# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001410368-26-052193
**Filing Date:** 2026-5
**Character Count:** 191506
**Document Hash:** 2b2bfd886d0e00b4ec83a26de296d83d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-052193.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-052193

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 261022426

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 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 METWEST Investment Grade Credit Fund

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $28615719.53

**Total Liabilities:** $2969996.07

**Net Assets:** $25645723.46

**Cash Not Reported:** $179307.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -46.00000000 | **1-Year:** -927.26000000 | **5-Year:** -5308.96000000 | **10-Year:** -3901.78000000 | **30-Year:** -183.16000000

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

- **3-Month:** -9.43000000 | **1-Year:** -57.62000000 | **5-Year:** -79.00000000 | **10-Year:** -61.78000000 | **30-Year:** -3.99000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201585 | 0.31%                | 0.96%                | -1.39%               |
| Class ID C000201586 | 0.29%                | 0.94%                | -1.40%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12347.72                | $-2110.53                                  |
| Month 2  | $-1303.76                | $219359.81                                 |
| Month 3  | $-47677.45               | $-475866.69                                |

**Designated Index Information**

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

- **Index Identifier:** LUICSTAT

### Schedule of Portfolio Investments

| Name                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Asset Backed Funding Certificates                | ABFC 2006-OPT1 Trust                                                            | CUSIP: 00075QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40215 | PA      | $39726.38     | 0.15%             | 2036-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation            | AMMC CLO 24 Ltd                                                                 | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     75000 | PA      | $74951.33     | 0.29%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | Ares XXVII CLO Ltd                                                              | CUSIP: 00190YBP9<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |     90000 | PA      | $89990.64     | 0.35%             | 2034-10-28      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                              | Abbott Laboratories                                                             | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102634.35    | 0.40%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96761.30     | 0.38%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     16000 | PA      | $15846.72     | 0.06%             | 2028-01-23      | Fixed         | 3.88%                 | 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        |     80000 | PA      | $77052.00     | 0.30%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     40000 | PA      | $36384.00     | 0.14%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                       | Airbnb Inc                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70044.10     | 0.27%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25620.40     | 0.10%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29869.20     | 0.12%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                               | Alcon Finance Corp                                                              | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39697.20     | 0.15%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                              | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82651.45     | 0.32%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                           | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36312.15     | 0.14%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $733373.20    | 2.86%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $377377.60    | 1.47%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $192934.50    | 0.75%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475000 | PA      | $468373.75    | 1.83%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $251185.00    | 0.98%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74163.75     | 0.29%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64729.60     | 0.25%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40362.00     | 0.16%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123886.25    | 0.48%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56364.00     | 0.22%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                      | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47479.00     | 0.19%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                         | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     25000 | PA      | $22556.50     | 0.09%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93833.40     | 0.37%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107471.00    | 0.42%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50182.00     | 0.20%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     30000 | PA      | $26436.00     | 0.10%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     15000 | PA      | $14096.40     | 0.05%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    148000 | PA      | $130324.36    | 0.51%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                         | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     20000 | PA      | $19751.00     | 0.08%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.              | Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Ctfs Ser 2005-R11  | CUSIP: 03072SV36<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41539 | PA      | $41172.97     | 0.16%             | 2036-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112981.00    | 0.44%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38695.20     | 0.15%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61881.00     | 0.24%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45004.50     | 0.18%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24504.50     | 0.10%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                         | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37316.00     | 0.15%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                             | Appalachian Power Co                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19744.00     | 0.08%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69468.70     | 0.27%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                   | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64577.50     | 0.25%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                           | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107400.00    | 0.42%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                 | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18800.80     | 0.07%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4966.15      | 0.02%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102860.10    | 0.40%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                         | Augusta SpinCo Corp                                                             | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40024.40     | 0.16%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                   | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23259.50     | 0.09%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40725.60     | 0.16%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $9662.80      | 0.04%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     21000 | PA      | $20307.42     | 0.08%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97856.08     | 0.38%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86379.70     | 0.34%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                               | BX Trust 2019-OC11                                                              | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79000 | PA      | $75142.44     | 0.29%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                        | BXP Trust 2017-GM                                                               | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98031.37     | 0.38%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-LBA                                                               | CUSIP: 05609BBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33214 | PA      | $33203.93     | 0.13%             | 2036-02-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180172.20    | 0.70%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    442000 | PA      | $390219.70    | 1.52%             | 2032-07-21      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5102.55      | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180347.90    | 0.70%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                      | Bacardi Ltd                                                                     | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $64918.10     | 0.25%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RWJBH CORPORATE SVCS                             | RWJBH Corporate Services Inc                                                    | CUSIP: 06769QAA8<br>LEI: 549300P076255Y69C077 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14950.05     | 0.06%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9591.00      | 0.04%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                                            | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37242.45     | 0.15%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24772.50     | 0.10%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust      | Bear Stearns ARM Trust 2004-1                                                   | CUSIP: 07384MG97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4617 | PA      | $4158.53      | 0.02%             | 2034-04-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                   | Becle SAB de CV                                                                 | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     70000 | PA      | $59983.00     | 0.23%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19839.60     | 0.08%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21693.25     | 0.08%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19588.00     | 0.08%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86964.35     | 0.34%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                       | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72432.50     | 0.28%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                 | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34275.24     | 0.13%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95153.00     | 0.37%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp. | BCMSC Trust 2000-A                                                              | CUSIP: 09774XBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19426 | PA      | $1051.24      | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                          | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55459.25     | 0.22%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                               | Boston Gas Co                                                                   | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23463.50     | 0.09%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30772.20     | 0.12%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18312.40     | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28385.70     | 0.11%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97047.30     | 0.38%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS5 Mortgage Trust                                                   | CUSIP: 12592KBD5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     89613 | PA      | $0.90         | 0.00%             | 2047-09-10      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAB1<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     20058 | PA      | $19133.77     | 0.07%             | 2052-12-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2021-R4                                                               | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38708 | PA      | $36711.64     | 0.14%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAA8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     79000 | PA      | $82415.83     | 0.32%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-B33                                                                   | CUSIP: 12658WAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88908.91     | 0.35%             | 2043-10-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38365.60     | 0.15%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151432.50    | 0.59%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates            | CWABS Asset-Backed Certificates Trust 2007-13                                   | CUSIP: 126698AC3<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |     14342 | PA      | $13265.39     | 0.05%             | 2047-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108154.20    | 0.42%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                   | Carrington Mortgage Loan Trust Series 2006-FRE1                                 | CUSIP: 144538AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36215 | PA      | $35837.44     | 0.14%             | 2036-04-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                   | Carrington Mortgage Loan Trust Series 2007-HE1                                  | CUSIP: 14454EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $82393.07     | 0.32%             | 2037-06-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74501.65     | 0.29%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69258.00     | 0.27%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133525.60    | 0.52%             | 2033-03-01      | Fixed         | 5.40%                 | 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        |     35000 | PA      | $26018.65     | 0.10%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $166102.25    | 0.65%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation               | Chase Home Lending Mortgage Trust 2024-10                                       | CUSIP: 16159YAE0<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |     49859 | PA      | $49942.06     | 0.19%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                           | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40335.20     | 0.16%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21048.20     | 0.08%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91386.90     | 0.36%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62654.90     | 0.24%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198747.00    | 0.77%             | 2032-11-03      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GNR5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     26946 | PA      | $25722.45     | 0.10%             | 2035-02-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28902.40     | 0.11%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70242.20     | 0.27%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2020-555                                    | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90662.06     | 0.35%             | 2041-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45332.10     | 0.18%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8877.80      | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                           | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22009.40     | 0.09%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753UAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50450.83     | 0.20%             | 2044-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28098.00     | 0.11%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13243.95     | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                           | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98015.00     | 0.38%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                      | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275000 | PA      | $257438.09    | 1.00%             | 2056-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                             | Cross 2024-H6 Mortgage Trust                                                    | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69130 | PA      | $69188.10     | 0.27%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $23451.75     | 0.09%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    120000 | PA      | $106183.20    | 0.41%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                     | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     15000 | PA      | $14909.25     | 0.06%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                       | DOLP Trust 2021-NYC                                                             | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $95228.05     | 0.37%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113553.30    | 0.44%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70903.70     | 0.28%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16778 | PA      | $16240.75     | 0.06%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                              | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32239.20     | 0.13%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                           | Diageo Investment Corp                                                          | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207374.00    | 0.81%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     10000 | PA      | $9718.30      | 0.04%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16314.30     | 0.06%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69453.30     | 0.27%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31486.70     | 0.12%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47808.90     | 0.19%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                  | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78902.40     | 0.31%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5573.69     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $10101.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-331.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-231.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-145.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $-87.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-144.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-83.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-16.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $39.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $19.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-1402.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1389.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                             | East Ohio Gas Co/The                                                            | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13483.65     | 0.05%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                         | Elanco Animal Health Inc                                                        | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15413.70     | 0.06%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                     | Entergy Corp                                                                    | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29582.10     | 0.12%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     35000 | PA      | $31301.20     | 0.12%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                         | Equitable Financial Life Global Funding                                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24809.00     | 0.10%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                               | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     10000 | PA      | $8797.50      | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                               | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     35000 | PA      | $35438.90     | 0.14%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                         | Evergy Missouri West Inc                                                        | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51240.00     | 0.20%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30040.20     | 0.12%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69894.30     | 0.27%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35856.45     | 0.14%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     40000 | PA      | $35846.80     | 0.14%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240447.90    | 0.94%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                         | Farmers Exchange Capital                                                        | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20781.40     | 0.08%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                 | Farmers Insurance Exchange                                                      | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54535.00     | 0.21%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                                              | CUSIP: 31282YJ42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91140 | PA      | $15784.81     | 0.06%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103286 | PA      | $97700.64     | 0.38%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136A1L60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41378 | PA      | $3222.99      | 0.01%             | 2041-11-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136A9VM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18228 | PA      | $16180.55     | 0.06%             | 2042-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136ABG64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22973 | PA      | $22860.81     | 0.09%             | 2042-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37443 | PA      | $0.37         | 0.00%             | 2036-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218568 | PA      | $7656.62      | 0.03%             | 2039-01-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136BTBD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28219 | PA      | $28369.38     | 0.11%             | 2054-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137AQYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98618 | PA      | $93227.46     | 0.36%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BLN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15496 | PA      | $0.15         | 0.00%             | 2043-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140N27K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18696 | PA      | $18109.90     | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75644 | PA      | $71686.38     | 0.28%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150318 | PA      | $145744.02    | 0.57%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98299 | PA      | $93133.54     | 0.36%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59967 | PA      | $56801.79     | 0.22%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423762 | PA      | $410631.26    | 1.60%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18439 | PA      | $18617.39     | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25000.25     | 0.10%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                   | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98671.97     | 0.38%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                   | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $69562.96     | 0.27%             | 2039-05-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18234.40     | 0.07%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30331.50     | 0.12%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72952.50     | 0.28%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210852.75    | 0.82%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                             | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     65000 | PA      | $64299.95     | 0.25%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56234.75     | 0.22%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                         | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69781.40     | 0.27%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     37493 | PA      | $37537.42     | 0.15%             | 2041-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                           | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19625.00     | 0.08%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19143 | PA      | $18142.17     | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     20000 | PA      | $20195.60     | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |      2000 | PA      | $1922.88      | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | 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        |     40000 | PA      | $38933.20     | 0.15%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                          | GSR Mortgage Loan Trust 2005-AR6                                                | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5478 | PA      | $5284.72      | 0.02%             | 2035-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                 | GWT 2024-WLF2                                                                   | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37000 | PA      | $37067.01     | 0.14%             | 2041-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65599.30     | 0.26%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2023-FUN                                      | CUSIP: 36267CAC9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100542.38    | 0.39%             | 2028-03-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner Inc                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43933.95     | 0.17%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                   | GE Vernova Inc                                                                  | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39666.00     | 0.15%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2023-INV1 Trust                                                            | CUSIP: 36830QAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56237 | PA      | $56652.47     | 0.22%             | 2053-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                              | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10006.10     | 0.04%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                              | Georgia-Pacific LLC                                                             | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18360.20     | 0.07%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60442.20     | 0.24%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD          | Goldentree Loan Management US Clo 11 Ltd                                        | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |     70000 | PA      | $69976.69     | 0.27%             | 2034-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39290.00     | 0.15%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76290.75     | 0.30%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49316.00     | 0.19%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    212000 | PA      | $188300.52    | 0.73%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38374EP35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92780 | PA      | $6510.85      | 0.03%             | 2033-10-20      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38378B5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    365203 | PA      | $5531.54      | 0.02%             | 2054-02-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38378BF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1420384 | PA      | $4209.73      | 0.02%             | 2053-02-16      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38378KQ69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    615781 | PA      | $10621.91     | 0.04%             | 2054-10-16      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16525 | PA      | $15322.24     | 0.06%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38381AYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1647 | PA      | $1569.14      | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38381RME6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13820 | PA      | $12873.81     | 0.05%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38384CUA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26216 | PA      | $26503.10     | 0.10%             | 2053-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64170.60     | 0.25%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69671.25     | 0.27%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $139509.30    | 0.54%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45068.85     | 0.18%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     15000 | PA      | $14121.00     | 0.06%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                          | Home Equity Asset Trust 2005-4                                                  | CUSIP: 437084LR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51159 | PA      | $51186.13     | 0.20%             | 2035-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69486.20     | 0.27%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     30000 | PA      | $28213.20     | 0.11%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     40000 | PA      | $41038.40     | 0.16%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                      | Hubbell Inc                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38969.60     | 0.15%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     25000 | PA      | $23688.75     | 0.09%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9723.70      | 0.04%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151608.00    | 0.59%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70739.20     | 0.28%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22415.50     | 0.09%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15299.85     | 0.06%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                  | Impac CMB Trust Series 2007-A                                                   | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52215 | PA      | $51448.64     | 0.20%             | 2037-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $35031.50     | 0.14%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                 | IndyMac INDX Mortgage Loan Trust 2007-FLX3                                      | CUSIP: 45670AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96772 | PA      | $91709.87     | 0.36%             | 2037-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73651.65     | 0.29%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25316.40     | 0.10%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84591.80     | 0.33%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     20000 | PA      | $20032.60     | 0.08%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36397.20     | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20107.20     | 0.08%             | 2027-09-22      | Fixed         | 4.95%                 | 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: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     32000 | PA      | $30000.96     | 0.12%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                    | JGWPT XXX LLC                                                                   | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22099 | PA      | $21108.33     | 0.08%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2                    | CUSIP: 46635GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425656 | PA      | $4.26         | 0.00%             | 2043-11-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2014-C22                             | CUSIP: 46642NBF2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     90368 | PA      | $0.90         | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PBG4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    236844 | PA      | $968.95       | 0.00%             | 2047-11-15      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69521.93     | 0.27%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    365000 | PA      | $321798.60    | 1.25%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204667.90    | 0.80%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122469.30    | 0.48%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55617.65     | 0.22%             | 2035-07-22      | Fixed         | 5.29%                 | 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: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     50000 | PA      | $54944.00     | 0.21%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                    | JDE Peet's NV                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $65187.00     | 0.25%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80922.60     | 0.32%             | 2032-03-01      | Fixed         | 2.75%                 | 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        |     23746 | PA      | $20961.92     | 0.08%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                             | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23549 | PA      | $22226.52     | 0.09%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46350.00     | 0.18%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                       | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15118.65     | 0.06%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                            | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88824.15     | 0.35%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |      5000 | PA      | $4567.35      | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 29 Ltd                                                                      | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54345 | PA      | $54419.07     | 0.21%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                 | Lseg US Fin Corp                                                                | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39633.20     | 0.15%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                               | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15054.15     | 0.06%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56668.15     | 0.22%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                             | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     25000 | PA      | $22818.75     | 0.09%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                             | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     25000 | PA      | $21726.75     | 0.08%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75083.25     | 0.29%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                   | Long Beach Mortgage Loan Trust 2006-1                                           | CUSIP: 542514RH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1694 | PA      | $1684.48      | 0.01%             | 2036-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     67000 | PA      | $61128.12     | 0.24%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AC1<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     22315 | PA      | $21739.80     | 0.08%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| MMI CAPITAL TRUST I                              | MMI Capital Trust I                                                             | CUSIP: 553086AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52161.00     | 0.20%             | 2027-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                   | Manhattan West 2020-1MW Mortgage Trust                                          | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96486.59     | 0.38%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30301.20     | 0.12%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27137.10     | 0.11%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39633.60     | 0.15%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp               | MARYLAND ST ECON DEV CORP                                                       | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48568.65     | 0.19%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78623.20     | 0.31%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                       | Mattel Inc                                                                      | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59739.60     | 0.23%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                          | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169201.80    | 0.66%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13530.45     | 0.05%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                     | CUSIP: 61690FAN3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    101838 | PA      | $1.02         | 0.00%             | 2048-04-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $177802.65    | 0.69%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $186379.20    | 0.73%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25108.75     | 0.10%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62302.20     | 0.24%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust               | Morgan Stanley Mortgage Loan Trust 2004-5AR                                     | CUSIP: 61748HAR2<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      6054 | PA      | $6019.24      | 0.02%             | 2034-07-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76531.50     | 0.30%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49874.00     | 0.19%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130716.45    | 0.51%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                               | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54102.95     | 0.21%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                            | Narragansett Electric Co/The                                                    | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33470.15     | 0.13%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                     | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     40000 | PA      | $41170.40     | 0.16%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                                     | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24649.75     | 0.10%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2022-NQM4                                   | CUSIP: 64831UAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     69497 | PA      | $69315.11     | 0.27%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                          | New York Life Insurance Co                                                      | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68267.55     | 0.27%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                                    | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115783.15    | 0.45%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76882.50     | 0.30%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39418.00     | 0.15%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                            | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13694.70     | 0.05%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                          | Northwest Natural Holding Co                                                    | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55594.00     | 0.22%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                          | Northwestern University                                                         | CUSIP: 668444AM4<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17724.80     | 0.07%             | 2038-12-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                           | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14942.10     | 0.06%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                           | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64863.50     | 0.25%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM14 Trust                                                            | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |     62027 | PA      | $61931.69     | 0.24%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-HYB1 Trust                                                             | CUSIP: 67448MAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     58527 | PA      | $58622.98     | 0.23%             | 2053-03-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM15 Trust                                                            | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |     64689 | PA      | $64907.55     | 0.25%             | 2064-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15460.05     | 0.06%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204478.00    | 0.80%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $74011.68     | 0.29%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92475.00     | 0.36%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68451.00     | 0.27%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33666.85     | 0.13%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5148.50      | 0.02%             | 2035-01-22      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153010.50    | 0.60%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140730.80    | 0.55%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                      | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31541.30     | 0.12%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     35000 | PA      | $34887.65     | 0.14%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63168.00     | 0.25%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     50000 | PA      | $48781.50     | 0.19%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                       | DOC DR LLC                                                                      | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     26000 | PA      | $25981.54     | 0.10%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9033.80      | 0.04%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66771.25     | 0.26%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     35000 | PA      | $29428.00     | 0.11%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54507.60     | 0.21%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIPELINE FUNDING CO LLC                          | Pipeline Funding Co LLC                                                         | CUSIP: 724060AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15288 | PA      | $15770.64     | 0.06%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS                          | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14803.50     | 0.06%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR11 Trust                                           | CUSIP: 74333XAL4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $76156.61     | 0.30%             | 2039-01-17      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19847.80     | 0.08%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                 | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18839.20     | 0.07%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     25000 | PA      | $25032.50     | 0.10%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17744.00     | 0.07%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                            | Republic Services Inc                                                           | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4988.05      | 0.02%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     30000 | PA      | $26052.30     | 0.10%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                            | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51460.50     | 0.20%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |     37845 | PA      | $37901.44     | 0.15%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                      | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99864.00     | 0.39%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     65000 | PA      | $63903.45     | 0.25%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24102.00     | 0.09%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     64764 | NS      | $64764.03     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9129.20      | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 2008-2                                                   | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $21317.13     | 0.08%             | 2083-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 2008-3                                                   | CUSIP: 78444GAD6<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20820.67     | 0.08%             | 2083-04-26      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $37199.76     | 0.15%             | 2073-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20780.26     | 0.08%             | 2083-07-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 2008-7                                                   | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20019.98     | 0.08%             | 2083-07-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SMRT                                             | SMRT 2022-MINI                                                                  | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33000 | PA      | $32968.33     | 0.13%             | 2039-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                     | Sabey Data Center Issuer LLC                                                    | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83000 | PA      | $82450.71     | 0.32%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                  | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24971.25     | 0.10%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49861.50     | 0.19%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santa Monica Community College District          | SANTA MONICA CA CMNTY CLG DIST                                                  | CUSIP: 802385RX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $16903.50     | 0.07%             | 2033-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29504.70     | 0.12%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                     | Saxon Asset Securities Trust 2007-2                                             | CUSIP: 80556YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53808 | PA      | $39962.61     | 0.16%             | 2047-05-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                             | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $112032.62    | 0.44%             | 2040-03-10      | Fixed         | 5.91%                 | 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        |     28048 | PA      | $26503.15     | 0.10%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| SMITH & NEPHEW PLC                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $26738.40     | 0.10%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35187.20     | 0.14%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202674.00    | 0.79%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                               | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23520.75     | 0.09%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                 | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65363.35     | 0.25%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20325.00     | 0.08%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106078.98    | 0.41%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4944.45      | 0.02%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                             | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25816.50     | 0.10%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14922.15     | 0.06%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106673.70    | 0.42%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                              | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     85000 | PA      | $101201.85    | 0.39%             | 2032-03-15      | Fixed         | 8.75%                 | 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        |    130000 | PA      | $130669.50    | 0.51%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                      | SREIT Trust 2021-MFP2                                                           | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99961.69     | 0.39%             | 2036-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                      | SREIT Trust 2021-PALM                                                           | CUSIP: 85237AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49989.31     | 0.19%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                   | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18311.00     | 0.07%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                   | Starbucks Corp                                                                  | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91146.60     | 0.36%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $27247.80     | 0.11%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                    | Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1  | CUSIP: 86359BMX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8139 | PA      | $7976.38      | 0.03%             | 2034-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation          | Structured Asset Securities Corp 2005-WF1                                       | CUSIP: 86359BW23<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66010 | PA      | $66135.92     | 0.26%             | 2035-02-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc        | Structured Asset Mortgage Investments II Trust 2004-AR1                         | CUSIP: 86359LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       744 | PA      | $715.59       | 0.00%             | 2034-03-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation          | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC6                   | CUSIP: 86362VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78797 | PA      | $75721.41     | 0.30%             | 2037-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                           | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $14990.70     | 0.06%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30064.50     | 0.12%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99766.84     | 0.39%             | 2039-12-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                            | TCW Central Cash Fund                                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |    893446 | NS      | $893446.34    | 3.48%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56814.60     | 0.22%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    179000 | PA      | $162700.26    | 0.63%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55355.30     | 0.22%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47704.50     | 0.19%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34686.12     | 0.14%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94229.55     | 0.37%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36018.50     | 0.14%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29031.30     | 0.11%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                | 1211 Avenue of the Americas Trust 2015-1211                                     | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69000 | PA      | $66145.13     | 0.26%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                | 245 Park Avenue Trust 2017-245P                                                 | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $113160.12    | 0.44%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| UDR INC                                          | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     10000 | PA      | $9980.00      | 0.04%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $55865.78     | 0.22%             | 2052-10-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16814.40     | 0.07%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9065.50      | 0.04%             | 2031-05-20      | Fixed         | 2.38%                 | 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        |     91064 | PA      | $93835.69     | 0.37%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138559.40    | 0.54%             | 2034-02-01      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5169.50      | 0.02%             | 2035-01-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $984.45       | 0.00%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    188000 | PA      | $186545.94    | 0.73%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4903.32      | 0.02%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $193301.37    | 0.75%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    751000 | PA      | $748653.13    | 2.92%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    682000 | PA      | $683078.94    | 2.66%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105992.25    | 0.41%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34591.55     | 0.13%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| University of Michigan                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455VE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24273.73     | 0.09%             | 2031-04-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                            | VSP Optical Group Inc                                                           | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49026.50     | 0.19%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2023-4                                               | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |     52764 | PA      | $52676.74     | 0.21%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     52000 | PA      | $51320.36     | 0.20%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35562.80     | 0.14%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20007.20     | 0.08%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                     | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     75000 | PA      | $74561.25     | 0.29%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                      | Wachovia Student Loan Trust 2006-1                                              | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11713 | PA      | $11472.71     | 0.04%             | 2040-04-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                 | CUSIP: 94989MAH2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     78357 | PA      | $0.78         | 0.00%             | 2058-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2024-SVEN                                 | CUSIP: 949937AA4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102235.82    | 0.40%             | 2037-06-10      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-LC25                                 | CUSIP: 95000JAX6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     52000 | PA      | $51374.67     | 0.20%             | 2059-12-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60179.60     | 0.23%             | 2031-02-11      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    295000 | PA      | $270762.80    | 1.06%             | 2033-03-02      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25466.50     | 0.10%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     15000 | PA      | $13538.55     | 0.05%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25304.50     | 0.10%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9559.70      | 0.04%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                              | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      3764 | PA      | $4402.20      | 0.02%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                         | Pacific National Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $18726.33     | 0.07%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                           | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     35000 | PA      | $16245.01     | 0.06%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                          | Aurizon Network Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $24127.93     | 0.09%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                            | National Gas Transmission PLC                                                   | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117795.15    | 0.46%             | 2030-04-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                     | Stryker Corp                                                                    | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113391.44    | 0.44%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                         | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    105000 | PA      | $68788.38     | 0.27%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK INC                                    | Blackrock Inc                                                                   | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113945.65    | 0.44%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                   | Dyno Nobel Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $39481.48     | 0.15%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    115000 | PA      | $74830.06     | 0.29%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                                       | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     40000 | PA      | $25899.63     | 0.10%             | 2035-09-03      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                          | Ausgrid Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $13399.66     | 0.05%             | 2035-12-10      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $2602.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $7566.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $10822.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -3 | NC      | $256.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -17 | NC      | $24729.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        44 | NC      | $-65901.60    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -16 | NC      | $26924.61     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -4 | NC      | $612.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BDL2CXRV1 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   1253000 | NC      | $0.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BDL2CYFJ9 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    523000 | NC      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                    | Eurogrid GmbH                                                                   | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98530.37     | 0.38%             | 2032-05-15      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-24

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

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer