# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001410368-25-022025
**Filing Date:** 2025-11
**Character Count:** 212838
**Document Hash:** 3ebaceaea6f834f53e6d9e772beae714
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-022025.hdr.sgml**: 20251113

**ACCESSION NUMBER**: 0001410368-25-022025

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251113

**DATE AS OF CHANGE**: 20251113

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TCW Metropolitan West Funds
- **CENTRAL INDEX KEY:** 0001028621

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 251475893

**BUSINESS ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN WEST FUNDS
- **DATE OF NAME CHANGE:** 19961209

## Series and Classes Contracts Data

### TCW METWEST Investment Grade Credit Fund (Series ID: S000062249)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000201585 | Class I      | MWIGX           |
| C000201586 | Class M      | MWISX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TCW Metropolitan West Funds

- **b. Investment Company Act file number:** 811-07989

- **c. CIK number of Registrant:** 0001028621

- **d. LEI of Registrant:** 549300KGDNJW6FXNDC82

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

  - **Street Address 1:** METROPOLITAN WEST ASSET MANAGEMENT

  - **City:** LOS ANGELES

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017

  - **Telephone number:** 800-241-4671

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

- **a. Name of Series:** TCW METWEST Investment Grade Credit Fund

- **b. EDGAR series identifier (if any):** S000062249

- **c. LEI of Series:** 5493002BN5Y3E3XLWK38

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $32270794.50

**Total Liabilities:** $4501374.71

**Net Assets:** $27769419.79

**Delayed Delivery Securities:** $179903.80

**Cash Not Reported:** $237476.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -50.36000000 | **1-Year:** -923.85000000 | **5-Year:** -5599.97000000 | **10-Year:** -4305.87000000 | **30-Year:** -249.18000000

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

- **3-Month:** -7.69000000 | **1-Year:** -86.18000000 | **5-Year:** -94.02000000 | **10-Year:** -66.99000000 | **30-Year:** -5.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201586 | -0.08%               | 1.28%                | 0.78%                |
| Class ID C000201585 | -0.06%               | 1.30%                | 0.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7209.29                 | $-39662.51                                 |
| Month 2  | $54377.26                | $246797.88                                 |
| Month 3  | $47198.16                | $120922.89                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Intermediate Credit Index

- **Index Identifier:** LUICSTAT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank NA                                                       | BDL2CYFH3 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    523000 | NC      | $373.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                     | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36147.30     | 0.13%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                      | GSR Mortgage Loan Trust 2005-AR6                                                | CUSIP: 362341RX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |      6108 | PA      | $5891.55      | 0.02%             | 2035-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                     | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30668.70     | 0.11%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202023.40    | 0.73%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Wachovia Student Loan Trust                                                  | Wachovia Student Loan Trust 2006-1                                              | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12781 | PA      | $12653.23     | 0.05%             | 2040-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                     | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9812.30      | 0.04%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital                                                     | Farmers Exchange Capital                                                        | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21105.60     | 0.08%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-BOBL FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $-308.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | American Express Co                                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109634.00    | 0.39%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                        | CUSIP: 79766DUT4<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     20000 | PA      | $17960.78     | 0.06%             | 2034-05-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                         | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35273.20     | 0.13%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                              | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80092.00     | 0.29%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                     | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25173.75     | 0.09%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                              | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96943.35     | 0.35%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                            | 245 Park Avenue Trust 2017-245P                                                 | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $112775.42    | 0.41%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                       | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     40000 | PA      | $35883.60     | 0.13%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                      | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20549.00     | 0.07%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                          | AUST 10Y BOND FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -3 | NC      | $-945.69      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13230.30     | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                              | Impac CMB Trust Series 2007-A                                                   | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58210 | PA      | $56780.69     | 0.20%             | 2037-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                      | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50769.50     | 0.18%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                     | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214104.05    | 0.77%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                     | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     25000 | PA      | $24089.00     | 0.09%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79865.60     | 0.29%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                  | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31332.70     | 0.11%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                                | JDE Peet's NV                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $65067.75     | 0.23%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30511.80     | 0.11%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50878.50     | 0.18%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                      | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24550 | PA      | $21736.63     | 0.08%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                     | BDL2CY9J6 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   1253000 | NC      | $280.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                      | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17526 | PA      | $16830.34     | 0.06%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue      | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971XUY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $43255.75     | 0.16%             | 2033-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                               | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9167.20      | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25792.00     | 0.09%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                 | CUSIP: 3140N27K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19624 | PA      | $19116.46     | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                       | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455VE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24312.73     | 0.09%             | 2031-04-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                     | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20023.60     | 0.07%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                                      | Aurizon Network Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $23930.04     | 0.09%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                        | CUSIP: 38384CUA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32550 | PA      | $32692.68     | 0.12%             | 2053-08-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                               | Palmer Square Loan Funding 2022-3 Ltd                                           | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    115000 | PA      | $115199.76    | 0.41%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     42799 | PA      | $42927.95     | 0.15%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98427.60     | 0.35%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                       | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $36127.43     | 0.13%             | 2073-07-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                             | Freddie Mac Strips                                                              | CUSIP: 31282YJ42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98649 | PA      | $17331.03     | 0.06%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                 | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22348.25     | 0.08%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MMI CAPITAL TRUST I                                                          | MMI Capital Trust I                                                             | CUSIP: 553086AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53185.00     | 0.19%             | 2027-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180788.40    | 0.65%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                 | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139576 | PA      | $1.40         | 0.00%             | 2058-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5226.15      | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                               | Becle SAB de CV                                                                 | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     70000 | PA      | $60546.50     | 0.22%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                 | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     75000 | PA      | $75503.25     | 0.27%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                         | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57295.15     | 0.21%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                             | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $23684.50     | 0.09%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                       | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21221.60     | 0.08%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust 2014-C22                             | CUSIP: 46642NBF2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    109424 | PA      | $1.69         | 0.00%             | 2047-09-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                          | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61402.20     | 0.22%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                        | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     30000 | PA      | $26597.70     | 0.10%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                      | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     35000 | PA      | $35377.30     | 0.13%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                        | Republic Services Inc                                                           | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4961.35      | 0.02%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                           | Alcon Finance Corp                                                              | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39482.80     | 0.14%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                 | Saxon Asset Securities Trust 2007-2                                             | CUSIP: 80556YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55423 | PA      | $40998.93     | 0.15%             | 2047-05-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                               | Fannie Mae-Aces                                                                 | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224928 | PA      | $8347.96      | 0.03%             | 2039-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                      | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93298 | PA      | $96338.61     | 0.35%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                  | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47788.50     | 0.17%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                     | Evergy Missouri West Inc                                                        | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51782.00     | 0.19%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust 2020-555                                    | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90850.43     | 0.33%             | 2041-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     52000 | PA      | $52522.60     | 0.19%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-BUND FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $-1315.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2023-DELC                                                              | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32000 | PA      | $32319.34     | 0.12%             | 2038-05-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                         | SMRT 2022-MINI                                                                  | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33000 | PA      | $32893.04     | 0.12%             | 2039-01-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57074.55     | 0.21%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | U.S. Treasury Notes                                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1646583.99   | 5.93%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63129.50     | 0.23%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                                            | ABFC 2006-OPT1 Trust                                                            | CUSIP: 00075QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48460 | PA      | $48056.49     | 0.17%             | 2036-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                             | Ventas Realty LP                                                                | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     10000 | PA      | $9982.00      | 0.04%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust 2022-NQM4                                   | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74726 | PA      | $74509.34     | 0.27%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                 | BAMLL Commercial Mortgage Securities Trust 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97575.68     | 0.35%             | 2038-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                           | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990FD84<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $70196.93     | 0.25%             | 2029-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                              | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29076.60     | 0.10%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                           | BX Trust 2019-OC11                                                              | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79000 | PA      | $75292.89     | 0.27%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                         | GCAT 2023-INV1 Trust                                                            | CUSIP: 36830QAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66059 | PA      | $66831.13     | 0.24%             | 2053-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust 2023-4                                               | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |     63884 | PA      | $64117.45     | 0.23%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-287.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                                                   | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18529.80     | 0.07%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70409.25     | 0.25%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                     | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25860.25     | 0.09%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        46 | NC      | $5512.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTT Trust 2023-SFS                                                         | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $113187.66    | 0.41%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                          | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70557.90     | 0.25%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                          | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     85000 | PA      | $103528.30    | 0.37%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                       | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66306.50     | 0.24%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    212000 | PA      | $190751.24    | 0.69%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $74622.07     | 0.27%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                        | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13836.60     | 0.05%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                   | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140679.00    | 0.51%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                       | SLM Student Loan Trust 2008-2                                                   | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20628.83     | 0.07%             | 2083-01-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                             | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18804.80     | 0.07%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     15000 | PA      | $14141.70     | 0.05%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                               | Carrington Mortgage Loan Trust Series 2007-HE1                                  | CUSIP: 14454EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $81605.82     | 0.29%             | 2037-06-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | Starbucks Corp                                                                  | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91908.00     | 0.33%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                         | East Ohio Gas Co/The                                                            | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13510.05     | 0.05%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                      | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80635.50     | 0.29%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                               | Dyno Nobel Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $39949.10     | 0.14%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $120993.60    | 0.44%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $1033.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                      | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     20000 | PA      | $20395.40     | 0.07%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                      | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |      2000 | PA      | $1938.50      | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                                        | National Gas Transmission PLC                                                   | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $123178.75    | 0.44%             | 2030-04-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                     | BDL2CXRV1 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   1253000 | NC      | $466.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                   | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $27342.90     | 0.10%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                            | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46781.55     | 0.17%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                         | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     25000 | PA      | $22842.00     | 0.08%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                            | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GNR5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     28301 | PA      | $26574.82     | 0.10%             | 2035-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30526.20     | 0.11%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue      | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971XEN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4952.30      | 0.02%             | 2029-08-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                     | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168197.70    | 0.61%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31108.80     | 0.11%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                         | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96924.82     | 0.35%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $55630.99     | 0.20%             | 2052-10-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-16.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                         | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54982.20     | 0.20%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                      | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94721.65     | 0.34%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56211.65     | 0.20%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                               | Carrington Mortgage Loan Trust Series 2006-FRE1                                 | CUSIP: 144538AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44173 | PA      | $43576.44     | 0.16%             | 2036-04-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     40000 | PA      | $36868.80     | 0.13%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                          | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     27500 | PA      | $30800.27     | 0.11%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Empire State Development Corp                                                | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                                    | CUSIP: 64985TBJ9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13373.15     | 0.05%             | 2034-03-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $176487.50    | 0.64%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                   | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5271.00      | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                             | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BLN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15496 | PA      | $1.55         | 0.00%             | 2043-10-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                        | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15675.60     | 0.06%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                      | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175000 | PA      | $150666.51    | 0.54%             | 2055-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78603.75     | 0.28%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64334.90     | 0.23%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                        | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108242.40    | 0.39%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                       | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $183198.80    | 0.66%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78396.75     | 0.28%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                       | SLM Student Loan Trust 2008-7                                                   | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $19899.73     | 0.07%             | 2083-07-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                     | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71597.50     | 0.26%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                       | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40942.80     | 0.15%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                               | Long Beach Mortgage Loan Trust 2006-1                                           | CUSIP: 542514RH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1975 | PA      | $1954.02      | 0.01%             | 2036-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                      | Home Equity Asset Trust 2005-4                                                  | CUSIP: 437084LR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56467 | PA      | $56237.66     | 0.20%             | 2035-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                     | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     30000 | PA      | $26116.20     | 0.09%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157070 | PA      | $153194.35    | 0.55%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                     | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $9606.90      | 0.03%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                               | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25637.56     | 0.09%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97844.40     | 0.35%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                | Blackrock Inc                                                                   | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120532.65    | 0.43%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                         | Eleven Madison Trust 2015-11MD Mortgage Trust                                   | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56000 | PA      | $55895.11     | 0.20%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64467.00     | 0.23%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                   | BFLD 2024-VICT Mortgage Trust                                                   | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39000 | PA      | $39181.89     | 0.14%             | 2041-07-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8883.80      | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                        | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57159.30     | 0.21%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                     | OBX 2024-NQM14 Trust                                                            | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |     77496 | PA      | $77533.53     | 0.28%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                               | CUSIP: 3136A9VM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18228 | PA      | $16071.44     | 0.06%             | 2042-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2014-UBS5 Mortgage Trust                                                   | CUSIP: 12592KBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103856 | PA      | $1.46         | 0.00%             | 2047-09-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95927 | PA      | $93210.73     | 0.34%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                                     | BAE Systems Holdings Inc                                                        | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9990.40      | 0.04%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                        | CWABS Asset-Backed Certificates Trust 2007-13                                   | CUSIP: 126698AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15063 | PA      | $14117.96     | 0.05%             | 2047-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                           | Roche Holdings Inc                                                              | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107470.00    | 0.39%             | 2033-11-13      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16849.00     | 0.06%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25394.10     | 0.09%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    442000 | PA      | $392129.14    | 1.41%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LTD                                              | Octagon Investment Partners 46 Ltd                                              | CUSIP: 67577VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     70000 | PA      | $70139.09     | 0.25%             | 2036-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                        | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13351.95     | 0.05%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |     54029 | PA      | $54109.04     | 0.19%             | 2032-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                        | CUSIP: 38381AYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1738 | PA      | $1668.31      | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                     | Equitable Financial Life Global Funding                                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24472.00     | 0.09%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                              | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20349 | PA      | $20064.55     | 0.07%             | 2052-12-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24710.75     | 0.09%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                    | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                     | CUSIP: 61690FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103045 | PA      | $1.39         | 0.00%             | 2048-04-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                             | IndyMac INDX Mortgage Loan Trust 2007-FLX3                                      | CUSIP: 45670AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99894 | PA      | $93283.98     | 0.34%             | 2037-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                 | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    113810 | NS      | $113809.99    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-97.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                  | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101769.00    | 0.37%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                     | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     30000 | PA      | $28182.30     | 0.10%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $145521.38    | 0.52%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                     | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37587.60     | 0.14%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                      | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207112.00    | 0.75%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36000 | PA      | $36049.05     | 0.13%             | 2038-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                        | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82683.20     | 0.30%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                           | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23625.75     | 0.09%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                      | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175000 | PA      | $164598.18    | 0.59%             | 2055-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     65000 | PA      | $65448.50     | 0.24%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $-12757.88    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Corp Trust 2023-FUN                                      | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100700.31    | 0.36%             | 2028-03-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                  | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146641.60    | 0.53%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                           | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45167 | PA      | $46140.44     | 0.17%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue      | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971XXC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $84729.40     | 0.31%             | 2033-02-01      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                     | OBX 2024-NQM15 Trust                                                            | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |     81515 | PA      | $81936.20     | 0.30%             | 2064-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                           | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $26846.70     | 0.10%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                                      | Northwest Natural Holding Co                                                    | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56461.35     | 0.20%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                         | Bayer US Finance LLC                                                            | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37750.30     | 0.14%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                           | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990KHB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25839.48     | 0.09%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                       | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207208.00    | 0.75%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                         | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177798.25    | 0.64%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                    | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36874.25     | 0.13%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                   | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74348.65     | 0.27%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                   | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39583 | PA      | $38491.25     | 0.14%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 650036EB8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $12698.66     | 0.05%             | 2033-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                     | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30000.00     | 0.11%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                    | BXP Trust 2017-GM                                                               | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97426.17     | 0.35%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                             | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88583.60     | 0.32%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56851.30     | 0.20%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS                                                      | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14769.60     | 0.05%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    179000 | PA      | $162680.57    | 0.59%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                   | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73376.10     | 0.26%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                  | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36333.50     | 0.13%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                              | CSAIL 2015-C4 Commercial Mortgage Trust                                         | CUSIP: 12635RBB3<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |     39263 | PA      | $39162.79     | 0.14%             | 2048-11-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                          | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10020.20     | 0.04%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                               | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30147.60     | 0.11%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                               | CUSIP: 3136BTBD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35207 | PA      | $35256.13     | 0.13%             | 2054-10-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36263.85     | 0.13%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    148000 | PA      | $130803.88    | 0.47%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18369.80     | 0.07%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                               | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76026.00     | 0.27%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $494904.64    | 1.78%             | 2055-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95800.00     | 0.34%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $178864.55    | 0.64%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                        | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34182.75     | 0.12%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                      | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14971.95     | 0.05%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                   | DOC DR LLC                                                                      | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     26000 | PA      | $26011.70     | 0.09%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60425.95     | 0.22%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | BDL2CYFJ9 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    523000 | NC      | $568.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                           | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54505.55     | 0.20%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73292.25     | 0.26%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                     | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48128.50     | 0.17%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $351441.00    | 1.27%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                                     | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46230.75     | 0.17%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                         | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24694 | PA      | $23292.55     | 0.08%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                          | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85165.75     | 0.31%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                          | PROSPER TX INDEP SCH DIST                                                       | CUSIP: 7436006B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30509.76     | 0.11%             | 2055-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    365000 | PA      | $322853.45    | 1.16%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                     | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    115000 | PA      | $75676.62     | 0.27%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                       | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36636.95     | 0.13%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                  | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41942 | PA      | $41917.33     | 0.15%             | 2038-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199876.50    | 0.72%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                              | McDonald's Corp                                                                 | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121634.40    | 0.44%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                       | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20264.16     | 0.07%             | 2083-07-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                               | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $74969.28     | 0.27%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                 | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15436.65     | 0.06%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                      | Nationwide Building Society                                                     | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24367.50     | 0.09%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28090.50     | 0.10%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $411383.93    | 1.48%             | 2055-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                     | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162500 | PA      | $163697.63    | 0.59%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                     | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     21000 | PA      | $20205.15     | 0.07%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                           | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     35000 | PA      | $36398.25     | 0.13%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                 | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     40000 | PA      | $41870.40     | 0.15%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    796000 | PA      | $802529.69    | 2.89%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                      | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67683.20     | 0.24%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                     | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    105000 | PA      | $69872.65     | 0.25%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                     | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20522.60     | 0.07%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                             | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19833.80     | 0.07%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                                                        | Narragansett Electric Co/The                                                    | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33720.75     | 0.12%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                          | AUST 3YR BOND FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -2 | NC      | $510.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     80000 | PA      | $77123.20     | 0.28%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    295000 | PA      | $274665.65    | 0.99%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                            | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71066.10     | 0.26%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                         | Appalachian Power Co                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19725.00     | 0.07%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                  | SREIT Trust 2021-MFP2                                                           | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99948.76     | 0.36%             | 2036-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                             | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19376.80     | 0.07%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                      | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $35252.35     | 0.13%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |     25000 | PA      | $25353.00     | 0.09%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                             | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |      5000 | PA      | $4619.10      | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29007.30     | 0.10%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                        | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90108.50     | 0.32%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                                       | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102248.00    | 0.37%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                            | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30197.10     | 0.11%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                   | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21011.00     | 0.08%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                             | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    120000 | PA      | $106815.60    | 0.38%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                     | BDL2CXX51 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   1253000 | NC      | $156.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                             | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31670.80     | 0.11%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18506.20     | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38248 | PA      | $32392.76     | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                  | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     67000 | PA      | $61305.67     | 0.22%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                             | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34756.20     | 0.13%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5276.70      | 0.02%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129551.25    | 0.47%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                                                | Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1  | CUSIP: 86359BMX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8712 | PA      | $8579.00      | 0.03%             | 2034-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Pipeline Funding Co LLC                                                      | Pipeline Funding Co LLC                                                         | CUSIP: 724060AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15620 | PA      | $16048.77     | 0.06%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                              | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15706.35     | 0.06%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                              | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119746 | PA      | $116991.98    | 0.42%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                       | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109454.00    | 0.39%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                                 | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                      | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41693.12     | 0.15%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                         | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     25000 | PA      | $21694.50     | 0.08%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                      | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     10000 | PA      | $10039.30     | 0.04%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                      | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24916.75     | 0.09%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2014-UBS3 Mortgage Trust                                                   | CUSIP: 12591YBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12781 | PA      | $0.27         | 0.00%             | 2047-06-10      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                              | CUSIP: 3137AQYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98618 | PA      | $92670.51     | 0.33%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                             | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40663.60     | 0.15%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARNABAS HEALTH INC                                                          | Barnabas Health Inc                                                             | CUSIP: 06769QAA8<br>LEI: 549300P076255Y69C077 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14940.15     | 0.05%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                            | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71153.60     | 0.26%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                           | Boston Gas Co                                                                   | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23546.25     | 0.08%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                   | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21288.80     | 0.08%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                        | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85158.95     | 0.31%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                     | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     25000 | PA      | $22715.75     | 0.08%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential 2021-SFR11 Trust                                           | CUSIP: 74333XAL4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $75517.01     | 0.27%             | 2039-01-17      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                     | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27220.50     | 0.10%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                      | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9040.50      | 0.03%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                             | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45803.25     | 0.16%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                           | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     10000 | PA      | $8918.70      | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                                       | Goldentree Loan Management US Clo 11 Ltd                                        | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |     70000 | PA      | $70003.08     | 0.25%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                          | LCM 29 Ltd                                                                      | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    111598 | PA      | $111775.29    | 0.40%             | 2031-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                      | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170290.80    | 0.61%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2016-787S Mortgage Trust                                                   | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $34640.98     | 0.12%             | 2036-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $1040.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210491.95    | 0.76%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     50000 | PA      | $55316.50     | 0.20%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75986.60     | 0.27%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                      | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $151131.00    | 0.54%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                     | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     45000 | PA      | $44361.45     | 0.16%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust 2016-LC25                                 | CUSIP: 95000JAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52000 | PA      | $51314.26     | 0.18%             | 2059-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                                        | TCW Central Cash Fund                                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |   1393446 | NS      | $1393446.34   | 5.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                       | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109973.60    | 0.40%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                    | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100089.02    | 0.36%             | 2039-12-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                     | OBX 2024-HYB1 Trust                                                             | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62867 | PA      | $61912.70     | 0.22%             | 2053-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                     | Pacific National Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $18494.30     | 0.07%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1241.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                           | Chase Home Lending Mortgage Trust 2024-10                                       | CUSIP: 16159YAE0<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |     88763 | PA      | $89193.39     | 0.32%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                               | CUSIP: 3136A1L60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42272 | PA      | $3243.46      | 0.01%             | 2041-11-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $192.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                    | Structured Asset Mortgage Investments II Trust 2004-AR1                         | CUSIP: 86359LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       795 | PA      | $757.51       | 0.00%             | 2034-03-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                     | Mondelez International Holdings Netherlands BV                                  | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102913.53    | 0.37%             | 2031-10-01      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57102.60     | 0.21%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                               | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143705.80    | 0.52%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                               | CUSIP: 3136ABG64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26375 | PA      | $25638.27     | 0.09%             | 2042-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                | MASSACHUSETTS ST SPL OBLG REVENUE                                               | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      4945 | PA      | $4964.45      | 0.02%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     35000 | PA      | $31566.15     | 0.11%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38349.60     | 0.14%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | Cisco Systems Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93160.80     | 0.34%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                            | 1211 Avenue of the Americas Trust 2015-1211                                     | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69000 | PA      | $66649.69     | 0.24%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                              | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9599.40      | 0.03%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                        | CUSIP: 38378KQ69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    626747 | PA      | $10716.50     | 0.04%             | 2054-10-16      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                 | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41311.20     | 0.15%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                        | CUSIP: 38381RME6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14696 | PA      | $13607.66     | 0.05%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                          | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63093.60     | 0.23%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     32000 | PA      | $30255.04     | 0.11%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155050.50    | 0.56%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                      | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114795.30    | 0.41%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                           | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     40000 | PA      | $40724.40     | 0.15%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                       | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134360.20    | 0.48%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                               | Apidos CLO XII                                                                  | CUSIP: 03764DAM3<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |     40186 | PA      | $40209.06     | 0.14%             | 2031-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                   | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15256.35     | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                       | Diageo Investment Corp                                                          | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212396.00    | 0.76%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust 2011-GC5                                           | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90781 | PA      | $66.57        | 0.00%             | 2044-08-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153550.50    | 0.55%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21673.00     | 0.08%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DeSoto Independent School District                                           | DESOTO TX INDEP SCH DIST                                                        | CUSIP: 241722HD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57000.74     | 0.21%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                      | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     10000 | PA      | $9758.20      | 0.04%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                       | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88720.20     | 0.32%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                                                  | Bacardi Ltd                                                                     | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $65531.05     | 0.24%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust 2024-SVEN                                 | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104168.04    | 0.38%             | 2037-06-10      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     16000 | PA      | $15880.00     | 0.06%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2                    | CUSIP: 46635GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425656 | PA      | $16.47        | 0.00%             | 2043-11-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.                                          | Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Ctfs Ser 2005-R11  | CUSIP: 03072SV36<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53859 | PA      | $53143.14     | 0.19%             | 2036-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | BDL2CYPL3 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    523000 | NC      | $227.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                         | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     65000 | PA      | $66066.65     | 0.24%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                     | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17641.60     | 0.06%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                        | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17179 | PA      | $15831.51     | 0.06%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                      | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48629.25     | 0.18%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63978.60     | 0.23%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                               | Fannie Mae-Aces                                                                 | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38832 | PA      | $1.98         | 0.00%             | 2036-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                          | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32209.80     | 0.12%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $158326.70    | 0.57%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                        | CUSIP: 38374EP35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105258 | PA      | $8234.62      | 0.03%             | 2033-10-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                     | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     35000 | PA      | $29826.30     | 0.11%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $68862.32     | 0.25%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                 | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441055 | PA      | $429762.20    | 1.55%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                      | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225000 | PA      | $223831.24    | 0.81%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                     | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85051.60     | 0.31%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                  | SREIT Trust 2021-PALM                                                           | CUSIP: 85237AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49891.55     | 0.18%             | 2034-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                       | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63974.40     | 0.23%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48839.00     | 0.18%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                         | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26661.90     | 0.10%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                     | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29311.50     | 0.11%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                     | Elanco Animal Health Inc                                                        | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15635.85     | 0.06%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                         | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $69845.80     | 0.25%             | 2039-05-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                | JGWPT XXX LLC                                                                   | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23077 | PA      | $21968.44     | 0.08%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72314.20     | 0.26%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                | Eurogrid GmbH                                                                   | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $102092.20    | 0.37%             | 2032-05-15      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Bastrop Independent School District                                          | BASTROP TX INDEP SCH DIST                                                       | CUSIP: 070329W37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62009.52     | 0.22%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                      | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75000 | PA      | $72749.10     | 0.26%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                       | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     35000 | PA      | $16398.82     | 0.06%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                        | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52062.00     | 0.19%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PBG4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    278350 | PA      | $3.34         | 0.00%             | 2047-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| SKYLINE CL A TR 2020 1                                                       | SKYLINE CL A TR 2020 1                                                          | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29312 | PA      | $27480.38     | 0.10%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| Structured Asset Securities Corporation                                      | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC6                   | CUSIP: 86362VAA0<br>LEI: 549300164ZV2301BC703 | Long             | ABS-O            | CORP              | US        |     85903 | PA      | $81935.22     | 0.30%             | 2037-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                          | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     20000 | PA      | $20771.80     | 0.07%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29164.80     | 0.11%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                     | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P2P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14361.35     | 0.05%             | 2031-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                           | Morgan Stanley Mortgage Loan Trust 2004-5AR                                     | CUSIP: 61748HAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6300 | PA      | $6235.37      | 0.02%             | 2034-07-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                      | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57392.50     | 0.21%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9114.60      | 0.03%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                      | New York Life Insurance Co                                                      | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68919.50     | 0.25%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                         | Cross 2024-H6 Mortgage Trust                                                    | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83973 | PA      | $84072.43     | 0.30%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $140527.65    | 0.51%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2021-LBA                                                               | CUSIP: 05609BBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33214 | PA      | $33169.87     | 0.12%             | 2036-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                 | CSMC 2021-B33                                                                   | CUSIP: 12658WAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89896.55     | 0.32%             | 2043-10-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                      | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5021.55      | 0.02%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                      | Structured Asset Securities Corp 2005-WF1                                       | CUSIP: 86359BW23<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66010 | PA      | $65879.52     | 0.24%             | 2035-02-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                   | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9774.80      | 0.04%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                           | MARYLAND ST ECON DEV CORP                                                       | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48557.05     | 0.17%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                 | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77858.25     | 0.28%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                             | BCMSC Trust 2000-A                                                              | CUSIP: 09774XBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19426 | PA      | $1270.00      | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                        | AMMC CLO 30 Ltd                                                                 | CUSIP: 03165UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     70000 | PA      | $70160.65     | 0.25%             | 2037-01-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | Stryker Corp                                                                    | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118741.95    | 0.43%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                     | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41235.60     | 0.15%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123523.65    | 0.44%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                             | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87132.10     | 0.31%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                     | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     20000 | PA      | $20267.40     | 0.07%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                               | Manhattan West 2020-1MW Mortgage Trust                                          | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95464.26     | 0.34%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                   | DOLP Trust 2021-NYC                                                             | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $94821.78     | 0.34%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                        | CUSIP: 38378B5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    393951 | PA      | $6148.64      | 0.02%             | 2054-02-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                             | GWT 2024-WLF2                                                                   | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37000 | PA      | $37176.26     | 0.13%             | 2041-05-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                                       | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19386.00     | 0.07%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                       | SLM Student Loan Trust 2008-3                                                   | CUSIP: 78444GAD6<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20212.61     | 0.07%             | 2083-04-26      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79000 | PA      | $83336.61     | 0.30%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                      | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107431.80    | 0.39%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                     | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     15000 | PA      | $14137.50     | 0.05%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                     | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     40000 | PA      | $41263.60     | 0.15%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                             | Farmers Insurance Exchange                                                      | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54975.05     | 0.20%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                          | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71362.20     | 0.26%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                 | Sabey Data Center Issuer LLC                                                    | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83000 | PA      | $81160.97     | 0.29%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                     | New York Life Global Funding                                                    | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117601.30    | 0.42%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                        | CUSIP: 38378BF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1559711 | PA      | $4817.17      | 0.02%             | 2053-02-16      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -24 | NC      | $-35194.81    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26084.50     | 0.09%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                 | Ares XXVII CLO Ltd                                                              | CUSIP: 00190YBP9<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |     90000 | PA      | $90022.50     | 0.32%             | 2034-10-28      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                    | CIM Trust 2021-R4                                                               | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42560 | PA      | $40013.92     | 0.14%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40802 | PA      | $33055.41     | 0.12%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                            | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20254.40     | 0.07%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40287.20     | 0.15%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                      | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    102000 | PA      | $108164.88    | 0.39%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $105369.13    | 0.38%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                         | BALTIMORE MD REVENUE                                                            | CUSIP: 059231Y38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12836.13     | 0.05%             | 2033-07-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187690.70    | 0.68%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                     | NRTH 2024-PARK Mortgage Trust                                                   | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $134885.18    | 0.49%             | 2039-03-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                 | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     15000 | PA      | $15012.45     | 0.05%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29269.80     | 0.11%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                       | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22332.20     | 0.08%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71627.50     | 0.26%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 72 CLO Ltd                                                               | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54729 | PA      | $54774.01     | 0.20%             | 2032-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | U.S. Treasury Notes                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $193682.23    | 0.70%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                        | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19873.40     | 0.07%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50483.85     | 0.18%             | 2044-01-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $198373.30    | 0.71%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Monica Community College District                                      | SANTA MONICA CA CMNTY CLG DIST                                                  | CUSIP: 802385RX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $16963.46     | 0.06%             | 2033-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                             | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                            | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61947.48     | 0.22%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                      | Northwestern University                                                         | CUSIP: 668444AM4<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17903.00     | 0.06%             | 2038-12-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                             | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18951.80     | 0.07%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                   | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154458.00    | 0.56%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                     | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16565.25     | 0.06%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                        | Athene Global Funding                                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4907.70      | 0.02%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                              | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     15000 | PA      | $13709.85     | 0.05%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                          | Georgia-Pacific LLC                                                             | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18399.80     | 0.07%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                           | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $23891.50     | 0.09%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50717.69     | 0.18%             | 2041-12-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                        | AMMC CLO 24 Ltd                                                                 | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     75000 | PA      | $75146.25     | 0.27%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                      | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19684.00     | 0.07%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                      | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71729.70     | 0.26%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                  | Bear Stearns ARM Trust 2004-1                                                   | CUSIP: 07384MG97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4774 | PA      | $4277.14      | 0.02%             | 2034-04-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                     | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35261.06     | 0.13%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                                       | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $14935.05     | 0.05%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-22

**Name of Applicant:** TCW Metropolitan West Funds

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer