# EDGAR Filing Document

**Accession Number:** 0000088063
**File Stem:** 0001752724-23-065419
**Filing Date:** 2023-3
**Character Count:** 143591
**Document Hash:** 3876303f7dbc52fa2cb9e9d65010b561
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065419.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065419

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS PORTFOLIO TRUST
- **CENTRAL INDEX KEY:** 0000088063
- **IRS NUMBER:** 046013018
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00042
- **FILM NUMBER:** 23758829

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEUTSCHE PORTFOLIO TRUST
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS PORTFOLIO TRUST
- **DATE OF NAME CHANGE:** 20060207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCUDDER PORTFOLIO TRUST/
- **DATE OF NAME CHANGE:** 19930305

## Series and Classes Contracts Data

### DWS Total Return Bond Fund (Series ID: S000006101)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000016770 | Class A             | SZIAX           |
| C000016773 | Class C             | SZICX           |
| C000016774 | Class S             | SCSBX           |
| C000016775 | Institutional Class | SZIIX           |
| C000195198 | Class R             | SZIRX           |
| C000214981 | Class R6            | SZIWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DEUTSCHE DWS PORTFOLIO TRUST

- **b. Investment Company Act file number:** 811-00042

- **c. CIK number of Registrant:** 0000088063

- **d. LEI of Registrant:** SRECKAL0MZIWJ5FTJI59

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

  - **Street Address 1:** 875 Third Avenue

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022-6225

  - **Telephone number:** 212-454-4500

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

- **a. Name of Series:** DWS Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000006101

- **c. LEI of Series:** W3A6YRGSCF5E88CKHO43

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $359095225.26

**Total Liabilities:** $54687661.88

**Net Assets:** $304407563.38

**Delayed Delivery Securities:** $1679121.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -294.59000000 | **1-Year:** -10448.60000000 | **5-Year:** -27061.09000000 | **10-Year:** -45693.39000000 | **30-Year:** -29044.21000000

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

- **3-Month:** -29.00000000 | **1-Year:** -1789.78000000 | **5-Year:** -4938.32000000 | **10-Year:** -3634.85000000 | **30-Year:** -2540.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195198 | 3.68%                | -0.62%               | 3.91%                |
| Class ID C000016773 | 3.63%                | -0.67%               | 3.86%                |
| Class ID C000016775 | 3.73%                | -0.69%               | 3.97%                |
| Class ID C000016774 | 3.72%                | -0.58%               | 3.95%                |
| Class ID C000016770 | 3.70%                | -0.60%               | 3.93%                |
| Class ID C000214981 | 3.74%                | -0.69%               | 3.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3476382.15             | $12347146.83                               |
| Month 2  | $166857.83               | $-2876807.19                               |
| Month 3  | $-6542087.34             | $16910574.40                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYNCHRONY BANK                                 | Synchrony Bank                                                                        | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298753.71    | 0.10%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    537000 | PA      | $416263.47    | 0.14%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                       | Perusahaan Penerbit SBSN Indonesia III                                                | CUSIP: 71567PAP5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1255000 | PA      | $1119058.40   | 0.37%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    208000 | PA      | $150796.51    | 0.05%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                      | CUSIP: 3131WRB95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34179 | PA      | $34712.83     | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                           | New England Power Co                                                                  | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    320000 | PA      | $351212.36    | 0.12%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    330000 | PA      | $268228.98    | 0.09%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    232000 | PA      | $208532.82    | 0.07%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XVIII                                                                      | CUSIP: 03767NAJ5<br>LEI: 549300LPFPUEJZX23R93 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1207060.00   | 0.40%             | 2030-10-22      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Hercules Trust II                              | HERCULES TR II                                                                        | CUSIP: 427098116<br>LEI: N/A                  | N/A              | DE               |  | US        |       315 | NS      | $25038.61     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                      | CUSIP: 3131WQ5W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268766 | PA      | $272961.29    | 0.09%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                            | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    770000 | PA      | $583882.25    | 0.19%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1345740.00   | 0.44%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                                   | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    830000 | PA      | $805706.16    | 0.26%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                            | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    313000 | PA      | $280186.27    | 0.09%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449396 | PA      | $433830.54    | 0.14%             | 2028-09-25      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                                    | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    360000 | PA      | $316134.50    | 0.10%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                                    | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    371000 | PA      | $343552.83    | 0.11%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                                  | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    910000 | PA      | $971080.46    | 0.32%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                              | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5884599.60   | 1.93%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 31414UW46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71954 | PA      | $74910.41     | 0.02%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities            | Banc of America Mortgage 2004-A Trust                                                 | CUSIP: 05948XT27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44425 | PA      | $42995.17     | 0.01%             | 2034-02-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust        | Mello Mortgage Capital Acceptance 2021-INV3                                           | CUSIP: 585491AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2603479 | PA      | $2173397.09   | 0.71%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Bancomer SA/Texas                                                                | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    647000 | PA      | $593622.50    | 0.20%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2859150.00   | 0.94%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Babson CLO Ltd 2016-I                                                                 | CUSIP: 06759MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3241385.40   | 1.06%             | 2030-07-23      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2006-A2                                                      | CUSIP: 466247J46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238656 | PA      | $203772.66    | 0.07%             | 2036-04-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                              | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $581392.36    | 0.19%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                      | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    130000 | PA      | $109046.06    | 0.04%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DWS                                            | DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares | CUSIP: 147539670<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3556428 | NS      | $3556427.50   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                              | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    420000 | PA      | $344400.00    | 0.11%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                             | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2947000 | PA      | $3006953.15   | 0.99%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                                    | CUSIP: 31282YED7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86152 | PA      | $12902.13     | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                          | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $541532.97    | 0.18%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                                     | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    998000 | PA      | $992397.20    | 0.33%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 31402QY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9092 | PA      | $9465.78      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    630000 | PA      | $489104.44    | 0.16%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                        | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $785741.57    | 0.26%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                        | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142522.62    | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                                 | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    580000 | PA      | $587771.78    | 0.19%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                                  | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    890000 | PA      | $864293.36    | 0.28%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                      | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930500 | PA      | $1325107.27   | 0.44%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                  | Aircastle Ltd                                                                         | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    544000 | PA      | $539289.69    | 0.18%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                      | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    310000 | PA      | $258444.91    | 0.08%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                     | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    570000 | PA      | $505627.79    | 0.17%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                              | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    410000 | PA      | $350071.73    | 0.12%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 3138WJME5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831635 | PA      | $801510.96    | 0.26%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                          | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $638471.71    | 0.21%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290975.41    | 0.10%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                         | Advanced Micro Devices Inc                                                            | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    220000 | PA      | $204496.89    | 0.07%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                    | CUSIP: 3137FNQZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8286228 | PA      | $7602833.67   | 2.50%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                              | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508615.22   | 0.50%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    229000 | PA      | $173742.87    | 0.06%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                      | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    820000 | PA      | $832300.00    | 0.27%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                                | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1472881.07   | 0.48%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                              | CUSIP: 38379CS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1399430 | PA      | $44150.16     | 0.01%             | 2029-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                                   | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   2203445 | PA      | $1798019.93   | 0.59%             | 2051-06-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    711000 | PA      | $775069.15    | 0.25%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    450000 | PA      | $369628.29    | 0.12%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $835683.36    | 0.27%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                      | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10338900 | PA      | $10876845.89  | 3.57%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                      | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    650000 | PA      | $620280.53    | 0.20%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust    | Bear Stearns ARM Trust 2005-11                                                        | CUSIP: 07387AFG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76154 | PA      | $73728.49     | 0.02%             | 2035-12-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $171531.92    | 0.06%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                      | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11843800 | PA      | $11444071.75  | 3.76%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                               | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $373887.22    | 0.12%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US ULTRA BOND CBT MAR23                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       157 | NC      | $878246.85    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| 20 TSQ GroundCo LLC                            | 20 Times Square Trust 2018-20TS                                                       | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1441310.55   | 0.47%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                      | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12225000 | PA      | $11645267.52  | 3.83%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                             | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    131000 | PA      | $96486.12     | 0.03%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                            | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    870000 | PA      | $864848.11    | 0.28%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                        | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1485248.25   | 0.49%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                              | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435207.79    | 0.14%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                      | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    871000 | PA      | $788440.10    | 0.26%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                                  | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1222472.59   | 0.40%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                                   | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $204877.99    | 0.07%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                              | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1024326.79   | 0.34%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                            | Delta Air Lines Inc                                                                   | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    850000 | PA      | $789896.50    | 0.26%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    455000 | PA      | $416985.33    | 0.14%             | 2026-02-12      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    960000 | PA      | $856800.00    | 0.28%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                                   | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    425000 | PA      | $503750.94    | 0.17%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                      | CUSIP: 3131WM3D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72482 | PA      | $75799.21     | 0.02%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR ULTRA FUT MAR23                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-153596.37   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                                  | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    630000 | PA      | $667033.69    | 0.22%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2021-6INV                                                     | CUSIP: 33851GAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3741340 | PA      | $3239914.46   | 1.06%             | 2051-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                      | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83678.53     | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                           | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $30129.14     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                      | CUSIP: 3132ACKR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396157 | PA      | $414286.48    | 0.14%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                     | AMSR 2021-SFR2 Trust                                                                  | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $2933390.32   | 0.96%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                     | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558941.68    | 0.18%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                 | Synchrony Bank                                                                        | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507949.04    | 0.17%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                       | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938171 | PA      | $1782599.37   | 0.59%             | 2035-06-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                             | Enstar Finance LLC                                                                    | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $989759.70    | 0.33%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288094 | PA      | $300732.54    | 0.10%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                      | CUSIP: 3132AAPP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1146492 | PA      | $1107596.52   | 0.36%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR NOTE (CBT)MAR23                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -18 | NC      | $-46.26       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                        | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    304000 | PA      | $208760.79    | 0.07%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                      | CUSIP: 3131X9HJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104143 | PA      | $102784.41    | 0.03%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 3138ADSK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120162 | PA      | $125628.40    | 0.04%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                                  | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    256000 | PA      | $180503.63    | 0.06%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                       | NextEra Energy Operating Partners LP                                                  | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    750000 | PA      | $695630.21    | 0.23%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                           | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    290000 | PA      | $246159.28    | 0.08%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                                  | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    940000 | PA      | $789939.81    | 0.26%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                      | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    574000 | PA      | $520199.89    | 0.17%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                            | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    196000 | PA      | $188312.61    | 0.06%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                          | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    570000 | PA      | $653826.93    | 0.21%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 3YR NOTE (CBT) MAR23                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -39 | NC      | $-81583.48    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 3140XHGU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7227665 | PA      | $6623832.33   | 2.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                          | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    224000 | PA      | $154069.75    | 0.05%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                         | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498724.29    | 0.16%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                             | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    499000 | PA      | $449162.26    | 0.15%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                             | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304943.26    | 0.10%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                                    | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    780000 | PA      | $717492.80    | 0.24%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                                    | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1411675.90   | 0.46%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 31368HL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62753 | PA      | $65118.23     | 0.02%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO XII                         | KKR Group Finance Co XII LLC                                                          | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $923528.71    | 0.30%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                         | Cox Communications Inc                                                                | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $101669.74    | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                                    | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    550000 | PA      | $480312.06    | 0.16%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                     | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    960000 | PA      | $915085.81    | 0.30%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                           | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588000 | PA      | $573935.86    | 0.19%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    514000 | PA      | $488569.33    | 0.16%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                       | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    520000 | PA      | $529772.29    | 0.17%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    480000 | PA      | $437409.90    | 0.14%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                          | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $226748.61    | 0.07%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $900852.07    | 0.30%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                        | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55913.28     | 0.02%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514435.42    | 0.17%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                            | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8100000 | PA      | $7227808.20   | 2.37%             | 2053-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2021-9INV                                                     | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2059605 | PA      | $1827234.46   | 0.60%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                           | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $103221.99    | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities         | Natixis Commercial Mortgage Securities Trust 2018-OSS                                 | CUSIP: 63874HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $676737.15    | 0.22%             | 2037-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                                   | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $423643.41    | 0.14%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                | Sealed Air Corp                                                                       | CUSIP: 000000000<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151335.00    | 0.05%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                             | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   2526000 | PA      | $2659813.99   | 0.87%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                       | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3250000 | PA      | $3018437.50   | 0.99%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                           | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $949051.31    | 0.31%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                                | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1516895.69   | 0.50%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2022-3                                                       | CUSIP: 46654UBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2390338 | PA      | $2244119.69   | 0.74%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                       | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    340000 | PA      | $281806.87    | 0.09%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd             | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $609216.93    | 0.20%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                         | Mosaic Solar Loan Trust 2022-3                                                        | CUSIP: 61946KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1703000 | PA      | $1708125.69   | 0.56%             | 2053-06-20      | Fixed         | 8.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39728 | PA      | $41225.05     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                                 | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1599895.29   | 0.53%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DWS                                            | DWS Central Cash Management Government Fund                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |  10984028 | NS      | $10984027.78  | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                             | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    800000 | PA      | $845205.49    | 0.28%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                           | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64547.51     | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                   | SK Hynix Inc                                                                          | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    799000 | PA      | $704257.73    | 0.23%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae I Pool                                                                     | CUSIP: 3620A5AX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35476 | PA      | $36096.42     | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                               | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    480000 | PA      | $325911.17    | 0.11%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4516380.00   | 1.48%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                 | EDP Finance BV                                                                        | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    695000 | PA      | $682452.97    | 0.22%             | 2024-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                      | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1308900 | PA      | $1323727.38   | 0.43%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                        | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    434000 | PA      | $370645.31    | 0.12%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                               | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368817.05    | 0.12%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                        | Banco del Estado de Chile                                                             | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    960000 | PA      | $917228.76    | 0.30%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                      | CUSIP: 3132A4PW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397539 | PA      | $385057.86    | 0.13%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1562000.00   | 0.51%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                            | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $256842.90    | 0.08%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                                  | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336943.82    | 0.11%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                        | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    330000 | PA      | $239352.20    | 0.08%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                                   | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $901950.00    | 0.30%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209157.86    | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                            | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7100000 | PA      | $7049192.40   | 2.32%             | 2053-02-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                        | Oversea-Chinese Banking Corp Ltd                                                      | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   1535000 | PA      | $1398830.15   | 0.46%             | 2030-09-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                                                   | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1325371.07   | 0.44%             | 2024-11-22      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                            | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    220000 | PA      | $167118.84    | 0.05%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 31391PDR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13826 | PA      | $14312.54     | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                      | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    142000 | PA      | $102234.22    | 0.03%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133607.52    | 0.04%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    267000 | PA      | $199106.88    | 0.07%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                      | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1055592.00   | 0.35%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 3138X8ZV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186093 | PA      | $188881.37    | 0.06%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                       | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314013.51    | 0.10%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                      | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6228500 | PA      | $6247477.49   | 2.05%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 3140J7UN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1143853 | PA      | $1102419.97   | 0.36%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands Inc                                                                     | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    540000 | PA      | $542802.60    | 0.18%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    420000 | PA      | $440617.24    | 0.14%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                              | Southern Power Co                                                                     | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    335000 | PA      | $305569.17    | 0.10%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1018787.50   | 0.33%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                        | Meituan                                                                               | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    321000 | PA      | $291775.84    | 0.10%             | 2025-10-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    210000 | PA      | $150963.99    | 0.05%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 3138EKPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532794 | PA      | $514010.17    | 0.17%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                             | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    836000 | PA      | $594391.89    | 0.20%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                                  | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1142000.67   | 0.38%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1083546.80   | 0.36%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                        | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $419737.50    | 0.14%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                                     | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975810.56   | 0.65%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                | CVS Health Corp                                                                       | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $75787.18     | 0.02%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2339823.23   | 0.77%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2006-43CB                                                      | CUSIP: 02149FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105164 | PA      | $60395.22     | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    790000 | PA      | $887305.07    | 0.29%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                      | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1230997.28   | 0.40%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust 2021-GR1                                          | CUSIP: 36262QAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3811633 | PA      | $3181970.56   | 1.05%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                                    | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    620000 | PA      | $473329.46    | 0.16%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                           | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    780000 | PA      | $902258.73    | 0.30%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                                   | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    170000 | PA      | $118525.46    | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $217703.27    | 0.07%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 3140MB7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4522680 | PA      | $4136074.39   | 1.36%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                       | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $226009.08    | 0.07%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                            | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $854389.77    | 0.28%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1285740.69   | 0.42%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                                   | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    320000 | PA      | $273200.00    | 0.09%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                                | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $138891.06    | 0.05%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                       | NextEra Energy Operating Partners LP                                                  | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2636990.91   | 0.87%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                          | Arroyo Mortgage Trust 2021-1R                                                         | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2533084 | PA      | $2136947.15   | 0.70%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                                     | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134911.67    | 0.04%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                      | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    990000 | PA      | $808887.83    | 0.27%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                              | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    360000 | PA      | $276959.68    | 0.09%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                              | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    272000 | PA      | $222102.19    | 0.07%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    763000 | PA      | $664074.12    | 0.22%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                          | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    660000 | PA      | $640670.24    | 0.21%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-INV1                                                    | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277649 | PA      | $251158.46    | 0.08%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2004-13                                               | CUSIP: 12669FK44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131803 | PA      | $122165.62    | 0.04%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2019-INV3                                                    | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933452 | PA      | $837991.33    | 0.28%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508342.41    | 0.17%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    580000 | PA      | $464238.40    | 0.15%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Strip Principal                                                | CUSIP: 912803DY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1325000 | PA      | $635036.53    | 0.21%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94541 | PA      | $98104.28     | 0.03%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                            | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423341.55    | 0.14%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                     | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    540000 | PA      | $536595.48    | 0.18%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                            | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9100000 | PA      | $9159969.00   | 3.01%             | 2053-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust         | Merrill Lynch Mortgage Investors Trust Series 2003-A6                                 | CUSIP: 5899294H8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75988 | PA      | $71698.92     | 0.02%             | 2033-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                                    | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2811204.42   | 0.92%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) MAR23                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -29 | NC      | $-28776.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                      | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487448.75    | 0.16%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                             | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    285000 | PA      | $196840.28    | 0.06%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1450000 | PA      | $1421812.00   | 0.47%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FARM 2021-1 Mortgage Trust                     | FARM 21-1 Mortgage Trust                                                              | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1559305 | PA      | $1296716.65   | 0.43%             | 2051-01-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                  | CUSIP: 054967AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $658726.13    | 0.22%             | 2034-09-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    370000 | PA      | $323225.66    | 0.11%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3532500.00   | 1.16%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR Trust 2019-DNA4                                                     | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113228 | PA      | $113227.55    | 0.04%             | 2049-10-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                           | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1250000 | PA      | $1260204.95   | 0.41%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                               | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    230000 | PA      | $241415.44    | 0.08%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                               | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1438996 | PA      | $1280270.97   | 0.42%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    202000 | PA      | $165586.43    | 0.05%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CIT Group Home Equity Loan Trust               | CIT Home Equity Loan Trust 2002-1                                                     | CUSIP: 12558MAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8417 | PA      | $8359.30      | 0.00%             | 2030-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                        | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567637.30    | 0.19%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                        | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    614000 | PA      | $415799.48    | 0.14%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1438329.06   | 0.47%             | 2028-02-24      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                            | 20 Times Square Trust 2018-20TS                                                       | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1945596.00   | 0.64%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                       | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    340000 | PA      | $271626.65    | 0.09%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                                 | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3712500 | PA      | $3075483.26   | 1.01%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                                   | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    669000 | PA      | $643046.95    | 0.21%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                           | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    394000 | PA      | $311838.47    | 0.10%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                                | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $172129.36    | 0.06%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                          | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    501000 | PA      | $410769.90    | 0.13%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                              | Clean Harbors Inc                                                                     | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    770000 | PA      | $784399.00    | 0.26%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1352935.23   | 0.44%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                               | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    480000 | PA      | $405849.84    | 0.13%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                        | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    775000 | PA      | $592566.75    | 0.19%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 64 CLO Ltd                                                                     | CUSIP: 26251LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2089683.20   | 0.69%             | 2031-04-18      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp                                                       | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1813329.93   | 0.60%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                      | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14430500 | PA      | $10966052.69  | 3.60%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 5YR NOTE (CBT) MAR23                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -294 | NC      | $-325900.98   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                                   | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240975.10    | 0.08%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                            | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    195000 | PA      | $140843.48    | 0.05%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $946520.26    | 0.31%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                              | CUSIP: 38379PLX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886988 | PA      | $153380.62    | 0.05%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Inflation Indexed Bonds                                        | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3099684 | PA      | $2947091.52   | 0.97%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                        | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    760000 | PA      | $776662.65    | 0.26%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                          | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    540000 | PA      | $467774.16    | 0.15%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                            | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185116.23    | 0.06%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                      | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    635000 | PA      | $586956.57    | 0.19%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $81051.74     | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                         | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426361.34    | 0.14%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    310000 | PA      | $325978.09    | 0.11%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                              | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1214067.23   | 0.40%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2W32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53618 | PA      | $56965.83     | 0.02%             | 2042-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                                  | CUSIP: 06051GHB8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    579000 | PA      | $577828.68    | 0.19%             | 2026-02-05      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                            | MEGlobal Canada ULC                                                                   | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |   2370000 | PA      | $2348480.40   | 0.77%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                      | CUSIP: 3131XKDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1131101 | PA      | $1105817.28   | 0.36%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R03                                          | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24023 | PA      | $24022.69     | 0.01%             | 2031-09-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                            | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429520.03    | 0.14%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2021-5INV                                                     | CUSIP: 33851PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3104308 | PA      | $2744611.52   | 0.90%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                          | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    340000 | PA      | $279792.91    | 0.09%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                         | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    472000 | PA      | $404330.80    | 0.13%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                                  | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1108250.00   | 0.36%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                                  | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    310000 | PA      | $244695.22    | 0.08%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 31408H4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130254 | PA      | $135967.85    | 0.04%             | 2031-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                       | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    585000 | PA      | $409504.69    | 0.13%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938120.00    | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816718.78    | 0.27%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                            | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    570000 | PA      | $574413.98    | 0.19%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $393305.65    | 0.13%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                       | AES Panama Generation Holdings SRL                                                    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    388000 | PA      | $344175.55    | 0.11%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                                  | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    960000 | PA      | $936580.05    | 0.31%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9875340.00   | 3.24%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                                    | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    286000 | PA      | $207387.90    | 0.07%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                           | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $1980345.62   | 0.65%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 3138E6LZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35767 | PA      | $37526.87     | 0.01%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                           | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $612832.58    | 0.20%             | N/A             | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                     | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231166.80    | 0.08%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    379000 | PA      | $339594.43    | 0.11%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                                   | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115496.14    | 0.04%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                          | Nippon Life Insurance Co                                                              | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $380976.75    | 0.13%             | 2051-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    477000 | PA      | $383726.41    | 0.13%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    330000 | PA      | $307229.67    | 0.10%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                         | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1550000 | PA      | $1476936.07   | 0.49%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust            | Citigroup Commercial Mortgage Trust 2019-PRM                                          | CUSIP: 29429JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1264626.22   | 0.42%             | 2036-05-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                         | CUSIP: 225470FM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192237 | PA      | $57263.33     | 0.02%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                           | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1400528.92   | 0.46%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                                    | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $565235.00    | 0.19%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                      | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101606.66    | 0.03%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                           | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1490739.59   | 0.49%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                          | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117779.95    | 0.04%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                               | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164458.49    | 0.05%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                       | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    625000 | PA      | $582805.53    | 0.19%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                     | AMSR 2021-SFR2 Trust                                                                  | CUSIP: 00179VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5806667 | PA      | $5117234.46   | 1.68%             | 2038-08-17      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2020-SFR3 Trust                                                  | CUSIP: 74333AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1178376.94   | 0.39%             | 2027-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R02                                          | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33122 | PA      | $33121.73     | 0.01%             | 2031-08-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| DWS                                            | DWS ESG Liquidity Fund 'Capital Shares'                                               | CUSIP: 461473845<br>LEI: 549300BLVWELXUBAZ487 | Long             | EC               | RF                | US        |      3468 | NS      | $3467.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                  | PURCHASED USD / SOLD EUR                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-289252.23   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                           | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    680000 | PA      | $683667.65    | 0.22%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                       | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $364318.39    | 0.12%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $505536.63    | 0.17%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                       | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68029.46     | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                           | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $692768.32    | 0.23%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                       | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    420000 | PA      | $438654.38    | 0.14%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                       | CUSIP: 3138ERHZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470630 | PA      | $454666.00    | 0.15%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    268000 | PA      | $200259.15    | 0.07%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group Inc                                                              | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    370000 | PA      | $367613.32    | 0.12%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1233104.99   | 0.41%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                                    | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    209000 | PA      | $174018.98    | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** DEUTSCHE DWS PORTFOLIO TRUST

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer