 | PA      | $12399801.11  | 0.19%             | 2054-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |   3315000 | PA      | $3310719.01   | 0.05%             | 2030-08-10      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                      | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  12375000 | PA      | $12431794.94  | 0.19%             | 2028-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    950000 | PA      | $821898.49    | 0.01%             | 2031-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                    | Pfizer Investment Enterprises Pte Ltd                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  15000000 | PA      | $14160139.20  | 0.22%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |  13004328 | PA      | $2140352.51   | 0.03%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                           | Bank of Montreal                                                            | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   8875000 | PA      | $9164183.00   | 0.14%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  13050000 | PA      | $13083086.71  | 0.20%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383V7U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3070512 | PA      | $2810002.46   | 0.04%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                        | Dow Chemical Co                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6997130.91   | 0.11%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  20500000 | PA      | $20755565.71  | 0.32%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4182722 | PA      | $3658153.41   | 0.06%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |   6505000 | PA      | $6876532.42   | 0.11%             | 2043-05-25      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| SYRACUSE NY INDL DEV AGY PILOT                                             | Syracuse Industrial Development Agency                                      | CUSIP: 87172NBE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $1788559.92   | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Export Development Canada                                                  | Export Development Canada                                                   | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  14925000 | PA      | $15460796.31  | 0.24%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2570897 | PA      | $2085521.04   | 0.03%             | 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        |  10000000 | PA      | $8614417.60   | 0.13%             | 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        |   8113446 | PA      | $7286426.20   | 0.11%             | 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      | $589649.31    | 0.01%             | 2033-12-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5454728 | PA      | $5470502.62   | 0.08%             | 2052-12-01      | Fixed         | 5.50%                 | 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      | $6896825.04   | 0.11%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   3750000 | PA      | $3709281.26   | 0.06%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA                                           | CUSIP: 79765DV31<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    440000 | PA      | $387032.93    | 0.01%             | 2035-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                 | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $9438160.65   | 0.14%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                        | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6510124.25   | 0.10%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195140 | PA      | $190087.72    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1771684 | PA      | $1713281.98   | 0.03%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Hestia I Issuer LLC                                                | Sunnova Hestia I Issuer LLC                                                 | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3805673 | PA      | $3833398.57   | 0.06%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22775000 | PA      | $22775000.00  | 0.35%             | 2029-02-01      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                               | Alphabet, Inc                                                               | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4751346.16   | 0.07%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                                                  | MFT Mortgage Trust                                                          | CUSIP: 55316TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1539450.68   | 0.02%             | 2040-08-10      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132WWZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1817045 | PA      | $1630466.62   | 0.03%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1661649 | PA      | $1343788.28   | 0.02%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc                                                                 | Ecolab, Inc                                                                 | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3851642.88   | 0.06%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| S DAVIS UT SWR DIST COMB UTILI                                             | South Davis Sewer District                                                  | CUSIP: 83759RAK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1004042.60   | 0.02%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2885000 | PA      | $3158261.14   | 0.05%             | 2043-05-25      | Variable      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                          | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   6061000 | PA      | $6023721.94   | 0.09%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                          | City & County of San Francisco CA                                           | CUSIP: 79773KPV0<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   7760000 | PA      | $7835486.18   | 0.12%             | 2045-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14293877 | PA      | $14044336.87  | 0.22%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3688000 | PA      | $3308432.07   | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &                                              | New York State Energy Research & Development Authority                      | CUSIP: 64986RAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1062546.72   | 0.02%             | 2026-10-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4390000 | PA      | $4644951.01   | 0.07%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |  13250000 | PA      | $11414091.13  | 0.18%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2178973 | PA      | $282409.08    | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                             | United States Treasury Note                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32841000 | PA      | $33159147.19  | 0.51%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-2                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33851HBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2014570 | PA      | $1847834.51   | 0.03%             | 2048-04-25      | Variable      | 4.00%                 | Yes           |                  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        |    578797 | PA      | $496880.95    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1413319 | PA      | $1413737.54   | 0.02%             | 2027-01-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                   | Banque Ouest Africaine de Developpement                                     | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |   7925000 | PA      | $7908393.42   | 0.12%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   4500000 | PA      | $4516051.19   | 0.07%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4641428 | PA      | $3894553.34   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                                       | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |  11850000 | PA      | $11412972.00  | 0.18%             | 2026-10-06      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BNPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   5738157 | PA      | $5028089.21   | 0.08%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  71648660 | PA      | $66759768.95  | 1.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-4                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46648UBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    829693 | PA      | $726985.94    | 0.01%             | 2048-11-25      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                  | Province of Quebec Canada                                                   | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10625000 | PA      | $10636634.38  | 0.16%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                                      | Central American Bank for Economic Integration                              | CUSIP: 15238RAH5<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   1455000 | PA      | $1458856.78   | 0.02%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37522340 | PA      | $36954326.94  | 0.57%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                        | Tesla Electric Vehicle Trust                                                | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2232229 | PA      | $2235590.09   | 0.03%             | 2026-12-21      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Commercial Mor                                             | Bank of America Merrill Lynch Commercial Mortgage Trust                     | CUSIP: 06054MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68462 | PA      | $68157.49     | 0.00%             | 2049-07-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6519596 | PA      | $1189260.31   | 0.02%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    858323 | PA      | $697720.39    | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                        | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $1892206.12   | 0.03%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                  | Korea Electric Power Corp                                                   | CUSIP: 500631BB1<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   7250000 | PA      | $7310851.93   | 0.11%             | 2027-01-31      | Fixed         | 4.88%                 | 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      | $4709817.11   | 0.07%             | 2042-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2103943.98   | 0.03%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6896605 | PA      | $6092706.46   | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                | Equinor ASA                                                                 | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  13750000 | PA      | $13986383.40  | 0.21%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384MGW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5047572 | PA      | $3607654.04   | 0.06%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN                            | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5150093.00   | 0.08%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                    | Flagstar Mortgage Trust                                                     | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7299 | PA      | $6899.36      | 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        |   3928831 | PA      | $3324624.40   | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                     | Private Export Funding Corp                                                 | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    885000 | PA      | $824583.95    | 0.01%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loans LLC                                                      | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2666328 | PA      | $2195751.62   | 0.03%             | 2047-04-22      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412684 | PA      | $390126.95    | 0.01%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDING                                                   | Liberty Tire Recycling Holdco, LLC, Term Loan                               | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |  13768049 | PA      | $13366503.98  | 0.20%             | 2028-05-05      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| SEMITROPIC CA IMPT DIST SEMITR                                             | Semitropic Improvement District                                             | CUSIP: 81684LDK9<br>LEI: 254900JCJX7RNF7DVB37 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2981040.90   | 0.05%             | 2025-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                             | Pacific Life Global Funding II                                              | CUSIP: YN2398777<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $6200044.06   | 0.10%             | 2031-06-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4858787.50   | 0.07%             | 2038-08-10      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                          | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1019733 | PA      | $827236.36    | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3382339 | PA      | $3240837.75   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1523424 | PA      | $1303686.98   | 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      | $9664938.60   | 0.15%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association (GNMA)                             | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3853096 | PA      | $3419208.93   | 0.05%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                          | Brookfield Renewable Partners ULC                                           | CUSIP: 11282ZAV0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |   4125000 | PA      | $3002139.71   | 0.05%             | 2035-10-12      | Fixed         | 4.54%                 | 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        |    377531 | PA      | $365644.37    | 0.01%             | 2036-02-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                                             | STWD Mortgage Trust                                                         | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2042610.37   | 0.03%             | 2036-11-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                 | Sunrun Atlas Issuer LLC                                                     | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5967072 | PA      | $5649434.88   | 0.09%             | 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        |   5079532 | PA      | $4125288.40   | 0.06%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                               | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8430000 | PA      | $7255511.75   | 0.11%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $613694.97    | 0.01%             | 2042-01-25      | Variable      | 11.41%                | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corp                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11511556.61  | 0.18%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1428469.35   | 0.02%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE COMMUNITY                                                       | Enterprise Community Loan Fund, Inc                                         | CUSIP: 29375EAA3<br>LEI: 549300L4U1958WIM9C65 | Long             | DBT              | CORP              | US        |   5820000 | PA      | $5695853.58   | 0.09%             | 2028-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                              | Citigroup Mortgage Loan Trust                                               | CUSIP: 17330CAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4515402 | PA      | $62746.03     | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                    | Raizen Fuels Finance S.A.                                                   | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   6800000 | PA      | $6308553.80   | 0.10%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384CSJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2037560 | PA      | $2410402.49   | 0.04%             | 2053-08-20      | Variable      | 8.57%                 | 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      | $270429.64    | 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      | $1080234.50   | 0.02%             | 2035-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VESSEL MANAGEMENT SERVIC                                                   | Vessel Management Services, Inc                                             | CUSIP: 228027AA6<br>LEI: 549300FGG4OD84UNFA43 | Long             | DBT              | CORP              | US        |   3502000 | PA      | $3148021.45   | 0.05%             | 2036-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios XII Issuer LLC                                               | CUSIP: 86745YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2169510 | PA      | $1615248.43   | 0.02%             | 2050-08-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    111883 | PA      | $104159.83    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6147611 | PA      | $5605232.56   | 0.09%             | 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        |     73628 | PA      | $69080.22     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7243567 | PA      | $6309450.59   | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                        | CUSIP: 06540XBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7066474.40   | 0.11%             | 2062-11-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  12500000 | PA      | $12724747.88  | 0.20%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2730007 | PA      | $2548112.61   | 0.04%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                    | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3001808 | PA      | $2533642.11   | 0.04%             | 2047-07-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                              | Citigroup Mortgage Loan Trust                                               | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  40299864 | PA      | $364500.18    | 0.01%             | 2052-02-25      | Variable      | 0.15%                 | 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      | $3586940.93   | 0.06%             | 2036-07-15      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7256348 | PA      | $7145751.12   | 0.11%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                          | NatWest Group plc                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $3991019.80   | 0.06%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Public Service Co of Colorado                                              | Public Service Co of Colorado                                               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10425310.94  | 0.16%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                   | BX TRUST                                                                    | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4241954.33   | 0.07%             | 2039-01-17      | Variable      | 5.80%                 | 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      | $981155.60    | 0.02%             | 2027-11-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1853500 | PA      | $1687535.02   | 0.03%             | 2039-01-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | BNP Paribas S.A.                                                            | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10400000 | PA      | $10462400.00  | 0.16%             | N/A             | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |   2610000 | PA      | $2735945.03   | 0.04%             | 2042-02-25      | Variable      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE                                                 | Public Finance Authority                                                    | CUSIP: 74442PYN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    405000 | PA      | $40.50        | 0.00%             | 2025-12-31      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Gracechurch Mortgage Finance P                                             | Grace Trust                                                                 | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2858521.90   | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1321917 | PA      | $1239446.60   | 0.02%             | 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        |   1520484 | PA      | $1267218.93   | 0.02%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319735 | PA      | $311012.68    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                              | McKesson Corp                                                               | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |  11175000 | PA      | $11351799.23  | 0.17%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDU                                                   | Massachusetts Higher Education Assistance Corp                              | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11525000 | PA      | $10016765.78  | 0.15%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                     | CHL Mortgage Pass-Through Trust                                             | CUSIP: 12669GBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50302 | PA      | $48449.13     | 0.00%             | 2034-11-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                          | OBX Trust                                                                   | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    966420 | PA      | $820735.73    | 0.01%             | 2052-08-25      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA                                                             | City of Los Angeles CA                                                      | CUSIP: 544351NE5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   9060000 | PA      | $8099531.28   | 0.12%             | 2038-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17449023 | PA      | $17779190.04  | 0.27%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17208932 | PA      | $17233895.67  | 0.26%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                     | Massachusetts Electric Co                                                   | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2142921.02   | 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      | $4329946.75   | 0.07%             | 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        |   1149999 | PA      | $932524.75    | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                         | Ameren Illinois Co                                                          | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $7780345.38   | 0.12%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 3622AATU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1176438 | PA      | $1081742.15   | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                      | Switch ABS Issuer LLC                                                       | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8137987.28   | 0.12%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3656380 | PA      | $3505424.73   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR Securitized Participation Interests Trust                 | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     66739 | PA      | $64818.18     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1870266 | PA      | $1503781.18   | 0.02%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1441513 | PA      | $1168910.84   | 0.02%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO                                             | California Municipal Finance Authority                                      | CUSIP: 13049SDK7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   6400000 | PA      | $6063080.96   | 0.09%             | 2048-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71900000 | PA      | $73854781.25  | 1.13%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    962640 | PA      | $885313.57    | 0.01%             | 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      | $4394223.64   | 0.07%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  43644298 | PA      | $376776.86    | 0.01%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                  | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $9528009.43   | 0.15%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                        | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2927613.60   | 0.04%             | 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      | $1992614.00   | 0.03%             | 2036-11-15      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL WIND                                                           | Continental Wind LLC                                                        | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13437295 | PA      | $13806311.77  | 0.21%             | 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      | $405733.42    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp                                                            | CMS Energy Corp                                                             | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5588340.98   | 0.09%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                             | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |  12250000 | PA      | $11724997.22  | 0.18%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CHICAGO IL MET WTR RECLAMATION                                             | Metropolitan Water Reclamation District of Greater Chicago                  | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |  16465000 | PA      | $17036086.88  | 0.26%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12978732 | PA      | $12103181.20  | 0.19%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOUSING AND URBAN DEV CO                                                   | Housing and Urban Development Corp Ltd                                      | CUSIP: 44182YAB9<br>LEI: 335800KSC46MN2VPTI91 | Long             | DBT              | NUSS              | IN        |    890000 | PA      | $885565.27    | 0.01%             | 2030-09-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513865 | PA      | $480696.88    | 0.01%             | 2041-09-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Private Export Funding Corp                                                | Private Export Funding Corp                                                 | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |  10245000 | PA      | $10413796.72  | 0.16%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3830116 | PA      | $489467.71    | 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        |   7253249 | PA      | $6444609.27   | 0.10%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                        | Sunnova Energy Corp                                                         | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $25400.00     | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Energy Fund /The                                                      | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |  14000000 | PA      | $14389200.00  | 0.22%             | 2029-05-02      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2265900 | PA      | $2006035.72   | 0.03%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                             | BBCMS Trust                                                                 | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1316000 | PA      | $1233505.75   | 0.02%             | 2035-08-10      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                         | Century Plaza Towers                                                        | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2190773.25   | 0.03%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                   | Duke Energy Progress LLC                                                    | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972841.42    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4391386.65   | 0.07%             | 2032-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WW2B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395071 | PA      | $335530.12    | 0.01%             | 2038-11-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4694472 | PA      | $4435673.07   | 0.07%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |   3110000 | PA      | $3285011.52   | 0.05%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6393165 | PA      | $5161904.37   | 0.08%             | 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      | $4109323.35   | 0.06%             | 2062-03-15      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                     | Commonwealth Edison Co                                                      | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $8765256.38   | 0.13%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  10550000 | PA      | $10227126.11  | 0.16%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9084559 | PA      | $8227645.78   | 0.13%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                              | Sequoia Mortgage Trust                                                      | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    935847 | PA      | $768391.89    | 0.01%             | 2051-03-25      | Variable      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    717124 | PA      | $643571.54    | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4924841 | PA      | $4095074.15   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                          | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  13368988 | PA      | $12881042.80  | 0.20%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3035000 | PA      | $3207810.17   | 0.05%             | 2043-05-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |  12100000 | PA      | $12342863.82  | 0.19%             | 2029-11-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                                                      | One Bryant Park Trust                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15670000 | PA      | $14281985.87  | 0.22%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   8119637 | PA      | $5935729.79   | 0.09%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18292013 | PA      | $17043958.44  | 0.26%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                             | City & County of San Francisco CA Community Facilities District No 2014-1   | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1263210.32   | 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        |   2700000 | PA      | $2523229.79   | 0.04%             | 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      | $6216427.35   | 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        |    958339 | PA      | $960007.86    | 0.01%             | 2048-10-26      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| County of Gallatin MT                                                      | County of Gallatin MT                                                       | CUSIP: 363671BM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1030524.50   | 0.02%             | 2027-09-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                    | Procter & Gamble Co                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  10875000 | PA      | $10907073.53  | 0.17%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                | Starwood Property Trust, Inc                                                | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  13175000 | PA      | $13325761.53  | 0.20%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SunRun Athena Issuer                                                       | Sunrun Athena Issuer LLC                                                    | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |   4579292 | PA      | $4348687.05   | 0.07%             | 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        |    232861 | PA      | $213109.28    | 0.00%             | 2047-10-25      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |   1830000 | PA      | $1957918.10   | 0.03%             | 2042-04-25      | Variable      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     22234 | PA      | $22507.22     | 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        |   3500000 | PA      | $3425824.75   | 0.05%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Constellation Renewables LLC                                               | Constellation Renewables, LLC, Term Loan                                    | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   6126064 | PA      | $6149036.87   | 0.09%             | 2027-12-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5887505 | PA      | $4992036.39   | 0.08%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                            | United States Treasury Note/Bond                                            | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9700000 | PA      | $7044625.00   | 0.11%             | 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        |   4961590 | PA      | $4006036.51   | 0.06%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132WWZY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3365384 | PA      | $3240618.79   | 0.05%             | 2038-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    793140 | PA      | $713433.99    | 0.01%             | 2050-06-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1737132 | PA      | $1502227.94   | 0.02%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3066934 | PA      | $2907355.18   | 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      | $6164664.15   | 0.09%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11875000 | PA      | $12062663.00  | 0.18%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                                                     | GPS Blue Financing DAC                                                      | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | CORP              | IE        |  10000000 | PA      | $9700000.00   | 0.15%             | 2041-11-09      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2020171 | PA      | $1869753.87   | 0.03%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2562633 | PA      | $2528299.38   | 0.04%             | 2053-02-20      | Fixed         | 5.00%                 | 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      | $1128488.14   | 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      | $7532130.75   | 0.12%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-2                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33852BAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800714 | PA      | $722434.64    | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | Yes           |                  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        |   1419095 | PA      | $1160005.21   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Vistra Zero Operating Co LLC                                               | Vistra Zero Operating Company, LLC, Term Loan B                             | CUSIP: 92841DAB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   6980000 | PA      | $6902033.40   | 0.11%             | 2031-04-30      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1274189 | PA      | $1125662.24   | 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        |   1300495 | PA      | $1054560.60   | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                       | Republic of Italy Government International Bond                             | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |  10750000 | PA      | $7831532.17   | 0.12%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                  | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  16363000 | PA      | $16364015.00  | 0.25%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                | Private Export Funding Corp                                                 | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |  12255000 | PA      | $12410237.88  | 0.19%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                         | Maryland Economic Development Corp                                          | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1429797.75   | 0.02%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    142153 | PA      | $139020.13    | 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        |   4654822 | PA      | $3767133.20   | 0.06%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                            | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   6935000 | PA      | $7010447.53   | 0.11%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136AVKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3043724 | PA      | $2982623.96   | 0.05%             | 2027-02-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1048348 | PA      | $954489.19    | 0.01%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607YCH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3460000 | PA      | $3293207.59   | 0.05%             | 2054-11-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4743155 | PA      | $3971316.42   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                   | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1801527 | PA      | $1718986.95   | 0.03%             | 2028-11-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132XEEF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5646500 | PA      | $5365362.01   | 0.08%             | 2037-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317039 | PA      | $279054.15    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                           | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $4859562.35   | 0.07%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  14025000 | PA      | $13127796.35  | 0.20%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa, Inc                                                                   | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8530321.50   | 0.13%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC Trust                                                                  | CUSIP: 12652FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3387750.00   | 0.05%             | 2032-11-10      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                                                | Vistra Corp                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5490279.03   | 0.08%             | N/A             | Fixed         | 7.00%                 | Yes           |                  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      | $9556761.90   | 0.15%             | 2026-12-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                                      | Low Income Investment Fund                                                  | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4414600.62   | 0.07%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F4EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1391359 | PA      | $1323769.98   | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2755000 | PA      | $2876377.59   | 0.04%             | 2043-01-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2002219 | PA      | $1741353.03   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                    | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  10279000 | PA      | $8778851.49   | 0.13%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31230788 | PA      | $29928631.61  | 0.46%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6437005 | PA      | $5775148.52   | 0.09%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                        | City of New York NY                                                         | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2950000 | PA      | $3044291.44   | 0.05%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 690353RQ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1009800 | PA      | $1006619.26   | 0.02%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3501679 | PA      | $3499171.48   | 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        |   3850000 | PA      | $3420187.16   | 0.05%             | 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      | $800455.60    | 0.01%             | 2039-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                 | Progress Residential Trust                                                  | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $659823.92    | 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      | $9163226.74   | 0.14%             | 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      | $1078849.29   | 0.02%             | 2029-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MATHER FOUNDATION                                                          | Mather Foundation                                                           | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8145707.17   | 0.12%             | 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        |   5820000 | PA      | $4688296.05   | 0.07%             | 2038-09-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12575000 | PA      | $12833040.38  | 0.20%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7838482 | PA      | $6633019.35   | 0.10%             | 2052-08-25      | Variable      | 3.00%                 | 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      | $4531359.36   | 0.07%             | 2028-08-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                     | Sequoia Mortgage Trust                                                      | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2260735 | PA      | $1833211.16   | 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      | $7091400.75   | 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      | $7645165.33   | 0.12%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14777000 | PA      | $15766089.63  | 0.24%             | 2042-06-25      | Variable      | 8.96%                 | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC            | California Buyer Ltd                                                        | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5815000 | PA      | $5824478.45   | 0.09%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4375000 | PA      | $4078771.38   | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    604375 | PA      | $560353.17    | 0.01%             | 2048-06-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4400111 | PA      | $2944002.97   | 0.05%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                                             | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137H92A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1685000 | PA      | $1622580.52   | 0.02%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1810354 | PA      | $1613647.98   | 0.02%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132XEFT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2293500 | PA      | $2255752.25   | 0.03%             | 2039-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12281000 | PA      | $12346242.81  | 0.19%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2462337 | PA      | $2112839.76   | 0.03%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9950000 | PA      | $10685799.02  | 0.16%             | 2034-09-22      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| One Market Plaza Trust                                                     | One Market Plaza Trust                                                      | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2008731 | PA      | $1921216.54   | 0.03%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates Series 2024-P016                       | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137HDJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13750000 | PA      | $13844905.25  | 0.21%             | 2033-09-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                          | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $4267280.94   | 0.07%             | 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        |   4203124 | PA      | $3556734.84   | 0.05%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars, Inc                                                                   | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  11825000 | PA      | $11970783.80  | 0.18%             | 2031-04-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  21524645 | PA      | $19647818.24  | 0.30%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19813141 | PA      | $150732.43    | 0.00%             | 2051-10-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4674565.58   | 0.07%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                   | Inter-American Investment Corp                                              | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |  17500000 | PA      | $17617804.75  | 0.27%             | 2028-02-15      | Fixed         | 4.13%                 | 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      | $1564482.04   | 0.02%             | 2051-04-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                              | EUR250711                                                                   | CUSIP: EUR250711<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-778603.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                          | Johnson & Johnson                                                           | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $13701130.04  | 0.21%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 42770LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426820 | PA      | $401218.01    | 0.01%             | 2040-09-21      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                           | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7658535.26   | 0.12%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC            | California Buyer Ltd                                                        | CUSIP: YU6713868<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $5339039.31   | 0.08%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384J4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3733010 | PA      | $655796.14    | 0.01%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134GWQH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  25000000 | PA      | $18640983.25  | 0.29%             | 2035-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  12125000 | PA      | $10465562.32  | 0.16%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                     | Japan International Cooperation Agency                                      | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   3940000 | PA      | $3972296.06   | 0.06%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                 | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2572550 | PA      | $2240330.31   | 0.03%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 881934AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10012000 | PA      | $10066764.64  | 0.15%             | 2028-06-20      | Fixed         | 4.88%                 | 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      | $1122076.58   | 0.02%             | 2036-11-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2613698 | PA      | $2323596.57   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Campbell's Company                                                     | Campbell Soup Co                                                            | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3814279.16   | 0.06%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  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      | $9647108.55   | 0.15%             | 2031-10-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Clearinghouse Community Development Financial Institution                  | Clearinghouse Community Development Financial Institution                   | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000196.00   | 0.03%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                          | Kinder Morgan, Inc                                                          | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3057924.48   | 0.05%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                              | Alen Mortgage Trust                                                         | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1368468.75   | 0.02%             | 2034-04-15      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4602820 | PA      | $3894962.21   | 0.06%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3688362 | PA      | $3118927.28   | 0.05%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707952 | PA      | $688856.41    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                            | Turkcell Iletisim Hizmetleri AS.                                            | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |   6100000 | PA      | $6196529.94   | 0.10%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co                                                       | National Fuel Gas Co                                                        | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3449804.45   | 0.05%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  21175000 | PA      | $22358273.82  | 0.34%             | 2042-12-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2824448 | PA      | $2809167.26   | 0.04%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385000 | PA      | $2397736.62   | 0.04%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9113 | PA      | $9229.48      | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                     | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9285809.20   | 0.14%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15500000 | PA      | $13293105.35  | 0.20%             | 2031-01-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                   | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  10850000 | PA      | $10150682.45  | 0.16%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                        | International Bank for Reconstruction & Development                         | CUSIP: YV1295778<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  26000000 | PA      | $26000000.00  | 0.40%             | 2033-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                   | Kaiser Foundation Hospitals                                                 | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  16525000 | PA      | $11784589.59  | 0.18%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1,                                              | Sunrun Jupiter Issuer LLC                                                   | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6512371 | PA      | $6164690.74   | 0.09%             | 2057-07-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Public Service New Hampshire F                                             | PSNH Funding LLC                                                            | CUSIP: 69363PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2061458 | PA      | $2049612.56   | 0.03%             | 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        |   4970583 | PA      | $4398370.60   | 0.07%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                     | BP Capital Markets plc                                                      | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   6950000 | PA      | $7104700.05   | 0.11%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1954133 | PA      | $1567827.32   | 0.02%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132WWZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2236631 | PA      | $1970027.02   | 0.03%             | 2037-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1831996 | PA      | $1811438.65   | 0.03%             | 2053-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                    | Amazon Conservation DAC                                                     | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |  10300000 | PA      | $10325750.00  | 0.16%             | 2042-01-16      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                         | Ginnie Mae II Pool                                                          | CUSIP: 36179YDE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3501726 | PA      | $3101505.82   | 0.05%             | 2053-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                      | CAD250711                                                                   | CUSIP: CAD250711<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-107032.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                             | Shellpoint Co-Originator Trust                                              | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282220 | PA      | $259243.65    | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                               | UBS Group AG.                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9375000 | PA      | $9734792.91   | 0.15%             | 2030-09-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                       | Woodside Finance Ltd                                                        | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $14523951.15  | 0.22%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   8035000 | PA      | $8615221.81   | 0.13%             | 2042-09-25      | Variable      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| VNO Mortgage Trust                                                         | VNDO Trust                                                                  | CUSIP: 91831UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2954425.80   | 0.05%             | 2035-01-10      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  15000000 | PA      | $17544082.05  | 0.27%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BQQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1839313 | PA      | $1676054.81   | 0.03%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3202273 | PA      | $2591621.01   | 0.04%             | 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        |    872393 | PA      | $847823.55    | 0.01%             | 2048-05-10      | Variable      | 4.36%                 | 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        |   4487177 | PA      | $4279207.78   | 0.07%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae REMICS                                                           | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4128534 | PA      | $476005.11    | 0.01%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26120972 | PA      | $22644337.46  | 0.35%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63294 | PA      | $59254.44     | 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      | $5724445.86   | 0.09%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                            | Impac CMB Trust                                                             | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7342 | PA      | $6725.67      | 0.00%             | 2035-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                         | HERO Funding Trust                                                          | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142613 | PA      | $133906.12    | 0.00%             | 2047-09-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |  13375000 | PA      | $13432136.66  | 0.21%             | 2030-06-11      | Fixed         | 4.00%                 | 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        |   1793689 | PA      | $1516766.96   | 0.02%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  36480765 | PA      | $34094484.35  | 0.52%             | 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        |   1483223 | PA      | $1385948.88   | 0.02%             | 2053-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                        | Frontier Issuer LLC                                                         | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7540000 | PA      | $7764088.05   | 0.12%             | 2054-06-20      | Fixed         | 6.19%                 | 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      | $1751006.60   | 0.03%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                 | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  17028000 | PA      | $17074149.12  | 0.26%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                    | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 35833TAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   8834180 | PA      | $7267999.85   | 0.11%             | 2041-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                              | Tesla Auto Lease Trust                                                      | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10265000 | PA      | $10311517.90  | 0.16%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                         | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  16750000 | PA      | $16797335.50  | 0.26%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CROWLEY CONRO LLC                                                          | Crowley Conro LLC                                                           | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |  11616583 | PA      | $10270523.45  | 0.16%             | 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      | $2737405.30   | 0.04%             | 2055-02-17      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   8225000 | PA      | $8449649.43   | 0.13%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1065085 | PA      | $1042160.96   | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae I Pool                                                           | CUSIP: 3617LYQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  10523747 | PA      | $9836582.84   | 0.15%             | 2045-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                      | International Development Association                                       | CUSIP: ZO4787966<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   3865000 | PA      | $3829267.92   | 0.06%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | New Hampshire Business Finance Authority                                    | CUSIP: 63607YCY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6750000 | PA      | $7007370.08   | 0.11%             | 2035-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6128060 | PA      | $5392692.80   | 0.08%             | 2039-09-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21995040 | PA      | $22024149.80  | 0.34%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                | PPL Electric Utilities Corp                                                 | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1900417.77   | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                | American Water Capital Corp                                                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9626663.50   | 0.15%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344092 | PA      | $325849.28    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1384208 | PA      | $1282456.23   | 0.02%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                         | Connecticut Light and Power Co                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5668965.29   | 0.09%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                    | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $9682011.81   | 0.15%             | 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        |     26424 | PA      | $25026.60     | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                 | Alcoa Nederland Holding BV                                                  | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   2755000 | PA      | $2891339.44   | 0.04%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                 | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   9110000 | PA      | $6368066.19   | 0.10%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   4508975 | PA      | $4003115.15   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer, Inc                                                                 | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2327444.15   | 0.04%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co                                                    | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $3384680.42   | 0.05%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                             | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5300000 | PA      | $5274753.45   | 0.08%             | 2033-10-15      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                 | SYSCO Corp                                                                  | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6102875.52   | 0.09%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   5375000 | PA      | $5432518.47   | 0.08%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSERVATION FUND                                                          | Conservation Fund                                                           | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8497127.88   | 0.13%             | 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      | $11997176.19  | 0.18%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THE NHP FOUNDATION                                                         | NHP Foundation                                                              | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4850000 | PA      | $5193040.50   | 0.08%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4165290 | PA      | $3189609.52   | 0.05%             | 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      | $9747997.20   | 0.15%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                       | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   9425000 | PA      | $5755691.42   | 0.09%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                     | New York State Energy Research & Development Authority                      | CUSIP: 64985VBH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1808348.76   | 0.03%             | 2029-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                      | Dominican Republic International Bond                                       | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5725000 | PA      | $5756201.25   | 0.09%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| CIF Capital Markets Mechanism PLC                                          | CIF Capital Markets Mechanism plc                                           | CUSIP: YS5628724<br>LEI: 21380087AGD9RSA4SK17 | Long             | DBT              | CORP              | GB        |  14500000 | PA      | $14775964.73  | 0.23%             | 2028-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                               | Enbridge, Inc                                                               | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10274151.40  | 0.16%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP                                            | Brookfield Property Partners LP                                             | CUSIP: EP0575654<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    400000 | NS      | $6056000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    304714 | PA      | $272686.10    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21368007 | PA      | $136780.89    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                  | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11279060.86  | 0.17%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                     | Tesla Auto Lease Trust                                                      | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    804293 | PA      | $805076.20    | 0.01%             | 2026-06-22      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                         | Sunnova Helios XI Issuer LLC                                                | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2341005 | PA      | $2154611.63   | 0.03%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3646149 | PA      | $2956631.52   | 0.05%             | 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        |   1012520 | PA      | $949218.67    | 0.01%             | 2029-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11476129 | PA      | $10373237.13  | 0.16%             | 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        |    835000 | PA      | $792630.10    | 0.01%             | 2028-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H9U98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2227733 | PA      | $2191601.25   | 0.03%             | 2053-02-25      | Fixed         | 5.50%                 | 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      | $1855973.79   | 0.03%             | 2029-08-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                | AltaGas Ltd                                                                 | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3325734.83   | 0.05%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                     | FMG Resources August 2006 Pty Ltd                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  10750000 | PA      | $10934642.00  | 0.17%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                            | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307674 | PA      | $266479.77    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                       | National Fuel Gas Co                                                        | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196882.71    | 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        |   1250000 | PA      | $52486.88     | 0.00%             | 2035-10-15      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                        | OMERS Finance Trust                                                         | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   7666000 | PA      | $7253816.58   | 0.11%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                               | Deutsche Bank AG.                                                           | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7025000 | PA      | $7493015.34   | 0.11%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue | San Francisco City & County Public Utilities Commission Wastewater Revenue  | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10060000 | PA      | $10204281.53  | 0.16%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  14235644 | PA      | $13730819.03  | 0.21%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13811022 | PA      | $14068994.47  | 0.22%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124487 | PA      | $114757.27    | 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      | $4940556.90   | 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      | $6232727.54   | 0.10%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                              | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36263NBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1567009 | PA      | $1298669.23   | 0.02%             | 2052-05-28      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Ginnie Mae II Pool                                                          | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3830385 | PA      | $3194322.25   | 0.05%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-7                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21290526 | PA      | $127227.92    | 0.00%             | 2051-11-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                       | BANK                                                                        | CUSIP: 06540BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5605358.85   | 0.09%             | 2052-10-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $927004.60    | 0.01%             | 2034-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                            | ContourGlobal Power Holdings S.A.                                           | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   2250000 | PA      | $2318310.00   | 0.04%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                | United States Treasury Bill                                                 | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4991925.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   8209619 | PA      | $7905338.26   | 0.12%             | 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        |     13351 | PA      | $12678.25     | 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      | $2822454.90   | 0.04%             | 2028-07-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                    | Centersquare Issuer LLC                                                     | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5880000 | PA      | $5686289.28   | 0.09%             | 2055-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                       | WB Commercial Mortgage Trust                                                | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1095000 | PA      | $1099674.56   | 0.02%             | 2040-03-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80213 | PA      | $78347.97     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38383FQ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   8119955 | PA      | $6029021.23   | 0.09%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753063 | PA      | $720641.83    | 0.01%             | 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      | $10707490.98  | 0.16%             | 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        |   1091504 | PA      | $885091.77    | 0.01%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  45098798 | PA      | $42023983.53  | 0.64%             | 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      | $9662792.60   | 0.15%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1200000 | PA      | $1281381.48   | 0.02%             | 2043-07-25      | Variable      | 10.21%                | Yes           |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                  | Kommuninvest I Sverige AB                                                   | CUSIP: 50046PCG8<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   4175000 | PA      | $4285213.11   | 0.07%             | 2028-09-29      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                           | Minnesota Housing Finance Agency                                            | CUSIP: 60416UGL3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   6585000 | PA      | $6593806.12   | 0.10%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1781198 | PA      | $1569027.75   | 0.02%             | 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        |   2800000 | PA      | $2744650.72   | 0.04%             | 2035-08-10      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                         | Credit Agricole S.A.                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   9100000 | PA      | $9269691.89   | 0.14%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VI Pte Ltd                                                       | WLB Asset VI Pte Ltd                                                        | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | CORP              | MU        |   9750000 | PA      | $10124985.00  | 0.16%             | 2027-12-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SAN JOSE CA FING AUTH LEASE RE                                             | San Jose Financing Authority                                                | CUSIP: 798153QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2401166.75   | 0.04%             | 2037-05-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31844109 | PA      | $30492263.90  | 0.47%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                               | WinWater Mortgage Loan Trust                                                | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |    118754 | PA      | $100912.54    | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3550000 | PA      | $3744889.32   | 0.06%             | 2043-10-25      | Variable      | 7.86%                 | 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      | $1869711.91   | 0.03%             | 2046-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU                                             | Mount Shasta Public Financing Authority                                     | CUSIP: 623094AN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $185275.82    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH INDL DEVR                                             | New Hampshire Business Finance Authority                                    | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8300000 | PA      | $8300000.00   | 0.13%             | 2033-07-01      | Variable      | 4.52%                 | 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      | $3606835.75   | 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        |    155783 | PA      | $149906.93    | 0.00%             | 2046-01-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                     | Diamondback Energy, Inc                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6166223.80   | 0.09%             | 2035-04-01      | Fixed         | 5.55%                 | 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        |    360292 | PA      | $309263.35    | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Montgomery County Housing Opportunities Commission                         | Montgomery County Housing Opportunities Commission                          | CUSIP: 61335AAS4<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1101152.94   | 0.02%             | 2044-12-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                              | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  20395464 | NS      | $20395464.29  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHIOPIAN LEASING 2012                                                     | Ethiopian Leasing LLC                                                       | CUSIP: 29766DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131830 | PA      | $129030.12    | 0.00%             | 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        |   2000000 | PA      | $1952743.00   | 0.03%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138XTA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35821 | PA      | $34987.42     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32903481 | PA      | $28520696.83  | 0.44%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                        | Dow Chemical Co                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7281669.20   | 0.11%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                                                      | Tote Shipholdings LLC                                                       | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3410000 | PA      | $2996948.44   | 0.05%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                         | RWE Finance US LLC                                                          | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9956609.30   | 0.15%             | 2054-04-16      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |  10275000 | PA      | $10553797.74  | 0.16%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9202010 | PA      | $89021.16     | 0.00%             | 2052-07-25      | Fixed         | 0.22%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                         | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5108582.10   | 0.08%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137F3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4161934 | PA      | $3960715.50   | 0.06%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas S.A.                                                            | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2643672.50   | 0.04%             | N/A             | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                     | HAT Holdings I LLC                                                          | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2741569.50   | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| SLG Office Trust                                                           | SLG Office Trust                                                            | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $8783840.00   | 0.13%             | 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      | $1681243.97   | 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        |   9613478 | PA      | $8447926.47   | 0.13%             | 2036-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2776995 | PA      | $2581116.02   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  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      | $4156585.29   | 0.06%             | 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      | $7040411.00   | 0.11%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                             | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8977754 | PA      | $8799009.81   | 0.13%             | 2028-06-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                           | Bank of New York Mellon Corp                                                | CUSIP: RPER0CP58<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |  73916000 | PA      | $73916000.00  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                                             | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4347302 | PA      | $3265941.27   | 0.05%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-SFT                                     | CHI Commercial Mortgage Trust                                               | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3800000 | PA      | $3875843.06   | 0.06%             | 2042-04-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Government National Mortgage Association                                    | CUSIP: 38384GB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5620290 | PA      | $5366555.25   | 0.08%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                     | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6315531.70   | 0.10%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47251000 | PA      | $47649680.31  | 0.73%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                     | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6752336.05   | 0.10%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM Mortgage Trust                                                         | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2702498.75   | 0.04%             | 2048-03-10      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    218529 | PA      | $207353.58    | 0.00%             | 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      | $2677108.40   | 0.04%             | 2036-07-15      | Variable      | 8.64%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                     | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058674 | PA      | $940050.56    | 0.01%             | 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      | $13339672.99  | 0.20%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                               | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2436975.75   | 0.04%             | 2038-08-10      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477616 | PA      | $443300.04    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                                   | Delta Air Lines Pass Through Trust                                          | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6160532 | PA      | $6043931.39   | 0.09%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Masdar Abu Dhabi Future Energy Co                                          | Masdar Abu Dhabi Future Energy Co                                           | CUSIP: YO5079174<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |   5550000 | PA      | $5609446.88   | 0.09%             | 2030-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                   | United States International Development Finance Corp                        | CUSIP: 6903537E1<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   8310692 | PA      | $7104682.99   | 0.11%             | 2038-07-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                | BNG Bank NV                                                                 | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  17250000 | PA      | $17098984.70  | 0.26%             | 2028-05-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                     | 200 Park Funding Trust                                                      | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7744609.90   | 0.12%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                   | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250227 | PA      | $1824858.54   | 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        |     30000 | PA      | $30198.54     | 0.00%             | 2026-09-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac REMICS                                                          | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    525628 | PA      | $460613.75    | 0.01%             | 2048-10-15      | Variable      | 2.77%                 | No            |                  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      | $1158411.13   | 0.02%             | 2032-11-01      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                     | Private Export Funding Corp                                                 | CUSIP: 742651DZ2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   7099000 | PA      | $7101119.69   | 0.11%             | 2027-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                             | Government National Mortgage Association                                    | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    345131 | PA      | $38997.97     | 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      | $3407375.20   | 0.05%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                           | United States Treasury Note                                                 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 149646000 | PA      | $149996732.81 | 2.30%             | 2027-05-31      | Fixed         | 3.88%                 | 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      | $965335.90    | 0.01%             | 2032-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                   | BX TRUST                                                                    | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9976208.00   | 0.15%             | 2039-01-17      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                            | Fannie Mae Pool                                                             | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12110567 | PA      | $11603123.06  | 0.18%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos, Inc                                                             | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5181459.67   | 0.08%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-CBDO         | USGSE             | US        |   2535000 | PA      | $2654823.62   | 0.04%             | 2042-08-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart, Inc                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  18025000 | PA      | $15702838.17  | 0.24%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                             | Manhattan West Mortgage Trust                                               | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2179167.93   | 0.03%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                                | RCKT Mortgage Trust                                                         | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5449214 | PA      | $4418721.56   | 0.07%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                           | Algonquin Power & Utilities Corp                                            | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   6725000 | PA      | $6760807.06   | 0.10%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197337 | PA      | $192748.15    | 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        |  18867965 | PA      | $16562193.27  | 0.25%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                   | Japan Bank for International Cooperation                                    | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   3250000 | PA      | $3282732.96   | 0.05%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                   | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5009905.05   | 0.08%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                | Nutrien Ltd                                                                 | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  11125000 | PA      | $11309487.99  | 0.17%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                                                             | City of Los Angeles CA                                                      | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6632729.60   | 0.10%             | 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        |   8231874 | PA      | $6675157.15   | 0.10%             | 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        |   4734300 | PA      | $4482028.64   | 0.07%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting