# EDGAR Filing Document

**Accession Number:** 0001831313
**File Stem:** 0001410368-26-066091
**Filing Date:** 2026-6
**Character Count:** 167396
**Document Hash:** c3a6b91d67166066764392991b20f0a7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066091.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066091

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TCW ETF Trust
- **CENTRAL INDEX KEY:** 0001831313

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23617
- **FILM NUMBER:** 261120393

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Engine No. 1 ETF Trust
- **DATE OF NAME CHANGE:** 20210211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Deer Lane ETF Trust
- **DATE OF NAME CHANGE:** 20201104

## Series and Classes Contracts Data

### TCW Corporate Bond ETF (Series ID: S000088743)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000255118 | TCW Corporate Bond ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TCW ETF Trust

- **b. Investment Company Act file number:** 811-23617

- **c. CIK number of Registrant:** 0001831313

- **d. LEI of Registrant:** 549300NV06RWMAEJ2V61

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

  - **Street Address 1:** 515 South Flower Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-244-0000

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

- **a. Name of Series:** TCW Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000088743

- **c. LEI of Series:** 254900JX17R41RAJLT66

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $39472684.59

**Total Liabilities:** $38685.84

**Net Assets:** $39433998.75

**Cash Not Reported:** $133197.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -40.12000000 | **1-Year:** -1036.09000000 | **5-Year:** -7960.24000000 | **10-Year:** -10944.18000000 | **30-Year:** -4765.93000000

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

- **3-Month:** -0.30000000 | **1-Year:** -11.30000000 | **5-Year:** -45.50000000 | **10-Year:** -24.47000000 | **30-Year:** -2.70000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255118 | 1.35%                | -1.95%               | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-288.07                 | $375012.77                                 |
| Month 2  | $-45316.06               | $-766229.36                                |
| Month 3  | $11438.09                | $-25762.04                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Corporate Index

- **Index Identifier:** LUACSTAT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VOLKSWAGEN GROUP AMERICA                 | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17337.96     | 0.04%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                    | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55143.00     | 0.14%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                 | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105745.20    | 0.27%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                   | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69779.50     | 0.18%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                      | American Express Co                                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96648.30     | 0.25%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                     | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66232.50     | 0.17%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                          | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79056.00     | 0.20%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291312.00    | 0.74%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                 | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $69873.23     | 0.18%             | 2049-12-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -3 | NC      | $11667.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE LP                   | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     25000 | PA      | $22404.00     | 0.06%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                 | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83976.20     | 0.21%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8375.90      | 0.02%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12185.42     | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                 | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329139.20    | 0.83%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                 | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     10000 | PA      | $9674.40      | 0.02%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                           | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137316.20    | 0.35%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                              | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22485.50     | 0.06%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    253000 | PA      | $168930.63    | 0.43%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                    | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82842.00     | 0.21%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                            | JDE Peet's NV                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $21795.00     | 0.06%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                      | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65178.75     | 0.17%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                  | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39576 | PA      | $34836.40     | 0.09%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87549.00     | 0.22%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                 | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    100000 | PA      | $66640.75     | 0.17%             | 2037-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                  | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16778 | PA      | $16235.89     | 0.04%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                 | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAC8<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12742.00     | 0.03%             | 2050-11-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102492.00    | 0.26%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                  | Aurizon Network Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $25371.04     | 0.06%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                  | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     22000 | PA      | $19713.54     | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                             | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125815.95    | 0.32%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118288.75    | 0.30%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                  | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26760.30     | 0.07%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203400.00    | 0.52%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4895.70      | 0.01%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    397000 | PA      | $249994.87    | 0.63%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                  | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $165540.90    | 0.42%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                             | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18017.80     | 0.05%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MMI CAPITAL TRUST I                      | MMI Capital Trust I                                                             | CUSIP: 553086AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26008.25     | 0.07%             | 2027-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105479.15    | 0.27%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                      | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35845.00     | 0.09%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                  | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3624.60      | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398603.40    | 1.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                           | Becle SAB de CV                                                                 | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     90000 | PA      | $77651.10     | 0.20%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                    | KeySpan Gas East Corp                                                           | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39830.80     | 0.10%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                             | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     75000 | PA      | $74846.25     | 0.19%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67028.00     | 0.17%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $298518.50    | 0.76%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                 | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34698.80     | 0.09%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    680000 | PA      | $616964.00    | 1.56%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                         | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    105000 | PA      | $98901.60     | 0.25%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                                        | CUSIP: 38378B2G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99931 | PA      | $1143.23      | 0.00%             | 2053-01-16      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Notes                                                             | CUSIP: 91282CQL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $498720.71    | 1.26%             | 2028-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14951.10     | 0.04%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75476.25     | 0.19%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                  | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65484.25     | 0.17%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                         | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227200.50    | 0.58%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11816.10     | 0.03%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                    | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     55000 | PA      | $48560.05     | 0.12%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                  | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     95000 | PA      | $94555.40     | 0.24%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25000.00     | 0.06%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                  | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122935 | PA      | $127452.63    | 0.32%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                       | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     75000 | PA      | $74375.25     | 0.19%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                  | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5592.30      | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40976.00     | 0.10%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                          | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220294.80    | 0.56%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                   | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9995.10      | 0.03%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                 | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    115000 | PA      | $84009.80     | 0.21%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                 | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24726.00     | 0.06%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22871.25     | 0.06%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-14927.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                 | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70952.00     | 0.18%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                           | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142084.05    | 0.36%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                      | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80119.20     | 0.20%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                      | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $29746.00     | 0.08%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38710.35     | 0.10%             | 2034-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                           | Salesforce Inc                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144647.65    | 0.37%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                               | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     10000 | PA      | $8898.80      | 0.02%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                             | Stryker Corp                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150943.50    | 0.38%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7254.30      | 0.02%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                      | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155560.00    | 0.39%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65194.20     | 0.17%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137019.20    | 0.35%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                               | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138539.80    | 0.35%             | 2034-02-01      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $78213.80     | 0.20%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | Abbott Laboratories                                                             | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398761.90    | 1.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                           | Starbucks Corp                                                                  | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101058.00    | 0.26%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                      | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    386000 | PA      | $351094.02    | 0.89%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                           | Dyno Nobel Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $41410.38     | 0.11%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                           | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77355.20     | 0.20%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                  | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |     55000 | PA      | $52874.25     | 0.13%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                      | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191532.90    | 0.49%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20393.20     | 0.05%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | Amazon.com Inc                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187083.50    | 0.47%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                    | Novartis Capital Corp                                                           | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283030.65    | 0.72%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                               | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     15000 | PA      | $13674.30     | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                         | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3441.15      | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                        | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66868.75     | 0.17%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                     | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     10000 | PA      | $9133.00      | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76866.40     | 0.19%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                             | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30012.60     | 0.08%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15321.30     | 0.04%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                           | GE Vernova Inc                                                                  | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138467.00    | 0.35%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    115000 | PA      | $74311.85     | 0.19%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122889.60    | 0.31%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -64 | NC      | $116416.89    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                 | New York Life Global Funding                                                    | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335505.20    | 0.85%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                 | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7490.40      | 0.02%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                     | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118795.30    | 0.30%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                  | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94732.10     | 0.24%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                         | Lseg US Fin Corp                                                                | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129526.80    | 0.33%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        78 | NC      | $-110767.23   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                         | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5024.40      | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8593.90      | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                              | Bacardi Ltd                                                                     | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $21822.00     | 0.06%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    128000 | PA      | $117136.64    | 0.30%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                      | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      5722 | PA      | $6855.65      | 0.02%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER CO                         | Alabama Power Co                                                                | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8993.52      | 0.02%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102576.67    | 0.26%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                    | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149753.10    | 0.38%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389712.80    | 0.99%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29352.90     | 0.07%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Notes                                                             | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    564000 | PA      | $563911.88    | 1.43%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                    | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48822.00     | 0.12%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87820.20     | 0.22%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     51000 | PA      | $31452.21     | 0.08%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    235000 | PA      | $248721.65    | 0.63%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                 | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42965.20     | 0.11%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                   | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40506.80     | 0.10%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                  | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79327.60     | 0.20%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                       | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88066.80     | 0.22%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                 | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     98000 | PA      | $61297.04     | 0.16%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                 | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $9659.20      | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                         | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9877.90      | 0.03%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                        | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5712.80      | 0.01%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                   | Sumisho Air Lease Corp                                                          | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33487.96     | 0.08%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                             | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83419.85     | 0.21%             | 2035-11-15      | Fixed         | 4.70%                 | 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        |    355000 | PA      | $321736.50    | 0.82%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                            | Blackrock Inc                                                                   | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117062.17    | 0.30%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                      | AUST 3YR BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -5 | NC      | $1821.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VONOVIA SE                               | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     40000 | PA      | $27119.95     | 0.07%             | 2035-09-03      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39740.40     | 0.10%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                               | Mattel Inc                                                                      | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60181.80     | 0.15%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae REMICS                                                               | CUSIP: 3136A9VM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6926 | PA      | $6237.57      | 0.02%             | 2042-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BOBL FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         1 | NC      | $-2606.92     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $147906.65    | 0.38%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                      | COMM 2014-UBS5 Mortgage Trust                                                   | CUSIP: 12592KBD5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     25473 | PA      | $0.35         | 0.00%             | 2047-09-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    140000 | PA      | $144265.80    | 0.37%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                               | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30118.80     | 0.08%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                    | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15528.24     | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                  | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222849.30    | 0.57%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40045.20     | 0.10%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74562.40     | 0.19%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32277.70     | 0.08%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60782.40     | 0.15%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                      | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24045.75     | 0.06%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                    | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44659.50     | 0.11%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156120.00    | 0.40%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $2274.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL AEROSPACE INC                  | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182979.80    | 0.46%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122648.50    | 0.31%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                            | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $63457.80     | 0.16%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                            | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217588.50    | 0.55%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                   | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182309.75    | 0.46%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86713.60     | 0.22%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors             | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    217802 | NS      | $217801.73    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SYENSQO FINANCE AMERICA                  | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10185.40     | 0.03%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                              | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104995.80    | 0.27%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                 | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     30000 | PA      | $28348.80     | 0.07%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                  | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     65000 | PA      | $63750.70     | 0.16%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                 | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27454.80     | 0.07%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                       | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23562.50     | 0.06%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                  | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    135000 | PA      | $132786.00    | 0.34%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                    | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46815.00     | 0.12%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                              | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125208.75    | 0.32%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                       | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $26804.10     | 0.07%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                       | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14415.75     | 0.04%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                  | Northwest Natural Holding Co                                                    | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62053.20     | 0.16%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                     | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4630.85      | 0.01%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                   | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     35000 | PA      | $35543.20     | 0.09%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                     | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75069.75     | 0.19%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                              | Southern Co/The                                                                 | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65739.70     | 0.17%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10380.40     | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    233000 | PA      | $201081.33    | 0.51%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                          | Cleco Power LLC                                                                 | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104213.55    | 0.26%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4362.35      | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                        | Expedia Group Inc                                                               | CUSIP: 30212PBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98073.00     | 0.25%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                          | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10015.00     | 0.03%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                     | Lockheed Martin Corp                                                            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234243.30    | 0.59%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                              | Gartner Inc                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97341.00     | 0.25%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    478000 | PA      | $434664.52    | 1.10%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                               | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67694.25     | 0.17%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                    | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    195000 | PA      | $150512.70    | 0.38%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                 | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280882.00    | 0.71%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bonds                                                             | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1606000 | PA      | $1546402.35   | 3.92%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | Global Payments Inc                                                             | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29769.60     | 0.08%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                           | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249730.00    | 0.63%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                         | Sharp HealthCare                                                                | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30265.00     | 0.08%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                    | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39646.40     | 0.10%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                     | Public Storage Operating Co                                                     | CUSIP: 74464AAF8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $98875.00     | 0.25%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                       | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39299.20     | 0.10%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                 | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14312.40     | 0.04%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                 | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70050.40     | 0.18%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                     | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     20184 | PA      | $19022.03     | 0.05%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                  | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29169.45     | 0.07%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                      | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93354.60     | 0.24%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83848.90     | 0.21%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                 | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     25000 | PA      | $17072.90     | 0.04%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239311.80    | 0.61%             | 2032-11-03      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-5214.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                          | McDonald's Corp                                                                 | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59808.00     | 0.15%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                 | Florida Power & Light Co                                                        | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136801.00    | 0.35%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                           | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $17394.40     | 0.04%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362250.00    | 0.92%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91716.70     | 0.23%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                 | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |    222000 | PA      | $222703.74    | 0.56%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                           | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32671.10     | 0.08%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                 | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      2000 | PA      | $1938.90      | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                 | Augusta SpinCo Corp                                                             | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54787.15     | 0.14%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                       | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     15000 | PA      | $15299.70     | 0.04%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                             | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     35000 | PA      | $35974.05     | 0.09%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                          | Cigna Group/The                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87421.65     | 0.22%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                  | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31224.60     | 0.08%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | AbbVie Inc                                                                      | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72630.75     | 0.18%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                 | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65622.70     | 0.17%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     98000 | PA      | $75443.34     | 0.19%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                    | Narragansett Electric Co/The                                                    | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9559.90      | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                           | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107408.40    | 0.27%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     15000 | PA      | $14454.15     | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $515687.20    | 1.31%             | 2033-03-02      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                    | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     85000 | PA      | $86248.65     | 0.22%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                  | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $30029.10     | 0.08%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                             | Entergy Corp                                                                    | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54829.50     | 0.14%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                    | VSP Optical Group Inc                                                           | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74106.75     | 0.19%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                   | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $122487.50    | 0.31%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                          | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45942.50     | 0.12%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Notes                                                             | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    342000 | PA      | $334826.02    | 0.85%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35453.25     | 0.09%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                    | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53603.90     | 0.14%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                   | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $22339.45     | 0.06%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                              | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     80000 | PA      | $73212.80     | 0.19%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                         | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14286.75     | 0.04%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72178.40     | 0.18%             | 2035-01-22      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| PIPELINE FUNDING CO LLC                  | Pipeline Funding Co LLC                                                         | CUSIP: 724060AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22932 | PA      | $23289.28     | 0.06%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $534432.00    | 1.36%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                      | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191558.00    | 0.49%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                   | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117614.20    | 0.30%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                  | Bayer US Finance II LLC                                                         | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    142000 | PA      | $117118.76    | 0.30%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                            | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14833.60     | 0.04%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                     | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     15000 | PA      | $13057.80     | 0.03%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                  | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9920.60      | 0.03%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                         | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45382.50     | 0.12%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                 | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13017.29     | 0.03%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                        | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50493.00     | 0.13%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                   | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75425.60     | 0.19%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75714.75     | 0.19%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                       | Boston Gas Co                                                                   | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121829.50    | 0.31%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127450.70    | 0.32%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                 | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     55000 | PA      | $50072.55     | 0.13%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                 | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9990.20      | 0.03%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                     | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8847.10      | 0.02%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                        | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $41074.80     | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    535000 | PA      | $470826.75    | 1.19%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                 | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131307.80    | 0.33%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                         | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170929.90    | 0.43%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                       | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |      5000 | PA      | $4421.00      | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9557.80      | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52359.45     | 0.13%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL TRANSMISSI                 | International Transmission Co                                                   | CUSIP: 46051MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $91604.10     | 0.23%             | 2043-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                  | Ausgrid Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $14032.12     | 0.04%             | 2035-12-10      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                 | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145370.70    | 0.37%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399870.35    | 1.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                  | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    240000 | PA      | $144453.60    | 0.37%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85441.10     | 0.22%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                    | TCW Central Cash Fund                                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |   2708635 | NS      | $2708635.38   | 6.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYS INC                   | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19712.40     | 0.05%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                 | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4622.05      | 0.01%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                 | Pacific National Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $19719.22     | 0.05%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae REMICS                                                               | CUSIP: 3136A1L60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16491 | PA      | $1199.13      | 0.00%             | 2041-11-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4215.65      | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                  | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |     85000 | PA      | $83455.55     | 0.21%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                    | Becton Dickinson & Co                                                           | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48476.50     | 0.12%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                              | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    145000 | PA      | $130054.85    | 0.33%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                        | Cisco Systems Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233164.80    | 0.59%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                 | United Airlines 2016-2 Class AA Pass Through Trust                              | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5808 | PA      | $5586.30      | 0.01%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $268457.95    | 0.68%             | 2032-07-21      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43569.00     | 0.11%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35674.45     | 0.09%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $54727.25     | 0.14%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107170.35    | 0.27%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118833.60    | 0.30%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     45000 | PA      | $45101.70     | 0.11%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                 | CSX Corp                                                                        | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115040.90    | 0.29%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     67000 | PA      | $50457.70     | 0.13%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                           | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95586.00     | 0.24%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70457.80     | 0.18%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                   | Diageo Investment Corp                                                          | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208264.00    | 0.53%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    178000 | PA      | $180379.86    | 0.46%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                 | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114072.00    | 0.29%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                  | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     15000 | PA      | $14597.10     | 0.04%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44062.20     | 0.11%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                              | Bacardi Ltd                                                                     | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50007.50     | 0.13%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                  | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $142618.05    | 0.36%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      4000 | PA      | $3958.52      | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                     | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     65000 | PA      | $64735.45     | 0.16%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62281.80     | 0.16%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                      | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     40000 | PA      | $39500.00     | 0.10%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    230000 | PA      | $139883.70    | 0.35%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                             | Alphabet Inc                                                                    | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114305.26    | 0.29%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                 | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     30000 | PA      | $25495.80     | 0.06%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11615.76     | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                        | Hyatt Hotels Corp                                                               | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10157.80     | 0.03%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                      | AUST 10Y BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -3 | NC      | $1761.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1000 | PA      | $946.18       | 0.00%             | 2030-11-05      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                      | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57856.00     | 0.15%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                 | Tucson Electric Power Co                                                        | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6591.00      | 0.02%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                          | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55348.30     | 0.14%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                     | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34355.20     | 0.09%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128450.00    | 0.33%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                                                        | CUSIP: 00206RNN8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19763.20     | 0.05%             | 2036-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                 | Elanco Animal Health Inc                                                        | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5134.00      | 0.01%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                       | Alcon Finance Corp                                                              | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129578.40    | 0.33%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                    | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9799.50      | 0.02%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                            | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134831.25    | 0.34%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45979.00     | 0.12%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                   | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     35000 | PA      | $17103.57     | 0.04%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12095.25     | 0.03%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                 | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226883.50    | 0.58%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SKYLINE CL A TR 2020 1                   | SKYLINE CL A TR 2020 1                                                          | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31315 | PA      | $29634.08     | 0.08%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| INVITATION HOMES OP                      | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |      5000 | PA      | $5071.65      | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                 | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     30000 | PA      | $29508.60     | 0.07%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                  | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45328.00     | 0.11%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                  | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75615.75     | 0.19%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187406.70    | 0.48%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                     | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     10000 | PA      | $8677.10      | 0.02%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-4720.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                             | Alphabet Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93742.20     | 0.24%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $63362.60     | 0.16%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172659.60    | 0.44%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                           | Salesforce Inc                                                                  | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34789.65     | 0.09%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82745.10     | 0.21%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association                                        | CUSIP: 38376GBQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381608 | PA      | $3417.72      | 0.01%             | 2051-09-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp       | MARYLAND ST ECON DEV CORP                                                       | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9547.04      | 0.02%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9212.70      | 0.02%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143634.40    | 0.36%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                           | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69516.30     | 0.18%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                               | US Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35673.05     | 0.09%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-4720.64     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102325.65    | 0.26%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363260.00    | 0.92%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                  | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4999.90      | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                 | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    100000 | PA      | $67581.00     | 0.17%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209378.20    | 0.53%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EATON CORP                               | Eaton Corp                                                                      | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246517.50    | 0.63%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                              | Hubbell Inc                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92702.90     | 0.24%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                    | KeySpan Gas East Corp                                                           | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16607.00     | 0.04%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                 | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     35000 | PA      | $36056.30     | 0.09%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                         | Farmers Insurance Exchange                                                      | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29333.50     | 0.07%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                      | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120038.40    | 0.30%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9644.60      | 0.02%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66024.00     | 0.17%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                          | Xcel Energy Inc                                                                 | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31231.20     | 0.08%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224325.20    | 0.57%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26626.80     | 0.07%             | 2031-10-24      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6845.86      | 0.02%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270545.00    | 0.69%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $22075.80     | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                 | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133072.00    | 0.34%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $208860.00    | 0.53%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                        | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64997.25     | 0.16%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                             | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     15000 | PA      | $14914.20     | 0.04%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                    | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $106550.40    | 0.27%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                   | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5489.30      | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                 | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    102000 | PA      | $57141.42     | 0.14%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286330.95    | 0.73%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                       | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23431.50     | 0.06%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35333.20     | 0.09%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                    | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20510.75     | 0.05%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                               | Airbnb Inc                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84820.65     | 0.22%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14951.40     | 0.04%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115702.80    | 0.29%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $29722.84     | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                               | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162233.60    | 0.41%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10911.70     | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                    | Athene Global Funding                                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14934.90     | 0.04%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                          | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     10000 | PA      | $9018.30      | 0.02%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                       | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $91714.90     | 0.23%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC                         | LSEG Finance PLC                                                                | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19096.00     | 0.05%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106447.95    | 0.27%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                   | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $28334.94     | 0.07%             | 2034-04-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162739.20    | 0.41%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                 | RD Michigan Property Owner I LLC                                                | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80170.40     | 0.20%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                 | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172920.60    | 0.44%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                 | International Business Machines Corp                                            | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155313.10    | 0.39%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** TCW ETF Trust

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer