# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000623
**Filing Date:** 2026-5
**Character Count:** 498171
**Document Hash:** 902125a197b5f9e4ed3c7b0d58157769
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000623.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001084380-26-000623

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**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:** 261028681

**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:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7874916113.00

**Total Liabilities:** $413401758.00

**Net Assets:** $7461514355.00

**Delayed Delivery Securities:** $7295083.00

**Cash Not Reported:** $31097177.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4727.48000000 | **1-Year:** -180291.67000000 | **5-Year:** -633361.38000000 | **10-Year:** -1384704.81000000 | **30-Year:** -1984952.00000000

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

- **3-Month:** -2198.64000000 | **1-Year:** -19625.97000000 | **5-Year:** -63952.41000000 | **10-Year:** -58513.57000000 | **30-Year:** -76912.20000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000117723 | 0.43%                | 1.54%                | -1.84%               |
| Class ID C000117721 | 0.47%                | 1.55%                | -1.81%               |
| Class ID C000117722 | 0.34%                | 1.54%                | -1.83%               |
| Class ID C000162598 | 0.35%                | 1.66%                | -1.92%               |
| Class ID C000117724 | 0.34%                | 1.53%                | -1.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4677482.89              | $-1553041.41                               |
| Month 2  | $-2002878.43             | $93335419.23                               |
| Month 3  | $515946.99               | $-168264647.85                             |

**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        |  11387687 | PA      | $69396.57     | 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        |   5167727 | PA      | $4997211.37   | 0.07%             | 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        |   4817677 | PA      | $4853594.92   | 0.07%             | 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      | $11248369.05  | 0.15%             | 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      | $1861193.60   | 0.02%             | 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      | $16011494.61  | 0.21%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 127267240 | PA      | $123367703.52 | 1.65%             | 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        |  11527500 | PA      | $10658651.58  | 0.14%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                       | CUSIP: 3128MJZ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     16390 | PA      | $14755.22     | 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      | $5133195.85   | 0.07%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                            | Comision Federal de Electricidad                                            | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1994227.60   | 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        |   1902859 | PA      | $1568950.95   | 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        |   3719530 | PA      | $3148804.15   | 0.04%             | 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      | $4241118.68   | 0.06%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                      | New York City Housing Development Corp                                      | CUSIP: 64966WLY1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3403349.93   | 0.05%             | 2055-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                          | Ginnie Mae II Pool                                                          | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    887501 | PA      | $899183.88    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                            | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107595 | PA      | $94719.80     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                          | Maryland Economic Development Corp                                          | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6022015.80   | 0.08%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                              | Sequoia Mortgage Trust                                                      | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500877 | PA      | $4180963.73   | 0.06%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 42772BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1552179 | PA      | $1345328.59   | 0.02%             | 2057-09-20      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-3                                             | JP Morgan Mortgage Trust                                                    | CUSIP: 46654UCV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1717097 | PA      | $1395804.15   | 0.02%             | 2052-08-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                     | Bank of ,NV Scotia                                                          | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  13900000 | PA      | $13654768.97  | 0.18%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receivables Trust 2024-2                            | EnFin Residential Solar Receivables Trust                                   | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4124698 | PA      | $3816860.52   | 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        |  11515000 | PA      | $11238824.36  | 0.15%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                   | XPLR Infrastructure Operating Partners LP                                   | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   6292000 | PA      | $6498075.58   | 0.09%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23291781 | PA      | $23081935.01  | 0.31%             | 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      | $3671794.52   | 0.05%             | 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      | $5190495.40   | 0.07%             | 2041-12-10      | Variable      | 2.94%                 | 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      | $7338374.67   | 0.10%             | 2028-01-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| 180 Medical Inc                                                             | 180 Medical, Inc                                                            | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2450759.50   | 0.03%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167311 | PA      | $164588.28    | 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        |   4641560 | PA      | $4438427.65   | 0.06%             | 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      | $8263080.15   | 0.11%             | 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      | $12415132.00  | 0.17%             | 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      | $4194122.12   | 0.06%             | 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        |   3799756 | PA      | $3502415.04   | 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        |   1087058 | PA      | $1070796.78   | 0.01%             | 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        |   8726000 | PA      | $6117239.79   | 0.08%             | 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        |    250000 | PA      | $245733.43    | 0.00%             | 2027-09-28      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 161341000 | PA      | $158215018.13 | 2.12%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Starwood Property Trust Inc                                                 | Starwood Property Trust, Inc                                                | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1838795.63   | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | 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      | $835925.06    | 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      | $2643725.52   | 0.04%             | 2034-06-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Export Development Canada                                                   | Export Development Canada                                                   | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $10069498.60  | 0.13%             | 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        |   7351745 | PA      | $7129526.23   | 0.10%             | 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        |    968253 | PA      | $872183.25    | 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        |  10403119 | PA      | $7710113.68   | 0.10%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE S.A.                                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11350000 | PA      | $11879350.04  | 0.16%             | 2036-01-14      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7556566 | PA      | $7329697.98   | 0.10%             | 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      | $5130793.80   | 0.07%             | 2028-08-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   9250000 | PA      | $9041624.33   | 0.12%             | 2086-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Development Association                                       | International Development Association                                       | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   2375000 | PA      | $2401560.17   | 0.03%             | 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        |   4962076 | PA      | $4100527.01   | 0.05%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Henry J Kaiser Family Foundation/CA                                         | Henry J Kaiser Family Foundation                                            | CUSIP: 426767AC3<br>LEI: 4CMPMZ2TOE77XRTFWV21 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3964144.96   | 0.05%             | 2030-12-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                                              | Freddie Mac Multiclass Certificates Series                                  | CUSIP: 3137H2NN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1283598 | PA      | $1192210.73   | 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        |    392841 | PA      | $400642.44    | 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        |   1763000 | PA      | $1709522.11   | 0.02%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                       | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2142432 | PA      | $2025115.95   | 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      | $992203.50    | 0.01%             | 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        |     89922 | PA      | $85018.31     | 0.00%             | 2040-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                 | United States Treasury Bill                                                 | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4989922.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26022749 | PA      | $25790971.51  | 0.35%             | 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      | $4927700.00   | 0.07%             | 2028-03-31      | Fixed         | 0.00%                 | No            |                  3 | 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      | $878680.90    | 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      | $3330830.97   | 0.04%             | 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        |   3536730 | PA      | $2922659.39   | 0.04%             | 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        |  27759514 | PA      | $27507989.84  | 0.37%             | 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      | $1551800.71   | 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      | $4080070.38   | 0.05%             | 2028-10-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                    | Public Finance Authority                                                    | CUSIP: 74443DMA6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2406362 | PA      | $2426348.72   | 0.03%             | 2031-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                          | Ginnie Mae II Pool                                                          | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     57903 | PA      | $58970.38     | 0.00%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                    | Automatic Data Processing, Inc                                              | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |  12875000 | PA      | $11309410.56  | 0.15%             | 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      | $6694706.54   | 0.09%             | 2032-02-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG.                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3375000 | PA      | $3801056.63   | 0.05%             | 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       |  18000000 | PA      | $17274582.00  | 0.23%             | 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        |   1085954 | PA      | $870528.85    | 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        |    546400 | PA      | $516168.26    | 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      | $7700437.88   | 0.10%             | 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        |  15420533 | PA      | $14572196.47  | 0.20%             | 2052-07-01      | Fixed         | 4.00%                 | 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        |   1124215 | PA      | $1108439.02   | 0.01%             | 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      | $1345735.20   | 0.02%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                            | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15125000 | PA      | $15263571.17  | 0.20%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13780000 | PA      | $14161066.61  | 0.19%             | 2042-05-25      | Variable      | 8.21%                 | 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      | $19154223.59  | 0.26%             | 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      | $9050258.79   | 0.12%             | 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        |   9536035 | PA      | $6950106.47   | 0.09%             | 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        |    505114 | PA      | $488139.47    | 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      | $2034735.00   | 0.03%             | 2053-12-15      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF NEW MEXICO NM                                                       | University of New Mexico                                                    | CUSIP: 914692X60<br>LEI: 549300WZXG6PIBC7KB43 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1831405.31   | 0.02%             | 2032-06-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                      | Iowa Finance Authority                                                      | CUSIP: 46246JNP6<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    400000 | PA      | $403517.40    | 0.01%             | 2027-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DETROIT MI                                                                  | City of Detroit MI                                                          | CUSIP: 2510935L0<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    745000 | PA      | $745000.00    | 0.01%             | 2026-04-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                               | Totalenergies Capital USA LLC                                               | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   7875000 | PA      | $7795268.07   | 0.10%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                         | JPMorgan Chase & Co                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6575000 | PA      | $6658543.92   | 0.09%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM Mortgage Trust                                                         | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $929977.00    | 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        |   2046774 | PA      | $372316.23    | 0.00%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM Mortgage Trust                                                         | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3591620.28   | 0.05%             | 2040-08-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                           | HSBC Holdings plc                                                           | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4650000 | PA      | $4655156.66   | 0.06%             | 2036-09-10      | Fixed         | 5.74%                 | 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        |     46239 | PA      | $43430.22     | 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        |   4717349 | PA      | $4331893.82   | 0.06%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 235512000 | PA      | $235861589.30 | 3.16%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                            | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14543000 | PA      | $10075004.14  | 0.14%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                         | Ford Foundation                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2357722.24   | 0.03%             | 2050-06-01      | Fixed         | 2.42%                 | 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      | $4499937.27   | 0.06%             | 2042-04-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                                                             | Renew                                                                       | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    519374 | PA      | $484288.83    | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                               | CAD260408                                                                   | CUSIP: CAD260408<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $39764.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 42770XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800899 | PA      | $759550.81    | 0.01%             | 2042-09-20      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                            | Skandinaviska Enskilda Banken AB                                            | CUSIP: 830505BP7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   7150000 | PA      | $7143922.50   | 0.10%             | 2029-03-12      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                      | ConocoPhillips Co                                                           | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4321271.74   | 0.06%             | 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        |   1839715 | PA      | $1521393.16   | 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      | $2463599.76   | 0.03%             | 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        |   2375287 | PA      | $2285281.65   | 0.03%             | 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      | $8039958.80   | 0.11%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-1                       | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 617956AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    857000 | PA      | $849869.50    | 0.01%             | 2056-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                            | Minnesota Housing Finance Agency                                            | CUSIP: 60416UGK5<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   4975000 | PA      | $4987004.18   | 0.07%             | 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        |   8168770 | PA      | $8355679.30   | 0.11%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR Securitized Participation Interests Trust                 | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     22062 | PA      | $21606.51     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                | Comcast Corp                                                                | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11880840.72  | 0.16%             | 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        |    738795 | PA      | $718414.06    | 0.01%             | 2042-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                               | AIB Group plc                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4950000 | PA      | $5039004.17   | 0.07%             | 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      | $1751845.29   | 0.02%             | 2035-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Capital Impact Partners                                                     | Capital Impact Partners                                                     | CUSIP: 140192AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11075000 | PA      | $11211385.86  | 0.15%             | 2030-08-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                         | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868KM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1775000 | PA      | $1765581.50   | 0.02%             | 2032-11-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9636 | PA      | $9013.64      | 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      | $2745521.10   | 0.04%             | 2050-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                      | City of Los Angeles CA                                                      | CUSIP: 544351TE9<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $6967242.75   | 0.09%             | 2045-09-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Thirax 1 LLC                                                                | Thirax  LLC                                                                 | CUSIP: 88410XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6057997 | PA      | $5437059.04   | 0.07%             | 2033-03-07      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                      | Asian Development Bank                                                      | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |  12694000 | PA      | $12488982.13  | 0.17%             | 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        |    916847 | PA      | $754974.86    | 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      | $3217498.56   | 0.04%             | 2037-06-15      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VII Pte Ltd                                                       | WLB Asset VII Pte Ltd                                                       | CUSIP: YM4883695<br>LEI: 254900606PGU4UDQPS56 | Long             | DBT              | CORP              | MU        |   4292000 | PA      | $4281686.58   | 0.06%             | 2029-07-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10075000 | PA      | $10181784.93  | 0.14%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                     | Procter & Gamble Co                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5072739.34   | 0.07%             | 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      | $4770278.14   | 0.06%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                           | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    435338 | PA      | $42860.82     | 0.00%             | 2043-09-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24062000 | PA      | $24227426.25  | 0.32%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-3                                                  | RCKT Mortgage Trust                                                         | CUSIP: 74938DCB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1876421 | PA      | $1496067.84   | 0.02%             | 2051-07-25      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                       | Unilever Capital Corp                                                       | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5419702.09   | 0.07%             | 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        |   2193452 | PA      | $1942766.86   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                  | International Finance Corp                                                  | CUSIP: 45950KDM9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |  17100000 | PA      | $17120126.87  | 0.23%             | 2027-07-30      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                              | Eli Lilly & Co                                                              | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2319773.20   | 0.03%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                             | Inter-American Development Bank                                             | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2004776.80   | 0.03%             | 2027-10-04      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2969425 | PA      | $2793044.83   | 0.04%             | 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        |   6400000 | PA      | $6491622.40   | 0.09%             | 2042-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                      | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183100 | PA      | $1015430.53   | 0.01%             | 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        |  13665965 | PA      | $13538324.89  | 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        |  11144000 | PA      | $10006784.07  | 0.13%             | 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        |  13927927 | PA      | $13806736.82  | 0.19%             | 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      | $12208723.76  | 0.16%             | 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        |   7871120 | PA      | $6407882.00   | 0.09%             | 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      | $10301433.03  | 0.14%             | 2034-09-05      | Fixed         | 4.25%                 | 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      | $2128826.86   | 0.03%             | 2067-10-25      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95004NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1693138.12   | 0.02%             | 2042-08-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                            | Freddie Mac Pool                                                            | CUSIP: 3132XEE80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5744666 | PA      | $5110884.62   | 0.07%             | 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        |   1625426 | PA      | $1512709.92   | 0.02%             | 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        |  13000000 | PA      | $13284640.59  | 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        |   7496858 | PA      | $7431240.80   | 0.10%             | 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      | $13043454.38  | 0.17%             | 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      | $12431095.63  | 0.17%             | 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      | $10248832.41  | 0.14%             | 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        |      2154 | PA      | $2149.21      | 0.00%             | 2036-07-25      | Variable      | 3.45%                 | 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        |   3350972 | PA      | $2778629.51   | 0.04%             | 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      | $1969107.98   | 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      | $11130146.50  | 0.15%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Preservation Of Affordable Housing Inc                                      | Preservation Of Affordable Housing, Inc                                     | CUSIP: 74082LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3151058.30   | 0.04%             | 2036-06-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                              | BBCMS Trust                                                                 | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3052802.35   | 0.04%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| African Development Bank                                                    | African Development Bank                                                    | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   6100000 | PA      | $6022685.43   | 0.08%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                   | Apple, Inc                                                                  | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14838155.10  | 0.20%             | 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        |      8802 | PA      | $8197.12      | 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      | $4440524.82   | 0.06%             | 2043-11-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139353 | PA      | $137307.56    | 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        |    566502 | PA      | $490206.08    | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                    | Principal Life Global Funding II                                            | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8406161.28   | 0.11%             | 2026-08-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                  | RCKT Mortgage Trust                                                         | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    887882 | PA      | $748172.29    | 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        |   8653000 | PA      | $8981625.36   | 0.12%             | 2042-06-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust                                                      | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169701 | PA      | $161589.05    | 0.00%             | 2047-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-5                                                  | RCKT Mortgage Trust                                                         | CUSIP: 749384BW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4658028 | PA      | $3749879.89   | 0.05%             | 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       |  14820000 | PA      | $14434817.83  | 0.19%             | 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        |  18645115 | PA      | $16660555.56  | 0.22%             | 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        |   5444712 | PA      | $4616918.77   | 0.06%             | 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      | $4848211.56   | 0.06%             | 2042-07-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4014197 | PA      | $3317225.25   | 0.04%             | 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      | $3628118.80   | 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      | $83735008.18  | 1.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                           | Travelers Cos, Inc                                                          | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $1562399.88   | 0.02%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| THIRAX 2 LLC                                                                | Thirax 2 LLC                                                                | CUSIP: 88411JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2787661 | PA      | $2550503.77   | 0.03%             | 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        |   2390438 | PA      | $2025132.42   | 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      | $9462319.28   | 0.13%             | 2039-07-10      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                              | Nederlandse Waterschapsbank NV                                              | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  10250000 | PA      | $10433641.97  | 0.14%             | 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       |  15666000 | PA      | $15703124.50  | 0.21%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia II Issuer LLC                                                | Sunnova Hestia II Issuer LLC                                                | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275164 | PA      | $1235423.52   | 0.02%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                       | MidAmerican Energy Co                                                       | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   6875000 | PA      | $6806372.44   | 0.09%             | 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      | $15264941.68  | 0.20%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2009599.38   | 0.03%             | 2027-08-16      | Variable      | 4.28%                 | 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      | $3842739.05   | 0.05%             | 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        |   2593216 | PA      | $2185128.45   | 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        |   2793394 | PA      | $2242016.65   | 0.03%             | 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        |  84261790 | PA      | $84884224.75  | 1.14%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital Impact Partners                                                     | Capital Impact Partners                                                     | CUSIP: 140192AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15800000 | PA      | $16556443.49  | 0.22%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                              | Fannie Mae-Aces                                                             | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8250000 | PA      | $7311626.03   | 0.10%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                          | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4859392 | PA      | $4420575.94   | 0.06%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                       | CUSIP: 31335BQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    484027 | PA      | $489773.94    | 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        |   4533439 | PA      | $4039433.40   | 0.05%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                             | Fannie Mae Pool                                                             | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46505696 | PA      | $46747399.87  | 0.63%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                             | Sage AR Funding                                                             | CUSIP: BCC3LCBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   2430538 | PA      | $3213654.58   | 0.04%             | 2037-05-17      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |   5029000 | PA      | $5186988.55   | 0.07%             | 2042-07-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                     | Brazilian Government International Bond                                     | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  17375000 | PA      | $17055300.00  | 0.23%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                        | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $11468115.89  | 0.15%             | 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        |   1889733 | PA      | $1436893.77   | 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        |   3692708 | PA      | $3296169.17   | 0.04%             | 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      | $4175726.86   | 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        |      1644 | PA      | $1639.05      | 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        |   1977879 | PA      | $1920506.18   | 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        |   3709959 | PA      | $3405019.12   | 0.05%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                             | Fannie Mae Pool                                                             | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23823056 | PA      | $24406641.90  | 0.33%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  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        |   2532573 | PA      | $2199516.73   | 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      | $6148474.20   | 0.08%             | 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        |   2540964 | PA      | $1967404.53   | 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      | $3954043.72   | 0.05%             | 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        |  27056165 | PA      | $24178295.99  | 0.32%             | 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      | $125989.13    | 0.00%             | 2042-04-15      | Variable      | 0.28%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                  | SYSCO Corp                                                                  | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  10625000 | PA      | $10924350.56  | 0.15%             | 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      | $6872500.83   | 0.09%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                              | Smurfit Westrock Financing DAC                                              | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |  10500000 | PA      | $10330740.53  | 0.14%             | 2036-01-15      | Fixed         | 5.18%                 | 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      | $3215212.70   | 0.04%             | 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        |   4984372 | PA      | $3508638.45   | 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        |   1989020 | PA      | $1751534.02   | 0.02%             | 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      | $5577468.61   | 0.07%             | 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        |  19086353 | PA      | $18020187.57  | 0.24%             | 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        |   5950000 | PA      | $5961673.72   | 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      | $9840212.10   | 0.13%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                          | RWE Finance US LLC                                                          | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3747244.21   | 0.05%             | 2034-04-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                  | RCKT Mortgage Trust                                                         | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1321140 | PA      | $1071500.38   | 0.01%             | 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        |  11246881 | PA      | $11218866.97  | 0.15%             | 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      | $3063086.52   | 0.04%             | 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        |   2497639 | PA      | $2146704.61   | 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        |    437399 | PA      | $387740.88    | 0.01%             | 2050-05-25      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                         | OMERS Finance Trust                                                         | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   3825000 | PA      | $2982758.56   | 0.04%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032733 | PA      | $872340.75    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | 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      | $1881347.65   | 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      | $4796791.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2097426 | PA      | $1716363.94   | 0.02%             | 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        |   1390000 | PA      | $1415937.68   | 0.02%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                                                | Constellation Renewables, LLC, Term Loan                                    | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   6126064 | PA      | $6138836.97   | 0.08%             | 2027-12-15      | Variable      | 5.67%                 | 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      | $2700480.43   | 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      | $2331120.00   | 0.03%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 42771XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900770 | PA      | $847641.65    | 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        |  15399009 | PA      | $13757453.00  | 0.18%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                         | Southern California Edison Co                                               | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $685382.70    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG.                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4050000 | PA      | $4316592.14   | 0.06%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                      | International Development Association                                       | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   3650000 | PA      | $3641797.25   | 0.05%             | 2026-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX Trust                                                                   | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3929932 | PA      | $3247590.73   | 0.04%             | 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        |     37436 | PA      | $34898.90     | 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        |   3459968 | PA      | $660098.32    | 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      | $4687133.13   | 0.06%             | 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        |    193121 | PA      | $197072.00    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                         | California State Public Works Board                                         | CUSIP: 13068XRS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $329504.14    | 0.00%             | 2026-11-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                    | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   3757128 | PA      | $288361.87    | 0.00%             | 2053-05-20      | Variable      | 3.28%                 | 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      | $1932829.90   | 0.03%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                     | NYC Commercial Mortgage Trust                                               | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9135000 | PA      | $9090181.86   | 0.12%             | 2042-07-13      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                               | ZF North America Capital, Inc                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4910091.26   | 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        |  14241992 | PA      | $14290900.04  | 0.19%             | 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      | $4024546.50   | 0.05%             | 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        |  13889602 | PA      | $100881.57    | 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        |      9613 | PA      | $9511.41      | 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        |   9562953 | PA      | $1307878.24   | 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        |   1149976 | PA      | $1095672.15   | 0.01%             | 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        |    103548 | PA      | $102678.54    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                             | Inter-American Development Bank                                             | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   1653000 | PA      | $1653165.30   | 0.02%             | 2026-09-16      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                            | CUSIP: 3132XEDU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6739652 | PA      | $6166097.68   | 0.08%             | 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      | $4476513.30   | 0.06%             | 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        |   7478356 | PA      | $1455072.00   | 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      | $616415.26    | 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      | $177935.84    | 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      | $2454145.18   | 0.03%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                     | Duke Energy Florida LLC                                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5358734.76   | 0.07%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                            | CUSIP: 3132WVAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5069494 | PA      | $4585051.45   | 0.06%             | 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        |      9694 | PA      | $8855.73      | 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      | $9804657.40   | 0.13%             | 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        |     58760 | PA      | $58115.41     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | 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      | $396117.86    | 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        |   4475000 | PA      | $4617503.69   | 0.06%             | 2042-09-25      | Variable      | 7.36%                 | 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        |   3434876 | PA      | $2952756.89   | 0.04%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM2                                      | Imperial Fund Mortgage Trust                                                | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2587206 | PA      | $2470238.80   | 0.03%             | 2067-03-25      | Fixed         | 4.64%                 | 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        |   4335033 | PA      | $4365080.74   | 0.06%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AES Corp/The                                                                | AES Corp                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991918.10    | 0.01%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | City of New York NY                                                         | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $2991693.44   | 0.04%             | 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        |   8539055 | PA      | $7318432.85   | 0.10%             | 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      | $369477.83    | 0.00%             | 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        |  11623421 | PA      | $11187452.26  | 0.15%             | 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        |  16335369 | PA      | $212938.07    | 0.00%             | 2051-03-27      | Variable      | 0.23%                 | 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      | $646623.03    | 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      | $3892269.20   | 0.05%             | 2043-07-25      | Variable      | 6.36%                 | 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      | $964424.39    | 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        |   2373981 | PA      | $2246671.99   | 0.03%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                                                       | BB Blue Financing DAC                                                       | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |   2992325 | PA      | $2906177.22   | 0.04%             | 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      | $3944975.40   | 0.05%             | 2041-12-10      | Variable      | 2.94%                 | 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        |   4244979 | PA      | $2996395.90   | 0.04%             | 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      | $5084307.53   | 0.07%             | 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        |    390000 | PA      | $391438.57    | 0.01%             | 2027-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6725000 | PA      | $6715198.92   | 0.09%             | N/A             | Fixed         | 7.00%                 | 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      | $10621268.84  | 0.14%             | 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      | $6436782.42   | 0.09%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                              | Starbucks Corp                                                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   8510000 | PA      | $8477792.88   | 0.11%             | 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      | $3890671.85   | 0.05%             | 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        |    904419 | PA      | $851027.97    | 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        |    747673 | PA      | $676262.52    | 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        |   5825647 | PA      | $5506143.26   | 0.07%             | 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        |   2592506 | PA      | $2332469.80   | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COS INC                                                              | Lowe's Cos, Inc                                                             | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4062267.57   | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                              | Eli Lilly & Co                                                              | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2406398.99   | 0.03%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                     | Flagstar Mortgage Trust                                                     | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3273005 | PA      | $2706766.41   | 0.04%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                   | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1500433.90   | 0.02%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                              | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2857781 | PA      | $2363305.78   | 0.03%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36920215 | PA      | $35777583.73  | 0.48%             | 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      | $5002354.35   | 0.07%             | 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        |   1926912 | PA      | $1699402.64   | 0.02%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                      | Emirates NBD Bank PJSC                                                      | CUSIP: DC6977995<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |   7000000 | PA      | $6871036.90   | 0.09%             | 2031-01-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147849 | PA      | $137273.42    | 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        |    580189 | PA      | $573360.99    | 0.01%             | 2044-12-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                             | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2226541 | PA      | $1813767.39   | 0.02%             | 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        |  16994116 | PA      | $16083366.97  | 0.22%             | 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      | $5787761.52   | 0.08%             | 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        |   1362110 | PA      | $1270988.94   | 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      | $4173955.31   | 0.06%             | 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        |    424238 | PA      | $417291.37    | 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        |   7889012 | PA      | $7479930.22   | 0.10%             | 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        |   5576699 | PA      | $4496172.80   | 0.06%             | 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        |   3571908 | PA      | $3638524.49   | 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        |    174935 | PA      | $176797.08    | 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        |  15200210 | PA      | $12114644.89  | 0.16%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                     | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |    380000 | PA      | $393125.28    | 0.01%             | 2043-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                      | Atlantic City Electric Co                                                   | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4053878.82   | 0.05%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-MED1                                            | Sequoia Mortgage Trust                                                      | CUSIP: 816940AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    555000 | PA      | $545456.61    | 0.01%             | 2056-04-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18859884 | PA      | $19234761.91  | 0.26%             | 2042-03-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                           | Fannie Mae REMICS                                                           | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3345747 | PA      | $2990398.59   | 0.04%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                      | City of Los Angeles CA                                                      | CUSIP: 544351SG5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   3900000 | PA      | $3543495.54   | 0.05%             | 2038-09-01      | Fixed         | 3.88%                 | 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      | $861429.99    | 0.01%             | 2034-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3761235 | PA      | $3096262.49   | 0.04%             | 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        |   4368080 | PA      | $3798134.79   | 0.05%             | 2038-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                          | RWE Finance US LLC                                                          | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4861023.45   | 0.07%             | 2035-09-18      | Fixed         | 5.12%                 | Yes           |                  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      | $718581.50    | 0.01%             | 2031-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                             | Santander UK Group Holdings plc                                             | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6100000 | PA      | $5890549.67   | 0.08%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                 | Swedbank AB                                                                 | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  13875000 | PA      | $13929797.37  | 0.19%             | 2031-03-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                            | Freddie Mac Pool                                                            | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174304 | PA      | $168981.78    | 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      | $997556.95    | 0.01%             | 2041-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| International Development Association                                       | International Development Association                                       | CUSIP: 45939FAB3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   5375000 | PA      | $5286322.61   | 0.07%             | 2032-09-17      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                    | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2095840 | PA      | $1876015.74   | 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      | $7534729.96   | 0.10%             | 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      | $3936306.13   | 0.05%             | 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      | $657565.57    | 0.01%             | 2030-09-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                               | NYC Commercial Mortgage Trust                                               | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3075000 | PA      | $3081296.06   | 0.04%             | 2040-10-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                    | Northern States Power Co                                                    | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $4783220.69   | 0.06%             | 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        |     12929 | PA      | $12929.69     | 0.00%             | 2036-02-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                               | M&T Bank Corp                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   7170000 | PA      | $7203522.40   | 0.10%             | 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        |   1771393 | PA      | $1464893.11   | 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        |    140756 | PA      | $130804.10    | 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      | $4913084.00   | 0.07%             | 2064-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                   | Toronto-Dominion Bank                                                       | CUSIP: ZK8284158<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4005284.76   | 0.05%             | 2026-06-05      | Fixed         | 4.70%                 | 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      | $2408034.00   | 0.03%             | 2053-02-15      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                             | Fannie Mae Pool                                                             | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24264301 | PA      | $22273788.69  | 0.30%             | 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      | $6948453.82   | 0.09%             | 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        |   7150000 | PA      | $7186572.25   | 0.10%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                      | New York City Housing Development Corp                                      | CUSIP: 64972KMP7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2359889.27   | 0.03%             | 2030-02-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SAN JUAN CAPISTRANO CA                                                      | City of San Juan Capistrano CA                                              | CUSIP: 798339HE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1269411.36   | 0.02%             | 2040-08-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP                                               | New York City Housing Development Corp                                      | CUSIP: 64972EGM5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2173619.00   | 0.03%             | 2039-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                             | Fannie Mae Pool                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39782394 | PA      | $40003324.77  | 0.54%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEX Trust 2026-450                                                          | LEX Trust                                                                   | CUSIP: 501970AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1990213.00   | 0.03%             | 2043-03-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                    | European Investment Bank                                                    | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |  10500000 | PA      | $9731205.33   | 0.13%             | 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      | $4943778.25   | 0.07%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                              | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3663616.94   | 0.05%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44900 | PA      | $40900.82     | 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        |   3755230 | PA      | $3564237.36   | 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        |     92429 | PA      | $91474.24     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                          | City of Oakland CA                                                          | CUSIP: 672240ZH4<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |    755000 | PA      | $755228.01    | 0.01%             | 2027-07-15      | Fixed         | 4.00%                 | 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      | $1688010.19   | 0.02%             | 2043-04-25      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                    | United States International Development Finance Corp                        | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   3008263 | PA      | $2884249.91   | 0.04%             | 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      | $3722674.68   | 0.05%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                   | Export Development Canada                                                   | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  11250000 | PA      | $11231693.66  | 0.15%             | 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      | $877490.77    | 0.01%             | 2033-04-01      | Fixed         | 6.46%                 | 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      | $2086560.20   | 0.03%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                      | Chubb INA Holdings LLC                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $9698432.73   | 0.13%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-12                                             | Flagstar Mortgage Trust                                                     | CUSIP: 33853GBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2084928 | PA      | $1694528.64   | 0.02%             | 2051-11-25      | Variable      | 2.96%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Energy Corp                                                         | Sunnova Energy Corp                                                         | CUSIP: 867ESCAF2<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $3175.00      | 0.00%             | 2026-09-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                       | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     54871 | PA      | $55442.32     | 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      | $8354924.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CPT MORTGAGE TRUST                                                          | Century Plaza Towers                                                        | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $909504.70    | 0.01%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2023-1                                                                 | EFMT                                                                        | CUSIP: 26844QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3065000 | PA      | $3058492.09   | 0.04%             | 2068-02-25      | Variable      | 6.64%                 | 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      | $4601228.50   | 0.06%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92468 | PA      | $95227.59     | 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      | $4941829.25   | 0.07%             | 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%             | 2026-09-17      | 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      | $1977950.20   | 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        |   1606552 | PA      | $1609727.73   | 0.02%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7551902 | PA      | $7481150.88   | 0.10%             | 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      | $479987.45    | 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        |   2135000 | PA      | $2135146.46   | 0.03%             | 2039-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9731919 | PA      | $68894.20     | 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      | $8212963.25   | 0.11%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                 | United States Treasury Bill                                                 | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1124000 | PA      | $1122526.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                    | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2769426 | PA      | $3027854.20   | 0.04%             | 2053-08-20      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                                           | USAA Capital Corp                                                           | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  12837000 | PA      | $11711702.80  | 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        |   2135681 | PA      | $2048889.37   | 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        |   4056205 | PA      | $3437630.04   | 0.05%             | 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        |    638264 | PA      | $598916.05    | 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      |
| Banco Santander SA                                                          | Banco Santander S.A.                                                        | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  13400000 | PA      | $13063388.11  | 0.18%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| THE NHP FOUNDATION                                                          | NHP Foundation                                                              | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1982712.48   | 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        |    105618 | PA      | $101608.51    | 0.00%             | 2034-09-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                    | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8536163 | PA      | $8316500.76   | 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        |   1177061 | PA      | $1112061.42   | 0.01%             | 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      | $1104255.30   | 0.01%             | 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        |    974355 | PA      | $895348.41    | 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        |  16064286 | PA      | $15973924.59  | 0.21%             | 2029-05-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                       | Norfolk Southern Corp                                                       | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5369286.84   | 0.07%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: BY3255019<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   3300000 | PA      | $3315838.98   | 0.04%             | 2027-08-16      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                           | Fannie Mae REMICS                                                           | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   9625830 | PA      | $7482931.60   | 0.10%             | 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        |    873118 | PA      | $719843.13    | 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      | $2093323.64   | 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      | $6349400.84   | 0.09%             | 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      | $3217847.12   | 0.04%             | 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        |    124111 | PA      | $111878.32    | 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        |   3697500 | PA      | $3701199.50   | 0.05%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                 | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   8300000 | PA      | $8256895.78   | 0.11%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1365137 | PA      | $1280774.59   | 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        |  18400000 | PA      | $10257745.34  | 0.14%             | 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        |  10083000 | PA      | $10067972.40  | 0.13%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                     | International Bank for Reconstruction & Development                         | CUSIP: 45905UWL4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   2900000 | PA      | $2398314.85   | 0.03%             | 2036-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                            | Zions Bancorp NA                                                            | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12140933.11  | 0.16%             | 2028-08-18      | Fixed         | 4.70%                 | 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      | $1026884.69   | 0.01%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442221 | PA      | $429001.31    | 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        |  18415000 | PA      | $17571753.58  | 0.24%             | 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      | $7048419.11   | 0.09%             | 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        |   1336557 | PA      | $1315947.52   | 0.02%             | 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      | $1825878.90   | 0.02%             | 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      | $10246107.20  | 0.14%             | 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        |    153797 | PA      | $151920.15    | 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        |   8643822 | PA      | $5992892.09   | 0.08%             | 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        |   2433355 | PA      | $2093608.96   | 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        |   1538000 | PA      | $1571629.45   | 0.02%             | 2042-05-25      | Variable      | 7.01%                 | 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      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| City & County of San Francisco CA                                           | City & County of San Francisco CA                                           | CUSIP: 79773KSJ4<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   5750000 | PA      | $5748357.80   | 0.08%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PORT LIONS AK REVENUE                                                       | City of Port Lions AK                                                       | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3025000 | PA      | $3147710.03   | 0.04%             | 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        |   4119388 | PA      | $2988684.86   | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                            | Puget Energy, Inc                                                           | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |  14800000 | PA      | $14687230.66  | 0.20%             | 2056-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124046 | PA      | $122349.67    | 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      | $9668737.40   | 0.13%             | 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      | $7334958.55   | 0.10%             |  |  |  | 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      | $11680561.69  | 0.16%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                         | Southern California Edison Co                                               | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3271914.95   | 0.04%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust                                                    | CUSIP: 034952AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1665000 | PA      | $1652383.80   | 0.02%             | 2070-10-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp                                                        | Protective Life Corp                                                        | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4778513.83   | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                            | Freddie Mac Pool                                                            | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21953164 | PA      | $21736952.15  | 0.29%             | 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      | $1413527.99   | 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        |   3311110 | PA      | $2743501.54   | 0.04%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2025-1                                              | Mosaic Solar Loan Trust                                                     | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731442 | PA      | $721979.96    | 0.01%             | 2050-08-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                                              | California Health Facilities Financing Authority                            | CUSIP: 13032UVM7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1370655.90   | 0.02%             | 2034-06-01      | Fixed         | 3.03%                 | 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        |    839757 | PA      | $755435.47    | 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      | $4229178.95   | 0.06%             | 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      | $12942812.50  | 0.17%             | 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      | $4715259.16   | 0.06%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                    | Air Products and Chemicals, Inc                                             | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10578688.89  | 0.14%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                            | Puget Energy, Inc                                                           | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9011807.19   | 0.12%             | 2056-09-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                 | Goldman Sachs Group, Inc                                                    | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8386010.78   | 0.11%             | 2047-01-21      | Fixed         | 5.54%                 | 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        |   2991933 | PA      | $2857195.06   | 0.04%             | 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      | $9660632.46   | 0.13%             | 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      | $3548347.91   | 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        |  38961984 | PA      | $39285506.72  | 0.53%             | 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      | $2057723.77   | 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        |   1718316 | PA      | $1629222.94   | 0.02%             | 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      | $7616824.38   | 0.10%             | 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        |     58803 | PA      | $57117.06     | 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        |   6282000 | PA      | $5713229.73   | 0.08%             | 2037-01-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                          | Freddie Mac REMICS                                                          | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4650699 | PA      | $4406223.70   | 0.06%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                         | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   6086000 | PA      | $5294526.53   | 0.07%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                           | EOG Resources, Inc                                                          | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3648820.48   | 0.05%             | 2031-01-15      | Fixed         | 4.40%                 | 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        |   9872584 | PA      | $7898125.14   | 0.11%             | 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        |   2745702 | PA      | $2254860.08   | 0.03%             | 2052-04-25      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                                                       | Tote Shipholdings LLC                                                       | CUSIP: 89156HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2124000 | PA      | $1900817.73   | 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        |     57257 | PA      | $54247.67     | 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        |   9257477 | PA      | $8894994.06   | 0.12%             | 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        |   2757192 | PA      | $1662340.14   | 0.02%             | 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        |   1534888 | PA      | $1366795.86   | 0.02%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                            | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $11975659.08  | 0.16%             | 2027-12-15      | Fixed         | 4.10%                 | 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      | $2492154.70   | 0.03%             | 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       |   8325000 | PA      | $8321912.92   | 0.11%             | 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        |   1848000 | PA      | $1756575.69   | 0.02%             | 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        |   3821369 | PA      | $3294790.38   | 0.04%             | 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      | $625000.00    | 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      | $13656582.39  | 0.18%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400176 | PA      | $2064583.03   | 0.03%             | 2053-01-25      | Variable      | 3.00%                 | 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        |   1500000 | PA      | $1362980.85   | 0.02%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                                       | Freddie Mac Multifamily ML Certificates                                     | CUSIP: 30318LAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  37721040 | PA      | $3741927.13   | 0.05%             | 2037-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                  | Province of Ontario Canada                                                  | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5450000 | PA      | $5575341.23   | 0.07%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                         | International Bank for Reconstruction & Development                         | CUSIP: 459058MA8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  22800000 | PA      | $22616916.00  | 0.30%             | 2032-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917285 | PA      | $861045.61    | 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      | $4042731.60   | 0.05%             | 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      | $12427857.50  | 0.17%             | 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        |  36380566 | PA      | $33641950.88  | 0.45%             | 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        |    423987 | PA      | $398221.76    | 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      | $1706546.61   | 0.02%             | 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      | $7838139.98   | 0.11%             | 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        |   3415044 | PA      | $2836842.93   | 0.04%             | 2038-07-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                        | CUSIP: 780082AQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10057105.70  | 0.13%             | 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      | $5479655.40   | 0.07%             | 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        |   5504052 | PA      | $1016679.92   | 0.01%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                   | Magellan Midstream Partners LP                                              | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1771490.75   | 0.02%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                              | Air Lease Corp                                                              | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $8954961.53   | 0.12%             | 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      | $6119072.34   | 0.08%             | 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      | $3813624.00   | 0.05%             | 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      | $9323156.95   | 0.12%             | 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      | $1451489.55   | 0.02%             | 2039-07-11      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                             | Inter-American Development Bank                                             | CUSIP: YJ9986359<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $3918080.00   | 0.05%             | 2030-11-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                               | ZF North America Capital, Inc                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2292324.78   | 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      | $4893270.82   | 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        |   5729526 | PA      | $5688497.01   | 0.08%             | 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        |   3482359 | PA      | $590355.93    | 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        |   2684470 | PA      | $2144416.83   | 0.03%             | 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        |   5450000 | PA      | $5517263.90   | 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      | $14650546.22  | 0.20%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sunrun Neptune Issuer 2024-1 LLC                                            | Sunrun Neptune Issuer LLC                                                   | CUSIP: 86773CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888049 | PA      | $887657.71    | 0.01%             | 2055-02-01      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                                                        | Texas Water Development Board                                               | CUSIP: 882854S78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $6795827.25   | 0.09%             | 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      | $6959470.77   | 0.09%             | 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        |   1614947 | PA      | $1389468.38   | 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      | $767491.95    | 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      | $4635051.20   | 0.06%             | 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        |   7197339 | PA      | $6979788.07   | 0.09%             | 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        |   3188895 | PA      | $2670399.82   | 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        |    699418 | PA      | $704314.36    | 0.01%             | 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      | $9649851.35   | 0.13%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7301899 | PA      | $7235737.42   | 0.10%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947718 | PA      | $919406.97    | 0.01%             | 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        |  28891370 | PA      | $26756718.57  | 0.36%             | 2052-04-20      | Fixed         | 3.50%                 | 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        |    645000 | PA      | $631180.55    | 0.01%             | 2027-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPRTN DEV CORP RE                                              | New York Transportation Development Corp                                    | CUSIP: 65012EAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2513228.75   | 0.03%             | 2051-06-30      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                               | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2496947 | PA      | $2411894.95   | 0.03%             | 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        |  13250000 | PA      | $11890020.40  | 0.16%             | 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        |     48082 | PA      | $45147.72     | 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        |   3253382 | PA      | $3177563.33   | 0.04%             | 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      | $11421545.54  | 0.15%             | 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      | $2697748.54   | 0.04%             | 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      | $2641384.86   | 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        |   6322315 | PA      | $6244768.03   | 0.08%             | 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        |   5207323 | PA      | $5284643.16   | 0.07%             | 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        |  11652327 | PA      | $10497750.41  | 0.14%             | 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        |     39587 | PA      | $36544.15     | 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        |   7746957 | PA      | $7787887.00   | 0.10%             | 2048-10-01      | Fixed         | 4.50%                 | 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        |   1783673 | PA      | $1758963.05   | 0.02%             | 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      | $8055984.48   | 0.11%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |   1455616 | PA      | $1327088.65   | 0.02%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| City of Oakland CA                                                          | City of Oakland CA                                                          | CUSIP: 672240ZP6<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1212468.60   | 0.02%             | 2033-07-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                            | Freddie Mac Pool                                                            | CUSIP: 3132WWZ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3108998 | PA      | $2643859.36   | 0.04%             | 2038-07-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95004NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1175000 | PA      | $1169464.58   | 0.02%             | 2042-08-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                           | HSBC Holdings plc                                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10050000 | PA      | $10191554.75  | 0.14%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                    | Arizona Industrial Development Authority                                    | CUSIP: 04052AEN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3024897.60   | 0.04%             | 2031-10-01      | Fixed         | 4.94%                 | 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        |  13647337 | PA      | $11741208.28  | 0.16%             | 2054-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                       | Nederlandse Waterschapsbank NV                                              | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |  12375000 | PA      | $12400951.98  | 0.17%             | 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      | $833556.32    | 0.01%             | 2031-01-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                    | Wynnton Funding Trust II                                                    | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9190604.29   | 0.12%             | 2055-08-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                          | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |  12484033 | PA      | $2092185.44   | 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      | $9114225.63   | 0.12%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| San Luis Obispo County Financing Authority                                  | San Luis Obispo County Financing Authority                                  | CUSIP: 798693BV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1386881.19   | 0.02%             | 2040-09-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                       | Travelers Cos, Inc                                                          | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004809.42   | 0.04%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                    | Export Development Canada                                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  13050000 | PA      | $13054487.37  | 0.17%             | 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        |   3175710 | PA      | $2981516.28   | 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      | $6828488.31   | 0.09%             | 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      | $20865407.58  | 0.28%             | 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        |   3954353 | PA      | $3528434.10   | 0.05%             | 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      | $6796189.82   | 0.09%             | 2043-05-25      | Variable      | 7.16%                 | 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      | $1810844.88   | 0.02%             | 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        |  17425000 | PA      | $17993401.41  | 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        |   2440542 | PA      | $2019235.76   | 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      | $8726265.70   | 0.12%             | 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        |   7621987 | PA      | $7018484.11   | 0.09%             | 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      | $594832.00    | 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        |   4927444 | PA      | $4976386.42   | 0.07%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   4925000 | PA      | $4844487.04   | 0.06%             | 2036-01-14      | Fixed         | 4.12%                 | 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      | $6996279.52   | 0.09%             | 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       |   3580000 | PA      | $3549187.12   | 0.05%             | 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      | $399559.64    | 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      | $9419315.10   | 0.13%             | 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      | $6491700.85   | 0.09%             | 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        |    181521 | PA      | $178632.87    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                    | Arizona Industrial Development Authority                                    | CUSIP: 04052AER3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2552506.50   | 0.03%             | 2035-10-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1590333 | PA      | $1553818.01   | 0.02%             | 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        |   3670775 | PA      | $3590662.02   | 0.05%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                    | Equitable Financial Life Global Funding                                     | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3144023.97   | 0.04%             | 2026-07-12      | Fixed         | 1.30%                 | 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        |  24775000 | PA      | $24775000.00  | 0.33%             | 2029-02-01      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                                | Alphabet, Inc                                                               | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4836366.26   | 0.06%             | 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      | $1692331.65   | 0.02%             | 2040-08-10      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                             | Fannie Mae Pool                                                             | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    972106 | PA      | $977504.37    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                            | CUSIP: 3132WWZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1797966 | PA      | $1629407.82   | 0.02%             | 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        |   1591830 | PA      | $1315445.83   | 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      | $3834211.21   | 0.05%             | 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      | $1026365.23   | 0.01%             | 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      | $3086415.12   | 0.04%             | 2043-05-25      | Variable      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                     | Public Service Electric and Gas Co                                          | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2470349.28   | 0.03%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                             | GBP260408                                                                   | CUSIP: GBP260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $72468.52     | 0.00%             |  |  |  | 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        |   5750000 | PA      | $5888136.28   | 0.08%             | 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        |   8535139 | PA      | $8447252.77   | 0.11%             | 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      | $3357250.83   | 0.04%             | 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        |    730000 | PA      | $730000.00    | 0.01%             | 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        |   3565000 | PA      | $3715113.59   | 0.05%             | 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      | $11611369.06  | 0.16%             | 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        |   2067751 | PA      | $252399.43    | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-2                                              | Flagstar Mortgage Trust                                                     | CUSIP: 33851HBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1948487 | PA      | $1788613.16   | 0.02%             | 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        |    551038 | PA      | $476817.33    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                           | CDP Financial, Inc                                                          | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $9956351.50   | 0.13%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                             | Fannie Mae Pool                                                             | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4374017 | PA      | $3753008.59   | 0.05%             | 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      | $11672250.00  | 0.16%             | 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        |   5934750 | PA      | $5303730.17   | 0.07%             | 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        |  52243981 | PA      | $49515616.50  | 0.66%             | 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        |    783118 | PA      | $694779.11    | 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      | $10663781.25  | 0.14%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34462478 | PA      | $34171446.99  | 0.46%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                    | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5933278 | PA      | $1062046.74   | 0.01%             | 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        |    812681 | PA      | $669795.78    | 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        |   2185000 | PA      | $2190067.67   | 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      | $7288252.02   | 0.10%             | 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      | $4822313.58   | 0.06%             | 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        |   3800000 | PA      | $3250839.62   | 0.04%             | 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        |   6417391 | PA      | $5777838.67   | 0.08%             | 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      | $13998815.46  | 0.19%             | 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        |   5143006 | PA      | $3715754.17   | 0.05%             | 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        |   5500000 | PA      | $5622970.10   | 0.08%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                            | ABN AMRO Bank NV                                                            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   7082000 | PA      | $6703280.42   | 0.09%             | 2029-12-13      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                     | Flagstar Mortgage Trust                                                     | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5606 | PA      | $5268.23      | 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        |   3719728 | PA      | $3200192.09   | 0.04%             | 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      | $836605.48    | 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        |   2434229 | PA      | $2001023.99   | 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        |    354242 | PA      | $339892.69    | 0.00%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  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      | $5965417.15   | 0.08%             | 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      | $4953611.00   | 0.07%             | 2038-08-10      | Variable      | 2.98%                 | 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        |   1001259 | PA      | $823082.16    | 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        |   3181566 | PA      | $3085723.75   | 0.04%             | 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        |   1468232 | PA      | $1274795.21   | 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        |  12500000 | PA      | $12107293.88  | 0.16%             | 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        |   3561281 | PA      | $3184707.58   | 0.04%             | 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      | $2933165.30   | 0.04%             | 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        |    274671 | PA      | $268374.15    | 0.00%             | 2036-02-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST EARTHQUAKE AUTH                                               | California Earthquake Authority                                             | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1135237.95   | 0.02%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                                              | STWD Mortgage Trust                                                         | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2048752.37   | 0.03%             | 2036-11-15      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                  | Sunrun Atlas Issuer LLC                                                     | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5732356 | PA      | $5530015.92   | 0.07%             | 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        |   4867962 | PA      | $4022753.93   | 0.05%             | 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      | $7518149.24   | 0.10%             | 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      | $596780.08    | 0.01%             | 2042-01-25      | Variable      | 10.76%                | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corp                                                       | Unilever Capital Corp                                                       | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11464251.46  | 0.15%             | 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      | $1528516.68   | 0.02%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                          | Pacific Life Global Funding II                                              | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1848226.85   | 0.02%             | 2026-04-14      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE COMMUNITY                                                        | Enterprise Community Loan Fund, Inc                                         | CUSIP: 29375EAA3<br>LEI: 549300L4U1958WIM9C65 | Long             | DBT              | CORP              | US        |   5820000 | PA      | $5780352.59   | 0.08%             | 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        |   4316532 | PA      | $59100.23     | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                          | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2023011 | PA      | $1970329.89   | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                    | CUSIP: 38384CSJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   1506820 | PA      | $1774457.90   | 0.02%             | 2053-08-20      | Variable      | 11.03%                | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 315864000 | PA      | $310928625.00 | 4.17%             | 2036-02-15      | Fixed         | 4.12%                 | 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      | $272318.09    | 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      | $1110086.63   | 0.01%             | 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        |   3198000 | PA      | $2907384.72   | 0.04%             | 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        |   2082020 | PA      | $1630817.90   | 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        |    103208 | PA      | $97556.12     | 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        |   5654936 | PA      | $5249938.57   | 0.07%             | 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        |     64291 | PA      | $60153.65     | 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        |   6778681 | PA      | $5995708.17   | 0.08%             | 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      | $6827466.40   | 0.09%             | 2062-11-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  12500000 | PA      | $12645510.25  | 0.17%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Jersey City Municipal Utilities Authority                                   | Jersey City Municipal Utilities Authority                                   | CUSIP: 476624DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $450112.55    | 0.01%             | 2026-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2497932 | PA      | $2318922.96   | 0.03%             | 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        |   2775115 | PA      | $2307701.88   | 0.03%             | 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        |  38524955 | PA      | $336765.89    | 0.00%             | 2052-02-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                         | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868KU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3960032.80   | 0.05%             | 2039-11-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                              | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $3767983.28   | 0.05%             | 2036-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                            | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6749974 | PA      | $6690201.09   | 0.09%             | 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      | $4005349.90   | 0.05%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                               | Public Service Co of Colorado                                               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10296510.34  | 0.14%             | 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        |   4181643 | PA      | $4183012.35   | 0.06%             | 2039-01-17      | Variable      | 5.16%                 | 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        |    680000 | PA      | $671139.87    | 0.01%             | 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        |   1849886 | PA      | $1705656.56   | 0.02%             | 2039-01-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |   2610000 | PA      | $2672894.21   | 0.04%             | 2042-02-25      | Variable      | 9.11%                 | 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%             | 2026-12-31      | 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      | $2906659.93   | 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        |   1220501 | PA      | $1149433.00   | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                          | City of Oakland CA                                                          | CUSIP: 672240ZX9<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   4290000 | PA      | $4343151.38   | 0.06%             | 2045-07-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                     | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1394668 | PA      | $1154156.56   | 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        |    285842 | PA      | $281117.42    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | 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      | $10097669.89  | 0.14%             | 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        |     44928 | PA      | $43574.69     | 0.00%             | 2034-11-20      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                           | OBX Trust                                                                   | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    943161 | PA      | $807409.15    | 0.01%             | 2052-08-25      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA                                                              | City of Los Angeles CA                                                      | CUSIP: 544351NE5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   9060000 | PA      | $8198849.72   | 0.11%             | 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        |  14020665 | PA      | $14376087.99  | 0.19%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bridge Housing Corp                                                         | Bridge Housing Corp                                                         | CUSIP: 10806CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9895000 | PA      | $9907757.72   | 0.13%             | 2035-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                            | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15993446 | PA      | $16109144.70  | 0.22%             | 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      | $2175129.85   | 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        |   7250000 | PA      | $6183262.41   | 0.08%             | 2048-09-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                    | Oceanview Mortgage Trust                                                    | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1082708 | PA      | $894720.78    | 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      | $7695097.77   | 0.10%             | 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        |   1090617 | PA      | $1011773.79   | 0.01%             | 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      | $7948417.13   | 0.11%             | 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        |   3428110 | PA      | $3325194.09   | 0.04%             | 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      | $65393.24     | 0.00%             | 2048-02-25      | Variable      | 3.79%                 | 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        |   1829317 | PA      | $1490046.45   | 0.02%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| RWE Finance US LLC                                                          | RWE Finance US LLC                                                          | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $14052197.41  | 0.19%             | 2055-09-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1367766 | PA      | $1130285.10   | 0.02%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LLC                                                        | Emera US Finance LLC                                                        | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2102538.90   | 0.03%             | 2056-10-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO                                              | California Municipal Finance Authority                                      | CUSIP: 13049SDK7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   6400000 | PA      | $6128992.64   | 0.08%             | 2048-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    852850 | PA      | $799445.75    | 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      | $4504460.93   | 0.06%             | 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        |  41810464 | PA      | $340316.27    | 0.00%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                        | BANK                                                                        | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2972594.80   | 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      | $1998099.80   | 0.03%             | 2036-11-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL WIND                                                            | Continental Wind LLC                                                        | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11906079 | PA      | $12152048.47  | 0.16%             | 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      | $416820.14    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corp                                      | New York City Housing Development Corp                                      | CUSIP: 64966WMT1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   6465000 | PA      | $6504316.90   | 0.09%             | 2055-08-01      | Fixed         | 6.00%                 | 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      | $11709887.70  | 0.16%             | 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      | $16975024.78  | 0.23%             | 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        |  12234687 | PA      | $11589117.21  | 0.16%             | 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        |    840000 | PA      | $839278.10    | 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        |    431912 | PA      | $409881.76    | 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      | $10361208.22  | 0.14%             | 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        |   3586071 | PA      | $443755.10    | 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        |   6679409 | PA      | $6042119.57   | 0.08%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Arab Energy Fund /The                                                       | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |  16500000 | PA      | $16923677.60  | 0.23%             | 2029-05-02      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-1                                               | Sequoia Mortgage Trust                                                      | CUSIP: 81750KAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3590214 | PA      | $3563876.06   | 0.05%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7667028 | PA      | $6843425.82   | 0.09%             | 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      | $1223449.27   | 0.02%             | 2035-08-10      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                          | Century Plaza Towers                                                        | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2248078.00   | 0.03%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                    | Duke Energy Progress LLC                                                    | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978193.94    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                            | Freddie Mac Pool                                                            | CUSIP: 3132WW2B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391325 | PA      | $337313.66    | 0.00%             | 2038-11-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                              | Central American Bank for Economic Integration                              | CUSIP: 15238PAL0<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   5950000 | PA      | $5902637.17   | 0.08%             | 2029-01-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                          | Freddie Mac REMICS                                                          | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4594853 | PA      | $4345125.02   | 0.06%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                         | City of New York NY                                                         | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   5260000 | PA      | $5070373.32   | 0.07%             | 2055-10-01      | Fixed         | 5.39%                 | 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      | $3246303.84   | 0.04%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84778000 | PA      | $84506445.89  | 1.13%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6083916 | PA      | $5020315.74   | 0.07%             | 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      | $4689465.55   | 0.06%             | 2062-03-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                      | Commonwealth Edison Co                                                      | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $8731388.44   | 0.12%             | 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      | $10123551.38  | 0.14%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                               | Sequoia Mortgage Trust                                                      | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    913123 | PA      | $766362.04    | 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        |    670013 | PA      | $611451.56    | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ERP OPERATING LP                                                            | ERP Operating LP                                                            | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3482569.86   | 0.05%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                            | Freddie Mac Pool                                                            | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4631452 | PA      | $3922244.04   | 0.05%             | 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        |  11818115 | PA      | $11493180.43  | 0.15%             | 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        |   3105000 | PA      | $3234176.07   | 0.04%             | 2043-05-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                       | International Development Association                                       | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |   6775000 | PA      | $6875919.65   | 0.09%             | 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        |  16670000 | PA      | $15415544.16  | 0.21%             | 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        |   8304166 | PA      | $6113559.62   | 0.08%             | 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        |  17001934 | PA      | $16097785.14  | 0.22%             | 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      | $1257624.32   | 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      | $2452961.58   | 0.03%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                                                | Consorcio Transmantaro SA                                                   | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |   1670000 | PA      | $1601659.93   | 0.02%             | 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        |    924078 | PA      | $918441.26    | 0.01%             | 2048-10-26      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                     | Procter & Gamble Co                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  10875000 | PA      | $10896999.91  | 0.15%             | 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      | $13149448.41  | 0.18%             | 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        |   4246810 | PA      | $4099973.70   | 0.05%             | 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        |    294297 | PA      | $268847.86    | 0.00%             | 2047-10-25      | Variable      | 3.96%                 | 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      | $1916549.67   | 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        |     20061 | PA      | $20442.96     | 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        |    750000 | PA      | $747352.41    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                    | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   6066503 | PA      | $5058250.38   | 0.07%             | 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      | $7067738.26   | 0.09%             | 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        |   4716393 | PA      | $3897500.89   | 0.05%             | 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        |   3339603 | PA      | $3259272.76   | 0.04%             | 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        |    765965 | PA      | $691294.53    | 0.01%             | 2050-06-25      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1641398 | PA      | $1420556.20   | 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        |   3172009 | PA      | $3051847.46   | 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      | $6080670.28   | 0.08%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                             | DTE Electric Co                                                             | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1628297.78   | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                                                      | GPS Blue Financing DAC                                                      | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | CORP              | IE        |  11180000 | PA      | $11044722.00  | 0.15%             | 2041-11-09      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                     | Centersquare Issuer LLC                                                     | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2125000 | PA      | $2027338.19   | 0.03%             | 2055-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                          | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1881453 | PA      | $1766857.46   | 0.02%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVE                                              | City of Los Angeles CA Wastewater System Revenue                            | CUSIP: 53945CHK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2520000 | PA      | $2322711.97   | 0.03%             | 2039-06-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3948104 | PA      | $3932909.78   | 0.05%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                         | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868KX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3791079.50   | 0.05%             | 2045-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-2                                              | Flagstar Mortgage Trust                                                     | CUSIP: 33852BAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    774971 | PA      | $701859.28    | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: BO9842275<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   3250000 | PA      | $3250097.50   | 0.04%             | 2026-04-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1616891 | PA      | $1337084.02   | 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      | $6956582.10   | 0.09%             | 2031-04-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                            | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1178483 | PA      | $1062378.09   | 0.01%             | 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        |   1244399 | PA      | $1028338.27   | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                                                | NiSource, Inc                                                               | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2507331.13   | 0.03%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                        | Republic of Italy Government International Bond                             | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |  10750000 | PA      | $8181136.03   | 0.11%             | 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        |  17863000 | PA      | $17981273.25  | 0.24%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                          | Maryland Economic Development Corp                                          | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1459183.20   | 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        |    129629 | PA      | $127887.20    | 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        |   4314561 | PA      | $3397202.63   | 0.05%             | 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      | $7003947.15   | 0.09%             | 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        |   2501345 | PA      | $2478015.28   | 0.03%             | 2027-02-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887709 | PA      | $822542.96    | 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      | $3325051.00   | 0.04%             | 2054-11-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                               | Trustees of Dartmouth College                                               | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | MUN               | US        |   4830000 | PA      | $4827096.35   | 0.06%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                             | Fannie Mae Pool                                                             | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4474478 | PA      | $3801429.91   | 0.05%             | 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        |   1524665 | PA      | $1475334.32   | 0.02%             | 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      | $5423190.52   | 0.07%             | 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        |    293735 | PA      | $262400.63    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                    | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  14025000 | PA      | $13081853.81  | 0.18%             | 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      | $8651965.00   | 0.12%             | 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      | $3299900.00   | 0.04%             | 2032-11-10      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE S.A.                                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2432000 | PA      | $2398155.92   | 0.03%             | 2027-10-19      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                                                 | Vistra Corp                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   6425000 | PA      | $6433236.59   | 0.09%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                      | Corp Andina de Fomento                                                      | CUSIP: YI4657387<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |  10200000 | PA      | $9954996.00   | 0.13%             | 2031-02-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $8491937.75   | 0.11%             | 2042-08-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| WLB ASSET II D                                                              | WLB Asset II D Pte Ltd                                                      | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | CORP              | SG        |   9785223 | PA      | $9502537.05   | 0.13%             | 2026-12-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KEB Hana Bank                                                               | KEB Hana Bank                                                               | CUSIP: 482466AH2<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |   7525000 | PA      | $7545084.23   | 0.10%             | 2028-10-21      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-1                                           | Verus Securitization Trust                                                  | CUSIP: 92541JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $988826.90    | 0.01%             | 2071-01-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                                       | Low Income Investment Fund                                                  | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4486931.82   | 0.06%             | 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        |   1293450 | PA      | $1225326.64   | 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      | $2848251.79   | 0.04%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1904231 | PA      | $1682208.32   | 0.02%             | 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       |  11279000 | PA      | $9825140.40   | 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        |  29157401 | PA      | $28252069.10  | 0.38%             | 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        |   5944659 | PA      | $5322015.86   | 0.07%             | 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      | $2997135.69   | 0.04%             | 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        |    928800 | PA      | $922481.54    | 0.01%             | 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        |   3648800 | PA      | $3692228.67   | 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      | $3423293.34   | 0.05%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential Trust                                                  | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $661189.34    | 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      | $9228147.89   | 0.12%             | 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      | $1084595.87   | 0.01%             | 2029-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                                   | Trinity Rail Leasing L.P.                                                   | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4068555 | PA      | $4052102.36   | 0.05%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| MATHER FOUNDATION                                                           | Mather Foundation                                                           | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8468664.80   | 0.11%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variab                                              | Freddie Mac Multifamily Variable Rate Certificate                           | CUSIP: 3137FWGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   5735000 | PA      | $4716000.33   | 0.06%             | 2038-09-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 269073000 | PA      | $259403189.06 | 3.48%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                         | JPMorgan Chase & Co                                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12575000 | PA      | $12728530.19  | 0.17%             | 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        |   7375498 | PA      | $6345359.13   | 0.09%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                   | Korea Electric Power Corp                                                   | CUSIP: 500631BG0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   8250000 | PA      | $8259832.02   | 0.11%             | 2028-11-12      | Variable      | 4.28%                 | 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        |   7675000 | PA      | $7484034.64   | 0.10%             | 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        |   2128800 | PA      | $1757854.77   | 0.02%             | 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      | $7136646.39   | 0.10%             | 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      | $7772712.76   | 0.10%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                             | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5500000 | PA      | $5484355.80   | 0.07%             | N/A             | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2026-2                             | Chase Home Lending Mortgage Trust Series                                    | CUSIP: 16160EBQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1688228 | PA      | $1679865.83   | 0.02%             | 2056-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14777000 | PA      | $15363930.62  | 0.21%             | 2042-06-25      | Variable      | 8.31%                 | 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        |  12690000 | PA      | $12399074.14  | 0.17%             | 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      | $4164818.88   | 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        |    556905 | PA      | $507373.33    | 0.01%             | 2048-06-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                  | Maple Parent Holdings Corp                                                  | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699726.18   | 0.02%             | 2029-03-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                   | Korea Electric Power Corp                                                   | CUSIP: 500631BJ4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   6125000 | PA      | $6069069.87   | 0.08%             | 2030-11-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                          | Freddie Mac REMICS                                                          | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   4466554 | PA      | $3057867.50   | 0.04%             | 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        |   1670000 | PA      | $1643400.41   | 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        |   1872378 | PA      | $1780714.95   | 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      | $2285477.04   | 0.03%             | 2039-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                           | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2546698 | PA      | $2221959.45   | 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      | $10577289.59  | 0.14%             | 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      | $1936072.72   | 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        |  14000000 | PA      | $14083552.00  | 0.19%             | 2033-09-25      | Variable      | 4.62%                 | 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      | $4131447.92   | 0.06%             | 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        |   4004580 | PA      | $3445258.66   | 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      | $11907547.37  | 0.16%             | 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        |  20029362 | PA      | $18476611.71  | 0.25%             | 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        |  18808538 | PA      | $136160.65    | 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        |   6750000 | PA      | $6630471.27   | 0.09%             | 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      | $17572674.00  | 0.24%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                          | New York State Electric & Gas Corp                                          | CUSIP: 649840CX1<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |  10875000 | PA      | $10758844.02  | 0.14%             | 2035-08-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MARY FREE BED REHAB HSP                                                     | Mary Free Bed Rehabilitation Hospital                                       | CUSIP: 57388MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1540785.87   | 0.02%             | 2051-04-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 42770LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357377 | PA      | $340351.55    | 0.00%             | 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      | $7642201.20   | 0.10%             | 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      | $4918787.89   | 0.07%             | 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        |   3414997 | PA      | $578928.70    | 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      | $19216431.50  | 0.26%             | 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      | $10612346.60  | 0.14%             | 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      | $3948136.38   | 0.05%             | 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        |   2319858 | PA      | $2054953.64   | 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      | $10052314.32  | 0.13%             | 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        |   5375000 | PA      | $5366292.50   | 0.07%             | 2036-11-15      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                    | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2703245 | PA      | $2399656.90   | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                      | Campbell Soup Co                                                            | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3760619.08   | 0.05%             | 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        |  12250000 | PA      | $10694526.48  | 0.14%             | 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        |   3000000 | PA      | $3177580.65   | 0.04%             | 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      | $3091471.44   | 0.04%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| ALEN 2021-ACEN Mortgage Trust                                               | Alen Mortgage Trust                                                         | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1332562.50   | 0.02%             | 2034-04-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                   | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2239265.25   | 0.03%             | 2056-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                             | JP Morgan Mortgage Trust                                                    | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4384017 | PA      | $3771699.46   | 0.05%             | 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        |   3489549 | PA      | $2995630.28   | 0.04%             | 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        |    667287 | PA      | $656393.62    | 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        |   8175000 | PA      | $8325380.35   | 0.11%             | 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      | $3491619.99   | 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      | $22030694.46  | 0.30%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                    | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2943115 | PA      | $2935442.87   | 0.04%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8405 | PA      | $8494.60      | 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      | $9372605.10   | 0.13%             | 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      | $13593966.55  | 0.18%             | 2031-01-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                    | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  10850000 | PA      | $10088409.21  | 0.14%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96870000 | PA      | $96014820.02  | 1.29%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                         | International Bank for Reconstruction & Development                         | CUSIP: YV1295778<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  28500000 | PA      | $29201670.00  | 0.39%             | 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        |  19025000 | PA      | $13801959.26  | 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        |   6382303 | PA      | $6118048.11   | 0.08%             | 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        |    512722 | PA      | $511690.07    | 0.01%             | 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        |   4724845 | PA      | $4288488.64   | 0.06%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                           | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2013545 | PA      | $1635664.47   | 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        |   2214622 | PA      | $1958870.49   | 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        |   1644472 | PA      | $1631702.52   | 0.02%             | 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        |  12300000 | PA      | $12558300.00  | 0.17%             | 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        |   3127197 | PA      | $2810607.48   | 0.04%             | 2053-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                              | Shellpoint Co-Originator Trust                                              | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    261914 | PA      | $242483.52    | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MAC Trust 2025-801B                                                         | MAC Trust                                                                   | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1109171.94   | 0.01%             | 2040-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                 | American Water Capital Corp                                                 | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5625722.38   | 0.08%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG.                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9375000 | PA      | $9664968.09   | 0.13%             | 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      | $14763970.20  | 0.20%             | 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      | $8431978.82   | 0.11%             | 2042-09-25      | Variable      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                         | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  15000000 | PA      | $17522686.65  | 0.23%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3035988 | PA      | $2520225.60   | 0.03%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                                  | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3128533 | PA      | $3067100.69   | 0.04%             | 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        |   3868992 | PA      | $409309.56    | 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        |  31632175 | PA      | $27846881.65  | 0.37%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                         | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  16206000 | PA      | $16206000.00  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59419 | PA      | $55965.04     | 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      | $6020539.50   | 0.08%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                          | CUSIP: 36179W5E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3980269 | PA      | $3763979.09   | 0.05%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust                                                             | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7024 | PA      | $6675.02      | 0.00%             | 2035-03-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                     | NYC Commercial Mortgage Trust                                               | CUSIP: 67121TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1375000 | PA      | $1371908.04   | 0.02%             | 2042-07-13      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126348 | PA      | $120901.68    | 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      | $13396319.35  | 0.18%             | 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        |   1705732 | PA      | $1468385.52   | 0.02%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp                                                  | International Finance Corp                                                  | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5019805.40   | 0.07%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                          | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  32598995 | PA      | $30845458.59  | 0.41%             | 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        |   1341619 | PA      | $1237425.66   | 0.02%             | 2053-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                | CD Mortgage Trust                                                           | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1625280.40   | 0.02%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                                | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1936295 | PA      | $1601262.28   | 0.02%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                      | Pacific Gas and Electric Co                                                 | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  20743000 | PA      | $21470749.28  | 0.29%             | 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        |   8732053 | PA      | $7189618.23   | 0.10%             | 2041-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust 2026-OMA                                                   | SLG Office Trust                                                            | CUSIP: 78451FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3012136.50   | 0.04%             | 2041-04-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                               | Tesla Auto Lease Trust                                                      | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9490816 | PA      | $9508430.63   | 0.13%             | 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      | $16711773.15  | 0.22%             | 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        |  10988659 | PA      | $10250171.61  | 0.14%             | 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      | $2746486.75   | 0.04%             | 2055-02-17      | Variable      | 3.94%                 | 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      | $8379868.53   | 0.11%             | 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        |    975595 | PA      | $961025.63    | 0.01%             | 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        |  10224102 | PA      | $9679589.95   | 0.13%             | 2045-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                            | WULF COMPUTE LLC                                                            | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6670000 | PA      | $7048055.60   | 0.09%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                    | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   5000000 | PA      | $4432006.60   | 0.06%             | 2032-01-26      | Fixed         | 2.12%                 | Yes           |                  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      | $7097711.40   | 0.10%             | 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        |   5701112 | PA      | $5131000.80   | 0.07%             | 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        |  21717172 | PA      | $21887547.87  | 0.29%             | 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      | $1893354.20   | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                              | AutoNation, Inc                                                             | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3644447.34   | 0.05%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                 | American Water Capital Corp                                                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9652770.45   | 0.13%             | 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        |    324015 | PA      | $310417.03    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jersey City Redevelopment Agency                                            | Jersey City Redevelopment Agency                                            | CUSIP: 476637BN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1526938.58   | 0.02%             | 2026-12-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                          | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1285102 | PA      | $1206808.30   | 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      | $5647144.94   | 0.08%             | 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      | $9779825.99   | 0.13%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust                                                      | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28184 | PA      | $26625.78     | 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        |   2645000 | PA      | $2765908.08   | 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      | $6265060.51   | 0.08%             | 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        |   4663456 | PA      | $4299295.53   | 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        |   9000000 | PA      | $8427023.01   | 0.11%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                                        | Arab Petroleum Investments Corp                                             | CUSIP: BR6669963<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |   2400000 | PA      | $2364000.00   | 0.03%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                    | Northern States Power Co                                                    | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $4333551.29   | 0.06%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG.                                                               | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5700000 | PA      | $5540844.43   | 0.07%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                  | SYSCO Corp                                                                  | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5956371.54   | 0.08%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                             | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-173018.23   | -0.00%            |  |  |  | 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      | $5400648.69   | 0.07%             | 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      | $8587748.88   | 0.12%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                     | Public Service Co of Oklahoma                                               | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2192887.98   | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                    | New Hampshire Business Finance Authority                                    | CUSIP: 63607WAR5<br>LEI: N/A                  | Long             | ABS-CBDO         | MUN               | US        |  42598292 | PA      | $1488810.31   | 0.02%             | 2051-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                    | Southwestern Public Service Co                                              | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |  18529000 | PA      | $11952782.74  | 0.16%             | 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      | $5133999.61   | 0.07%             | 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        |   3795369 | PA      | $2738543.68   | 0.04%             | 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      | $9688259.30   | 0.13%             | 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      | $5706688.59   | 0.08%             | 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      | $1807271.10   | 0.02%             | 2029-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OBERLIN COLLEGE                                                             | Oberlin College                                                             | CUSIP: 674241AB0<br>LEI: PEENSVLBKCCBLAO0OM26 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2164176.04   | 0.03%             | 2051-10-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                             | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $332621.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                       | Dominican Republic International Bond                                       | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    725000 | PA      | $724202.50    | 0.01%             | 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        |  20000000 | PA      | $20230384.40  | 0.27%             | 2028-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP                                             | Brookfield Property Partners LP                                             | CUSIP: EP0575654<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    400000 | NS      | $5944000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290219 | PA      | $261599.50    | 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        |  21094877 | PA      | $127231.64    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Corporate & Investment Bank SA                              | Credit Agricole Corporate & Investment Bank S.A.                            | CUSIP: 22534W5E4<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9897484.60   | 0.13%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                   | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11165588.41  | 0.15%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust 2026-OMA                                                   | SLG Office Trust                                                            | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1506095.40   | 0.02%             | 2041-04-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                          | Sunnova Helios XI Issuer LLC                                                | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2258283 | PA      | $2074443.57   | 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        |   3455080 | PA      | $2855185.72   | 0.04%             | 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        |    927548 | PA      | $878612.23    | 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        |  10850514 | PA      | $10005597.45  | 0.13%             | 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        |    565000 | PA      | $546360.31    | 0.01%             | 2028-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                    | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759NC8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1931000 | PA      | $1865707.71   | 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      | $3371473.53   | 0.05%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Ardagh Metal Packaging Finance USA LLC                                      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3830000 | PA      | $3797111.41   | 0.05%             | 2031-01-30      | Fixed         | 6.25%                 | 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      | $10984647.13  | 0.15%             | 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        |    288190 | PA      | $253741.25    | 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      | $198298.09    | 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      | $45950.63     | 0.00%             | 2035-10-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                         | OMERS Finance Trust                                                         | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  14916000 | PA      | $14232977.27  | 0.19%             | 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      | $7376024.50   | 0.10%             | 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        |   9060000 | PA      | $9163811.29   | 0.12%             | 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        |  13176301 | PA      | $12827087.23  | 0.17%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                       | Wynnton Funding Trust                                                       | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18375000 | PA      | $18062883.17  | 0.24%             | 2035-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6703063 | PA      | $6880767.51   | 0.09%             | 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        |    115986 | PA      | $108450.72    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                    | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6290149.06   | 0.08%             | 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        |   1527984 | PA      | $1280288.40   | 0.02%             | 2052-05-28      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                  | Maple Parent Holdings Corp                                                  | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2426055.24   | 0.03%             | 2056-03-26      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                          | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3660021 | PA      | $3078478.08   | 0.04%             | 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        |  20284189 | PA      | $115571.19    | 0.00%             | 2051-11-25      | Variable      | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                        | BANK                                                                        | CUSIP: 06540BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $5443957.35   | 0.07%             | 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      | $935243.90    | 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      | $2275290.00   | 0.03%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                    | United States International Development Finance Corp                        | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   7520657 | PA      | $7280406.06   | 0.10%             | 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        |     12419 | PA      | $11833.17     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                     | Centersquare Issuer LLC                                                     | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5880000 | PA      | $5698646.10   | 0.08%             | 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        |   1345000 | PA      | $1348235.13   | 0.02%             | 2040-03-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                               | Citigroup, Inc                                                              | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5504126.27   | 0.07%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74191 | PA      | $73285.51     | 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        |   8304492 | PA      | $6278206.63   | 0.08%             | 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        |    686880 | PA      | $654805.52    | 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        |  14145000 | PA      | $13153633.95  | 0.18%             | 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        |   1044723 | PA      | $863331.33    | 0.01%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LEX Trust 2026-450                                                          | LEX Trust                                                                   | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5983174.80   | 0.08%             | 2043-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  42277313 | PA      | $40069526.60  | 0.54%             | 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      | $9776840.20   | 0.13%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Denver City & County Housing Authority                                      | Denver City & County Housing Authority                                      | CUSIP: 24917QBQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2880000 | PA      | $2886384.96   | 0.04%             | 2028-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1200000 | PA      | $1293942.00   | 0.02%             | 2043-07-25      | Variable      | 9.56%                 | Yes           |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                   | Kommuninvest I Sverige AB                                                   | CUSIP: 50046PCG8<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   4175000 | PA      | $4247839.64   | 0.06%             | 2028-09-29      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                                               | American Municipal Power, Inc                                               | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   2415000 | PA      | $2784187.33   | 0.04%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                            | Minnesota Housing Finance Agency                                            | CUSIP: 60416UGL3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   6585000 | PA      | $6586750.29   | 0.09%             | 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        |   1653102 | PA      | $1477467.13   | 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        |   5175000 | PA      | $5018667.39   | 0.07%             | 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        |   5775000 | PA      | $5845148.06   | 0.08%             | 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        |   9631908 | PA      | $9938203.03   | 0.13%             | 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      | $2430384.00   | 0.03%             | 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        |  29306989 | PA      | $28466972.48  | 0.38%             | 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      | $101478.99    | 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      | $3703639.74   | 0.05%             | 2043-10-25      | Variable      | 7.21%                 | 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      | $1902565.68   | 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      | $188063.84    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                       | Province of Ontario Canada                                                  | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   9750000 | PA      | $8576840.81   | 0.11%             | 2030-10-07      | Fixed         | 1.12%                 | 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   | 0.11%             | 2033-07-01      | Variable      | 3.84%                 | 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        |     79552 | PA      | $76837.71     | 0.00%             | 2046-01-15      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| City of New York NY                                                         | City of New York NY                                                         | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1715073.94   | 0.02%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                      | Diamondback Energy, Inc                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6225179.44   | 0.08%             | 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        |    337816 | PA      | $292190.81    | 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      | $1101700.24   | 0.01%             | 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        | 341662138 | NS      | $341662137.93 | 4.58%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 171988000 | PA      | $164329159.38 | 2.20%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ETHIOPIAN LEASING 2012                                                      | Ethiopian Leasing LLC                                                       | CUSIP: 29766DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53238 | PA      | $52855.32     | 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      | $1984936.60   | 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        |     34945 | PA      | $34432.39     | 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        |  19938094 | PA      | $17552195.28  | 0.24%             | 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      | $6879311.12   | 0.09%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                      | Massachusetts Institute of Technology                                       | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3887410.53   | 0.05%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                                                       | Tote Shipholdings LLC                                                       | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2954909.63   | 0.04%             | 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      | $10051465.20  | 0.13%             | 2054-04-16      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                             | Brookfield Asset Management Ltd                                             | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3284790.34   | 0.04%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |  10275000 | PA      | $10490525.63  | 0.14%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                              | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  13975000 | PA      | $13758122.39  | 0.18%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8621509 | PA      | $81538.78     | 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        |  18250000 | PA      | $18423986.56  | 0.25%             | 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        |   3895114 | PA      | $3692380.52   | 0.05%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  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      | $2760437.91   | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                            | SLG Office Trust                                                            | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $8904496.00   | 0.12%             | 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      | $1689049.91   | 0.02%             | 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        |   9500589 | PA      | $8650120.02   | 0.12%             | 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        |   2872137 | PA      | $2682604.18   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                         | Tesla Electric Vehicle Trust                                                | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1215710.64   | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                              | City & County of San Francisco CA Community Facilities District             | CUSIP: 79772ECS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4610000 | PA      | $4228433.99   | 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        |   4800000 | PA      | $4797408.00   | 0.06%             | 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        |   7865587 | PA      | $7748805.94   | 0.10%             | 2028-06-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                              | Western Midstream Operating LP                                              | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5998946.73   | 0.08%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817664 | PA      | $691944.26    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | 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        |   4058045 | PA      | $2326090.14   | 0.03%             | 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      | $3855524.84   | 0.05%             | 2042-04-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                    | CUSIP: 38384GB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   5834598 | PA      | $5655679.97   | 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      | $6288401.50   | 0.08%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                     | MPLX LP                                                                     | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6794208.99   | 0.09%             | 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      | $2785125.00   | 0.04%             | 2048-03-10      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    206750 | PA      | $199027.04    | 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      | $2881337.20   | 0.04%             | 2036-07-15      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                      | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    931214 | PA      | $821056.35    | 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      | $13096225.76  | 0.18%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                | AES Corp                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1769360.30   | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                             | Fannie Mae Pool                                                             | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1454223 | PA      | $1280409.32   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                         | Sumitomo Mitsui Financial Group, Inc                                        | CUSIP: YI6766855<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   8500000 | PA      | $8355832.18   | 0.11%             | 2032-02-12      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2479771.00   | 0.03%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                             | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447959 | PA      | $421316.15    | 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        |   5699516 | PA      | $5630012.72   | 0.08%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co Pjsc Masdar                                      | Abu Dhabi Future Energy Co Pjsc Masdar                                      | CUSIP: YO5079174<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |   5550000 | PA      | $5511785.59   | 0.07%             | 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        |   7941964 | PA      | $6850317.04   | 0.09%             | 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        |  10000000 | PA      | $9920019.60   | 0.13%             | 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      | $7541951.24   | 0.10%             | 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        |   2130971 | PA      | $1760977.26   | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SALVATION ARMY                                                              | Salvation Army                                                              | CUSIP: 795830AV0<br>LEI: 549300UQ1LCLSQQ6V491 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15037.97     | 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        |    485148 | PA      | $422217.52    | 0.01%             | 2048-10-15      | Variable      | 3.78%                 | 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      | $1179640.38   | 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      | $7100608.99   | 0.10%             | 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        |    291231 | PA      | $30690.50     | 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      | $3496206.80   | 0.05%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S DAVIS UT SWR DIST COMB UTILI                                              | South Davis Sewer District                                                  | CUSIP: 83759RAJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $973244.70    | 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        |   9839161 | PA      | $9843812.62   | 0.13%             | 2039-01-17      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                             | Fannie Mae Pool                                                             | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3969201 | PA      | $3836111.03   | 0.05%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2225000 | PA      | $2228725.10   | 0.03%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                 | Walmart, Inc                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  20525000 | PA      | $18183033.67  | 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      | $2241554.79   | 0.03%             | 2039-09-10      | Variable      | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust                                                         | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5173110 | PA      | $4278018.82   | 0.06%             | 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      | $6730543.69   | 0.09%             | 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        |    180439 | PA      | $178237.81    | 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        |  17117083 | PA      | $15265146.25  | 0.20%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Sabal Issuer 2026-1 LLC                                                     | Sabal Issuer LLC                                                            | CUSIP: 78518CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7825000 | PA      | $7825658.08   | 0.10%             | 2061-05-02      | Fixed         | 6.00%                 | Yes           |                  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      | $3268937.65   | 0.04%             | 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      | $4999006.40   | 0.07%             | 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      | $11320106.80  | 0.15%             | 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      | $6685842.10   | 0.09%             | 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        |   7826356 | PA      | $6467491.67   | 0.09%             | 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        |   4610606 | PA      | $4480925.57   | 0.06%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp                                                        | Protective Life Corp                                                        | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $12136221.13  | 0.16%             | 2035-12-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting