# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001752724-23-038573
**Filing Date:** 2023-2
**Character Count:** 175358
**Document Hash:** b5b35faf1cbc1ac2d75843adee757ca7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038573.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038573

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** METROPOLITAN WEST FUNDS
- **CENTRAL INDEX KEY:** 0001028621
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 23664512

**BUSINESS ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017

## Series and Classes Contracts Data

### METROPOLITAN WEST ALPHA TRAK 500 FUND (Series ID: S000001148)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000003067 | METROPOLITAN WEST ALPHA TRAK 500 FUND | MWATX           |

## Nport-Ex

# AlphaTrak 500 Fund
Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Issues | Maturity Date | Principal Amount | Value | Issues | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| BONDS - 79.33% |  |  |  | ASSET-BACKED SECURITIES (continued) |  |  |  |
| ASSET-BACKED SECURITIES - 14.47%** |  |  |  | Dodges XXVI Senior Loan Fund, |  |  |  |
| Access Group, Inc., |  |  |  | S&P 500, Class AR |  |  |  |
| Series 2015-1, Class A |  |  |  | S&P 500, Class AR |  |  |  |
| (LIBOR USD 1-Month plus 0.70%) |  |  |  | (Cayman Islands) |  |  |  |
|  |  |  |  | (LIBOR USD 3-Month plus 0.90%) |  |  |  |
| 5.09% | 07/25/56 1,2 | $9,337 | $9,000 | 4.98% | 04/15/29 1,2,3 | $45,039 | $44,496 |

1/ December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Issues | Maturity Date | Principal Amount | Value | Issues | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| ASSET-BACKED SECURITIES (continued) |  |  |  | ASSET-BACKED SECURITIES (continued) |  |  |  |
| Series 1, Class A | 01/17/24 | 100,000 | 97,541 | Series 1, Class A | 01/15/24 | 150,000 | 145,875 |
| Series 2, Class A | 01/17/24 | 3,185 | 3,184 | Series 2, Class A | 01/15/24 | 114,204 | 113,463 |
| Series 3, Class D | 09/27/06 | 175,000 | 172,206 | Series 3, Class A | 10/25/29 |  |  |
| National Instant Loan Trust | 01/18/25 |  |  | National Instant Loan Trust | 01/05/01 |  |  |

December 2022 / 2

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Garcia, S.A. (continued) | 10,096 | Garcia, S.A. (continued) | 85,013 |
| Garcia, S.A. (continued) | 9,805 | Garcia, S.A. (continued) | 84,157 |
| Garcia, S.A. (continued) | 200,000 | Garcia, S.A. (continued) | 14,421 |
| Garcia, S.A. (continued) | 197,220 | Garcia, S.A. (continued) | 14,407 |
| Garcia, S.A. (continued) | $200,000 | Garcia, S.A. (continued) | $124,000 |
| Garcia, S.A. (continued) | $100,167 | Garcia, S.A. (continued) | $120,000 |
| Garcia, S.A. (continued) | 75,000 | Garcia, S.A. (continued) | 145,000 |

AlphaTrak 500 Fund

3 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Sales & Sales Co. Class A1,000,000 | 40,500 | 40,500 | Sales & Sales Co. Class A1,000,000 |
| Non-Employee (continued) | 96,367 | 85,814 | Non-Employee (continued) |
| Non-Employee Class A1 |  |  | Non-Employee Class A1 |
| Non-Employee Class A1,000,000 | 90,000 | 82,651 | Non-Employee Class A1,000,000 |
| Non-Employee Class A1,000,000 | 70,000 | 61,082 | Non-Employee Class A1,000,000 |
| Non-Employee Class A1,000,000 | 49,707 | 49,365 | Non-Employee Class A1,000,000 |
| Non-Employee Class A1,000,000 | 95,000 | 83,816 | Non-Employee Class A1,000,000 |
| Non-Employee Class A1,000,000 | $95,000 | $83,816 | Non-Employee Class A1,000,000 |

| Industry | Principal |
| --- | --- |
| CONTRACTORS (continued) | 20,828 |
| CONTRACTORS (continued) | 20,828 |
| Non-Employee Class A1,000,000 |  |
| Non-Employee Class A1,000,000 | 130,000 |
| Non-Employee Class A1,000,000 | 124,820 |
| Non-Employee Class A1,000,000 | 120,000 |
| Non-Employee Class A1,000,000 | $120,000 |

AlphaTrak 500 Fund

December 2022 / 4

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 707, 152], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Global Capital (A) (2022/2023) | 250,000 | 278,849 | Global Capital (A) (2022/2023) |
| Global Capital (B) (2022/2023) | 110,000 | 108,789 | Global Capital (C) (2022/2023) |
| Global Capital (D) (2022/2023) | 50,000 | 47,061 | Global Capital (E) (2022/2023) |
| Global Capital (F) (2022/2023) | 200,000 | 216,578 | Global Capital (G) (2022/2023) |
| Global Capital (H) (2022/2023) | 100,000 | 100,000 | Global Capital (I) (2022/2023) |
| Global Capital (J) (2022/2023) | 200,000 | 200,000 | Global Capital (K) (2022/2023) |
| Global Capital (L) (2022/2023) | 100,000 | 100,000 | Global Capital (M) (2022/2023) |
| Global Capital (N) (2022/2023) | 200,000 | 200,000 | Global Capital (O) (2022/2023) |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |
| Global Capital (C) (2022/2023) | 140,000 |
| Global Capital (D) (2022/2023) | 140,000 |
| Global Capital (E) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |
| Global Capital (C) (2022/2023) | 140,000 |
| Global Capital (D) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |
| Global Capital (C) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |
| Global Capital (B) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |
| Global Capital (A) (2022/2023) | 140,000 |

| Industry | Principal |
| --- | --- |

| Global Capital (A) (2022/2023) | 140,000 |
| --- | --- |

| Global Capital (A) (2022/2023) | 140,000 |
| --- | --- |

| Global Capital (A) (2022/2023) | 140,000 |
| --- | --- |

| Global Capital (A) (2022/2023) | 140,000 |
| --- | --- |

"

# AlphaTrak 500 Fund

5 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| USD 3,000.00 (monthly) | 20,000 | USD 3,000.00 (monthly) | 20,000 |
| Net Cash Flow (Unaudited) | 42,993 | Net Cash Flow (Unaudited) | 105,276 |
| Share of the Company's Stock |  | Share of the Company's Stock | 68,000 |
| Share of the Company's Stock |  | Share of the Company's Stock | 62,806 |
| Cash Flow (Unaudited) | 75,000 | Cash Flow (Unaudited) | 147,883 |
| Net Cash Flow (Unaudited) | 195,000 | Net Cash Flow (Unaudited) | 140,000 |
| Share of the Company's Stock |  | Share of the Company's Stock | 132,023 |
| Share of the Company's Stock |  | Share of the Company's Stock | 195,879 |
| Share of the Company's Stock |  | Share of the Company's Stock | 82,704 |
| Share of the Company's Stock |  | Share of the Company's Stock | 100,000 |

AlphaTrak 500 Fund

![img-0.jpeg](img-0.jpeg)

December 2022 / 6

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cashflow (Cashflow) | 13,340 | Cashflow (Cashflow) | 110,000 |
| Cashflow (Cashflow) | 105,000 | Cashflow (Cashflow) | 18,000 |
| Cashflow (Cashflow) | 105,000 | Cashflow (Cashflow) | 978,728 |
| Cashflow (Cashflow) | 2,052,357 | Cashflow (Cashflow) | 71,109 |
| Cashflow (Cashflow) | 105,000 | Cashflow (Cashflow) | 15,750 |
| Cashflow (Cashflow) | 59,313 | Cashflow (Cashflow) | 1,407,893 |
| Cashflow (Cashflow) | 75,000 | Cashflow (Cashflow) | 85,000 |

AlphaTrak 500 Fund

7 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric & Power Corporation | 188,000 | 188,000 | General Electric & Power Corporation |
| General Electric & Power Corporation | 18,499 | 18,499 | General Electric & Power Corporation |
| General Electric & Power Corporation | 48,000 | 48,000 | General Electric & Power Corporation |
| General Electric & Power Corporation | 100,000 | 100,000 | General Electric & Power Corporation |
| General Electric & Power Corporation | 88,915 | 88,915 | General Electric & Power Corporation |
| General Electric & Power Corporation | 250,000 | 12,321 | General Electric & Power Corporation |

AlphaTrak 500 Fund

December 2022 / 8

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 707, 155], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 2022 | 100,000 | 100,000 | 100,000 |
| 2021 | 119,346 | 115,135 | 115,135 |
| 2020 | 14,000,000 | 108,000 | 108,000 |
| 2019 | 100,000 | 113,675 | 113,675 |
| 2018 | 40,000 | 40,000 | 40,000 |
| 2017 | $270,000 | $270,000 | $270,000 |
| 2016 | 40,000 | 33,038 | 33,038 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |
| 2019 | 1,490,401 | 1,490,401 |
| 2018 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |
| 2020 | 100,000 | 100,000 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |

| Industry | Principal |  |
| --- | --- | --- |
| 2022 | 100,000 |  |
| 2021 | 1,490,401 | 1,490,401 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |
| 2022 | 100,000 |

</table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

| 2022 | 100,000 |
| --- | --- |

</table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table>

| Industry | Principal |
| --- | --- |

<tr><td>2022</td><td>100,000</td></tr></table></table><td></td></tr></table>

| 2022 | 100,000 |
| --- | --- |

</table></table><tr "

| 2022 | 100,000 |
| --- | --- |

</table>"

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Item 1. The following items are not included in the Fund's industry classifications refer to any one item. | Item 1. The following items are not included in the Fund's industry classifications refer to any one item. | Item 1. The following items are not included in the Fund's industry classifications refer to any one item. | Item 1. The following items are not included in the Fund's industry classifications refer to any one item. | Item 1. The following items are not included in the Fund's industry classifications refer to any one item. |
| --- | --- | --- | --- | --- |
| Item 2. The following items are not included in the Fund's industry classifications refer to any one item. | Item 2. The following items are not included in the Fund's industry classifications refer to any one item. | Item 2. The following items are not included in the Fund's industry classifications refer to any one item. | Item 2. The following items are not included in the Fund's industry classifications refer to any one item. | Item 2. The following items are not included in the Fund's industry classifications |
| Item 3. The following items are not included in the Fund's industry classifications refer to any one item. | Item 3. The following items are not included in the Fund's industry classifications refer to any one item. | Item 3. The following items are not included in the Fund's industry classifications refer to any one item. | Item 3. The following items are not included in the Fund's industry classifications refer to any one item. | Item 3. The following items are not included in the Fund's industry classifications |
| Item 4. The following items are not included in the Fund's industry classifications refer to any one item. | Item 4. The following items are not included in the Fund's industry classifications refer to any one item. | Item 4. The following items are not included in the Fund's industry classifications refer to any one item. | Item 4. The following items are not included in the Fund's industry classifications refer to any one item. | Item 4. The following items are not included in the Fund's industry classifications |

AlphaTrak 500 Fund

December 2022 / 10

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Bank of India, India | 47,384 | 22,708,768 | Bank of India, India | 473,354 |
| --- | --- | --- | --- | --- |
| Bank of India, India | 110,000 | 104,594 | Bank of India, India | 5,184,868 |
| Bank of India, India | 199,000 | 195,868 | Bank of India, India | 565 |
| Bank of India, India | 157,368 | 152,488 | Bank of India, India | 18,284 |
| Bank of India, India | 112,801 | 110,396 | Bank of India, India | 23,570,768 |
| Bank of India, India | 172 | 18,682 | Bank of India, India | 43,808 |
| Bank of India, India | 410,000 | 403,718 | Bank of India, India | (1,200,000) |
| Bank of India, India |  |  | Bank of India, India | 28,626,047 |
| Bank of India, India |  |  | Bank of India, India | 3,100 |

AlphaTrak 500 Fund

SIGNIFICANT ACCOUNTING POLICIES

11/ December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Total Company Stock | 2,409,368 | 34,339 | Preliminary Balance of 2022 | 5,548 |
| --- | --- | --- | --- | --- |
| Cash and cash equivalents at end of period |  |  | Cash and cash equivalents at end of period |  |
| General Stock |  |  | General Stock |  |
| General Stock | 35,725 | 34,903 | General Stock | 54,322 |
| General Stock | 4,950,602 | 106,474 | General Stock | 4,786 |
| General Stock | 67,734 | 68,888 | General Stock |  |
| General Stock |  |  | General Stock |  |
| General Stock |  |  | General Stock |  |
| General Stock |  |  | General Stock |  |
| General Stock |  |  | General Stock |  |
| General Stock |  |  | General Stock |  |
| General Stock |  |  | General Stock |  |
| General Stock |  |  | General Stock |  |

AlphaTrak 500 Fund

December 2022 / 12

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Initially: Jackson Holdings SA, Series |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- |
| 1,000 USD 3-Month plus 1.00% |  |  |  |  |  |
| 3.00% | 13/05/2022 | 79,129 | 73,968 | Cashflow | 2,055 |
| 1.00% | 13/05/2022 | 30 | - | Cashflow | 1,813 |
| Planned 1500, Post AL0851 |  |  |  | Cashflow | 575,000 |
| Series 2, 2021-3, Class A1 (STOCK asset date 01/25/23) | 1,763 | 1,840 | 1,840 | Cashflow | 3,050,000 |
| Series 2, 2021-3, REMICS, 04/25/2022 | 167,437 | 151,667 | 151,667 | Cashflow | 2,055 |
| Series 2, 2021-3, Class SL (IO) |  |  |  | Cashflow | 575,000 |
| Series 2, 2021-3, Class SL (IO) |  |  |  | Cashflow | 3,050,000 |
| Series 2, 2021-3, Class SL (IO) |  |  |  | Cashflow | 3,050,000 |

AlphaTrak 500 Fund

13 / December 2022

Investing in Investment Products Trust,

BATUAN, 2005

Series 2004-01

Market Share

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

1. 2022

** SPDR S&P 500 ETF Trust (the 'S&P 500 ETF') is a unit investment trust created under Financial Risk Assessment (FIRA) of the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the Investment Company Act.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

The S&P 500 ETF is a unit investment trust created under the S&P 500 ETF.

Farm in line 20,000 (depreciation)*
Vested Market Funds
SHORT TERM INVESTMENTS - 25.55%
Net Monthly Discount Notes
Money Market Funds
Draybill 4.19% - 3,417
Long Term Investments
4.19% - Transfers out of Local 3** 575,000
Asset-Backed Securities
Fidelity Investment - Vested Market Funds - Government
Portfolio - December 31, 2022
Corporates

Index. You can access the financial statements of this ETF by going to its homepage at:
1,070,547
$1,070,547
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1,070,547
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3,707,855
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3,444
575,000
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1,070,547
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
5,707,855
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3,444
575,000
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1,070,547
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

| 4.06% (1) | Mortgage-Backed Securities | 495,947 | 495,947 | stated maturity | 8,919,842 | 33,400 | 8,953,045 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| *The change in dividends (depreciation) on securities still held at December 31, 2022 was 8.1.81 (1) due to provided in the related call (reduced gains) (listed in the change in depreciation) on securities |  |  |  |  |  |  |  |
|  | Mortgage-Backed Securities | 1,070,947 |  | Securities backed by mortgage consumer loans where payment is permitted and the change in depreciation (depreciation) in the Statements of Operations |  |  |  |
|  | Mutual Funds |  |  | 34.80% and have an effective maturity date sooner than the stated maturity date |  |  |  |
| **There were no transfers between level 2 and 3 for the period ended December 31, 2022. |  |  |  |  |  |  |  |
| Right (1) |  |  |  | - | - | - | - |

Other Financial Instruments'

Liabilities:

Equity contracts

(1,206,554)

-

-

(1,206,554)

| Total |  | $ | 3,666,849 | $ | 23,721,291 | $ | 52,085 | $ | 27,440,715 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Fair Value Measurements |  |  |  |  |  |  |  |  |  |
| Common Stock | $18,682 | Third-Party Vendor |  | Vendor Prices |  | $24.20 | $24.20 | Increase |  |
| Corporate Securities | $- | Broker Quote |  | Offered Quote |  | $- | $- | Increase |  |
| Mortgage-Backed |  |  |  |  |  |  |  |  |  |

| Non-Agency Commercial | $19,399 | Third-Party Vendor | Vendor Prices | $1.30 | $1.30 | Increase |
| --- | --- | --- | --- | --- | --- | --- |
| Mortgage-Backed Securities- | $14,004 | Third-Party Vendor | Vendor Prices | $0.03 - $2.18 | $2.17 | Increase |
| Mortgage-Backed Securities- |  |  |  |  |  |  |
| U.S. Agency Commercial | $- | Broker Quote | Offered Quote | $- | $- | Increase |
| Rights | $- | Broker Quote | Offered Quote | $- | $- | Increase |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** 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:** 865 South Figueroa Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017

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

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

- **a. Name of Series:** Metropolitan West Alpha Trak 500 Fund

- **b. EDGAR series identifier (if any):** S000001148

- **c. LEI of Series:** 549300ICNXDXX7QFU761

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $31900831.90

**Total Liabilities:** $3433890.82

**Net Assets:** $28466941.08

**Stand-by Commitments:** $3105345.72

**Cash Not Reported:** $3183323.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 87.36141000 | **1-Year:** 2058.43615000 | **5-Year:** 3167.15018000 | **10-Year:** 577.72726000 | **30-Year:** 0.00000000

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

- **3-Month:** 1.05634000 | **1-Year:** 221.52181000 | **5-Year:** 459.21580000 | **10-Year:** 23.43805000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003067 | 7.60%                | 6.11%                | -5.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-198135.67              | $32932.25                                  |
| Month 2  | $-55826.84               | $261953.90                                 |
| Month 3  | $90417.21                | $-83914.98                                 |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** SP500

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WAMU Mortgage Pass-Through Cer     | WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust                   | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1099 | PA      | $989.65       | 0.00%             | 2042-06-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    124000 | PA      | $113674.64    | 0.40%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                | LCM 29 Ltd                                                                      | CUSIP: 50201MAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     68182 | PA      | $67576.30     | 0.24%             | 2031-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL      | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971WJ68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $141238.78    | 0.50%             | 2025-05-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac          | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $126925.81    | 0.45%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACAM 2019-FL1, Ltd.                | ACAM 2019-FL1 ltd                                                               | CUSIP: 000825AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     79180 | PA      | $78810.03     | 0.28%             | 2034-11-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust          | Nelnet Student Loan Trust 2014-3                                                | CUSIP: 64033KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10096 | PA      | $9805.41      | 0.03%             | 2041-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TMSQ MORTGAGE TRUST                | TMSQ 2014-1500 Mortgage Trust                                                   | CUSIP: 87264JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $35604.10     | 0.13%             | 2036-10-10      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F62S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47385 | PA      | $45767.54     | 0.16%             | 2026-05-25      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                | COMM 2015-LC23 Mortgage Trust                                                   | CUSIP: 12636FBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37887 | PA      | $36075.22     | 0.13%             | 2048-10-10      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $58107.07     | 0.20%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31393TKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24869 | PA      | $24684.27     | 0.09%             | 2033-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV     | City & County of Denver CO Airport System Revenue                               | CUSIP: 249182PK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $130387.50    | 0.46%             | 2023-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust          | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                     | CUSIP: 61690VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43156 | PA      | $41836.03     | 0.15%             | 2048-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Higher Education Funding           | Higher Education Funding I                                                      | CUSIP: 429827AY4<br>LEI: 635400EWI7RHQRLFJW85 | Long             | ABS-MBS          | CORP              | US        |     25607 | PA      | $25591.27     | 0.09%             | 2034-05-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition     | JP Morgan Mortgage Acquisition Corp 2005-WMC1                                   | CUSIP: 46626LBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157303 | PA      | $152435.19    | 0.54%             | 2035-09-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US      | Goldentree Loan Management US Clo 8 Ltd                                         | CUSIP: 38136NAQ9<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    140000 | PA      | $136560.62    | 0.48%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION           | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    128000 | PA      | $111924.12    | 0.39%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                       | Embecta Corp                                                                    | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37871.97     | 0.13%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA       | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banc of America Funding Corpor     | Banc of America Funding 2015-R7 Trust                                           | CUSIP: 05991AAA5<br>LEI: 54930034NF48M07EOO61 | Long             | ABS-MBS          | CORP              | US        |     58268 | PA      | $57608.90     | 0.20%             | 2046-09-26      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Bank                               | BANK 2018-BNK14                                                                 | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61168 | PA      | $59714.92     | 0.21%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu     | JPMBB Commercial Mortgage Securities Trust 2014-C19                             | CUSIP: 46641WAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41948 | PA      | $41188.73     | 0.14%             | 2047-04-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust       | GS Mortgage Securities Trust 2010-C1                                            | CUSIP: 36249KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1539901 | PA      | $2592.11      | 0.01%             | 2043-08-10      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage      | Citigroup Commercial Mortgage Trust 2015-GC29                                   | CUSIP: 17323VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35725 | PA      | $34903.47     | 0.12%             | 2048-04-10      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                      | United States Treasury Bill                                                     | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1799636.99   | 6.32%             | 2023-01-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2005-5                                                   | CUSIP: 78442GPQ3<br>LEI: 549300WCW8E0MUEMAH47 | Long             | ABS-O            | CORP              | US        |     38700 | PA      | $38508.13     | 0.14%             | 2028-10-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31405XW25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       579 | PA      | $568.51       | 0.00%             | 2034-12-01      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $12321.13     | 0.04%             | 2046-05-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31392CRA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20501 | PA      | $20569.57     | 0.07%             | 2032-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga     | MF1 2020-FL4 Ltd                                                                | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159308 | PA      | $156742.86    | 0.55%             | 2035-11-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD           | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $4003.84      | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2012-1                                                   | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128379 | PA      | $120287.34    | 0.42%             | 2028-09-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU     | WFRBS Commercial Mortgage Trust 2014-C25                                        | CUSIP: 92939LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4970820 | PA      | $56724.01     | 0.20%             | 2047-11-15      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                   | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13909.44     | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                                        | CUSIP: 00206RGD8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176176.95    | 0.62%             | 2024-06-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC            | Bayer US Finance II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160054.92    | 0.56%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aimco                              | Aimco CLO 11 Ltd                                                                | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97540.90     | 0.34%             | 2034-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust      | Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust                    | CUSIP: 9497EMAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97559.03     | 0.34%             | 2035-12-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT             | US Airways 2012-1 Class A Pass Through Trust                                    | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30486 | PA      | $29391.89     | 0.10%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965686 | PA      | $31297.45     | 0.11%             | 2027-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA       | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rockford Tower CLO Ltd             | Rockford Tower CLO 2017-3 Ltd                                                   | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    130000 | PA      | $128408.93    | 0.45%             | 2030-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                | COMM 2013-CCRE11 Mortgage Trust                                                 | CUSIP: 12626LAC6<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |      2844 | PA      | $2827.31      | 0.01%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BHCZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110138 | PA      | $13650.37     | 0.05%             | 2025-01-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra     | VOLT XCIX LLC                                                                   | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203524 | PA      | $180922.81    | 0.64%             | 2051-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| 1345 Ave of the Americas & Par     | 1345 Avenue of the Americas & Park Avenue Plaza Trust                           | CUSIP: 68275CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32780 | PA      | $31399.63     | 0.11%             | 2035-08-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| QWEST CORP                         | Qwest Corp                                                                      | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100500.00    | 0.35%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC CO           | Pennsylvania Electric Co                                                        | CUSIP: 708696BX6<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47925.61     | 0.17%             | 2025-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Tru     | LB-UBS Commercial Mortgage Trust 2006-C6                                        | CUSIP: 50179MAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303520 | PA      | $40.03        | 0.00%             | 2039-09-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F72U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57955 | PA      | $54757.73     | 0.19%             | 2025-06-25      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                           | BX Commercial Mortgage Trust 2021-CIP                                           | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $125647.07    | 0.44%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust         | Navient Student Loan Trust 2017-4                                               | CUSIP: 63940AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3185 | PA      | $3183.55      | 0.01%             | 2066-09-27      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES              | Healthpeak Properties Inc                                                       | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58484.54     | 0.21%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR           | Occidental Petroleum Corp                                                       | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $12787.25     | 0.04%             | 2036-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION           | Catalent Pharma Solutions Inc                                                   | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     57000 | PA      | $45079.31     | 0.16%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables      | Exeter Automobile Receivables Trust 2022-6                                      | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130185.48    | 0.46%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47060.73     | 0.17%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust         | Navient Student Loan Trust 2014-1                                               | CUSIP: 63938EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71109 | PA      | $67327.61     | 0.24%             | 2031-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING              | Athene Global Funding                                                           | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83508.44     | 0.29%             | 2024-05-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN           | Piedmont Operating Partnership LP                                               | CUSIP: 720198AC4<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123823.69    | 0.43%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S     | BBCMS Trust 2018-BXH                                                            | CUSIP: 05491RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119346 | PA      | $115135.23    | 0.40%             | 2037-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust      | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17313CAD1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    103414 | PA      | $101852.38    | 0.36%             | 2037-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118295 | PA      | $104847.56    | 0.37%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY            | Nationwide Building Society                                                     | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $74036.20     | 0.26%             | 2024-08-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG              | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $0.00         | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| AREIT CRE Trust                    | AREIT 2019-CRE3 Trust                                                           | CUSIP: 00217LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18780 | PA      | $18467.39     | 0.06%             | 2036-09-14      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER            | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115636.69    | 0.41%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                                        | CUSIP: 38378XUK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104932 | PA      | $102077.58    | 0.36%             | 2054-10-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd              | Palmer Square CLO 2014-1 Ltd                                                    | CUSIP: 69688XAS0<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |     85000 | PA      | $84204.32     | 0.30%             | 2031-01-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                       | UBS Group AG                                                                    | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $195565.44    | 0.69%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve     | Structured Asset Mortgage Investments II Trust 2006-AR1                         | CUSIP: 86359LTG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39983 | PA      | $31394.06     | 0.11%             | 2036-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-     | One New York Plaza Trust 2020-1NYP                                              | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94000 | PA      | $88858.35     | 0.31%             | 2036-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                       | DNB Bank ASA                                                                    | CUSIP: 25601B2A2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $183908.83    | 0.65%             | 2025-09-30      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor     | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                   | CUSIP: 46640JAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6207737 | PA      | $1007.70      | 0.00%             | 2046-01-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86903.70     | 0.31%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Educational Funding of the Sou     | Educational Funding of the South Inc                                            | CUSIP: 28148WAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1076 | PA      | $1065.87      | 0.00%             | 2035-04-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $145644.22    | 0.51%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro     | RAMP Series 2004-SL1 Trust                                                      | CUSIP: 760985W31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4097 | PA      | $1373.94      | 0.00%             | 2031-11-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac          | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $210976.31    | 0.74%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC            | Trinity Acquisition PLC                                                         | CUSIP: 89641UAA9<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $109446.38    | 0.38%             | 2023-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $226065.13    | 0.79%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                        | OCP CLO 2017-14 Ltd                                                             | CUSIP: 67097QAA3<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |     85000 | PA      | $83916.25     | 0.29%             | 2030-11-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK             | Federal Home Loan Banks                                                         | CUSIP: 3130AQV26<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    115000 | PA      | $109235.19    | 0.38%             | 2024-09-04      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG              | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     61000 | PA      | $0.00         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Intelsat SA/Luxembourg             | Intelsat SA/Luxembourg                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $18682.40     | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT JACKSON HLDG              | Intelsat Jackson Holdings SA                                                    | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     66000 | PA      | $59312.55     | 0.21%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust           | DSLA Mortgage Loan Trust 2004-AR3                                               | CUSIP: 23332UBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2055 | PA      | $1812.60      | 0.01%             | 2044-07-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PHOENIX 2 LTD           | Transocean Phoenix 2 Ltd                                                        | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      8400 | PA      | $8356.24      | 0.03%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Access Group Inc                   | Access Group Inc 2015-1                                                         | CUSIP: 00435TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9337 | PA      | $9000.41      | 0.03%             | 2056-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                 | Centex Home Equity Loan Trust 2005-B                                            | CUSIP: 152314NC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111293 | PA      | $109550.53    | 0.38%             | 2035-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74608.73     | 0.26%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust         | Progress Residential 2019-SFR4 Trust                                            | CUSIP: 74331AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94754.72     | 0.33%             | 2036-10-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                | COMM 2015-PC1 Mortgage Trust                                                    | CUSIP: 12593GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76416 | PA      | $73673.96     | 0.26%             | 2050-07-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne     | Oak Street Investment Grade Net Lease Fund Series 2020-1                        | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96367 | PA      | $85814.06     | 0.30%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust         | Progress Residential 2019-SFR3 Trust                                            | CUSIP: 74332WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118808 | PA      | $112463.54    | 0.40%             | 2036-09-17      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                                              | CUSIP: 31397BVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55353 | PA      | $54322.17     | 0.19%             | 2036-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust     | Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4   | CUSIP: 68389FJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79179 | PA      | $73760.86     | 0.26%             | 2035-11-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance            | TRTX 2019-FL3 Issuer Ltd                                                        | CUSIP: 87276VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     33234 | PA      | $33238.51     | 0.12%             | 2034-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                | Eaton Vance CLO 2020-1 Ltd                                                      | CUSIP: 278300AJ7<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $145875.00    | 0.51%             | 2034-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru     | IndyMac INDX Mortgage Loan Trust 2006-AR4                                       | CUSIP: 45661EAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72911 | PA      | $65320.71     | 0.23%             | 2046-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31359RUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1456 | PA      | $16.92        | 0.00%             | 2023-11-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $242266.17    | 0.85%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust          | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                     | CUSIP: 61763BAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3349 | PA      | $3325.34      | 0.01%             | 2046-11-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                     | Barings CLO Ltd 2018-III                                                        | CUSIP: 06760PAC5<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | KY        |     49707 | PA      | $49364.58     | 0.17%             | 2029-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                         | Apidos CLO XXII                                                                 | CUSIP: 03765XAG1<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $197220.40    | 0.69%             | 2031-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                  | Waste Pro USA Inc                                                               | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20363.28     | 0.07%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                                   | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $275912.54    | 0.97%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203962.97    | 0.72%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125595.26    | 0.44%             | 2024-02-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC            | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34850.71     | 0.12%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                | Macquarie Group Ltd                                                             | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $61082.26     | 0.21%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4821.12      | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust       | GS Mortgage Securities Trust 2011-GC3                                           | CUSIP: 36248FAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327855 | PA      | $3.28         | 0.00%             | 2044-03-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund            | Dryden XXVI Senior Loan Fund                                                    | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     45039 | PA      | $44496.30     | 0.16%             | 2029-04-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor     | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                   | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638676 | PA      | $13936.59     | 0.05%             | 2049-01-15      | Variable      | 0.89%                 | No            |                  3 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                                      | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123791.97    | 0.43%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac          | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $625901.50    | 2.20%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31398NTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2944 | PA      | $2918.97      | 0.01%             | 2040-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183078.33    | 0.64%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor     | Banc of America Funding 2014-R7 Trust                                           | CUSIP: 05963SAA0<br>LEI: 549300UKLRORHBR16839 | Long             | ABS-MBS          | CORP              | US        |      7293 | PA      | $7340.50      | 0.03%             | 2036-05-26      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio      | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     20497 | NS      | $20497.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac          | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575000 | PA      | $504392.92    | 1.77%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu     | JPMBB Commercial Mortgage Securities Trust 2013-C17                             | CUSIP: 46640UAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1452444 | PA      | $5679.27      | 0.02%             | 2047-01-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC           | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4842.74      | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31392EJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72026 | PA      | $71879.66     | 0.25%             | 2032-08-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                   | Freddie Mac Strips                                                              | CUSIP: 3128HXMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8115 | PA      | $7950.09      | 0.03%             | 2042-06-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21840.59     | 0.08%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE             | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91150.26     | 0.32%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL            | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96570.69     | 0.34%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C     | RASC Series 2005-AHL2 Trust                                                     | CUSIP: 76110W5H5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26115 | PA      | $26024.28     | 0.09%             | 2035-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE             | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $149491.88    | 0.53%             | 2023-03-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK             | Federal Home Loan Banks                                                         | CUSIP: 3130APYA7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $473722.25    | 1.66%             | 2024-06-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY            | Nationwide Building Society                                                     | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $74594.22     | 0.26%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31398RV36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28680 | PA      | $28384.36     | 0.10%             | 2037-07-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Educational Funding of the Sou     | Educational Funding of the South Inc                                            | CUSIP: 28148WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14421 | PA      | $14406.83     | 0.05%             | 2036-03-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11934.03     | 0.04%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                 | Cold Storage Trust 2020-ICE5                                                    | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108129 | PA      | $105276.38    | 0.37%             | 2037-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                | Macquarie Group Ltd                                                             | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $82651.33     | 0.29%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE MD                       | City of Baltimore MD                                                            | CUSIP: 059189NR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80253.66     | 0.28%             | 2025-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                  | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $102615.69    | 0.36%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31392HMC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3417 | PA      | $3444.22      | 0.01%             | 2032-09-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners           | OHA Credit Funding 7 Ltd                                                        | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    115000 | PA      | $111577.60    | 0.39%             | 2037-02-24      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31395NLZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32622 | PA      | $32162.62     | 0.11%             | 2036-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                  | HSBC Holdings PLC                                                               | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $365623.83    | 1.28%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EB81<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75628.13     | 0.27%             | 2023-11-29      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans             | CHL Mortgage Pass-Through Trust 2005-9                                          | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40874 | PA      | $33763.91     | 0.12%             | 2035-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31394VZ37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27943 | PA      | $27462.43     | 0.10%             | 2036-03-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru     | IndyMac INDX Mortgage Loan Trust 2004-AR5                                       | CUSIP: 45660NS30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6270 | PA      | $5204.47      | 0.02%             | 2034-08-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust         | Navient Student Loan Trust 2017-2                                               | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61760 | PA      | $59577.68     | 0.21%             | 2066-12-27      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica     | ABFC 2004-OPT4 Trust                                                            | CUSIP: 04542BHD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88050 | PA      | $84579.10     | 0.30%             | 2034-02-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL     | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $56386.39     | 0.20%             | 2044-10-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2008-9                                                   | CUSIP: 78445JAA5<br>LEI: 549300MTK92VF84VT259 | Long             | ABS-O            | CORP              | US        |     32127 | PA      | $31558.66     | 0.11%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag     | PRPM 2021-6 LLC                                                                 | CUSIP: 69360FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70679 | PA      | $64161.28     | 0.23%             | 2026-07-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer     | WaMu Mortgage Pass-Through Certificates Series 2005-AR8                         | CUSIP: 92922FR91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93879 | PA      | $85815.26     | 0.30%             | 2045-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    124937 | PA      | $120268.32    | 0.42%             | 2023-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                                        | CUSIP: 38376GXN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2043-10-16      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| HarborView Mortgage Loan Trust     | HarborView Mortgage Loan Trust 2005-9                                           | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106455 | PA      | $94048.57     | 0.33%             | 2035-06-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                | Prestige Brands Inc                                                             | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33037.80     | 0.12%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD            | Transocean Poseidon Ltd                                                         | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     15750 | PA      | $15351.53     | 0.05%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU     | WFRBS Commercial Mortgage Trust 2014-LC14                                       | CUSIP: 96221TAF4<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |      9224 | PA      | $9142.38      | 0.03%             | 2047-03-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr     | Sofi Professional Loan Program 2019-A LLC                                       | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147883 | PA      | $144779.32    | 0.51%             | 2048-06-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac          | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $45406.26     | 0.16%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag     | PRPM 2021-3 LLC                                                                 | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167437 | PA      | $151666.76    | 0.53%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                 | Royalty Pharma PLC                                                              | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $82274.66     | 0.29%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK             | Federal Home Loan Banks                                                         | CUSIP: 3130AQ4B6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    495000 | PA      | $462423.28    | 1.62%             | 2024-12-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust     | Carvana Auto Receivables Trust 2022-P3                                          | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $160222.61    | 0.56%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE             | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5539.03      | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT             | Mauser Packaging Solutions Holding Co                                           | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4872.04      | 0.02%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga     | UBS-Barclays Commercial Mortgage Trust 2012-C3                                  | CUSIP: 90349DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249393 | PA      | $66.60        | 0.00%             | 2049-08-10      | Variable      | 0.17%                 | No            |                  3 | On Loan: No      |
| SANTANDER UK GROUP HLDGS           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $73764.83     | 0.26%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2005-4                                                   | CUSIP: 78442GPG5<br>LEI: 549300L7X3DWAOC00Z83 | Long             | ABS-O            | CORP              | US        |      8567 | PA      | $8554.65      | 0.03%             | 2027-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust              | Terwin NIMs Trust TMTS 2004-13ALT                                               | CUSIP: 881561JL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495451 | PA      | $19398.76     | 0.07%             | 2034-08-25      | Fixed         | 0.34%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $507725.71    | 1.78%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1763 | PA      | $1848.80      | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B4WC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3870509 | PA      | $3795.23      | 0.01%             | 2023-07-25      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                         | BFLD Trust 2020-EYP                                                             | CUSIP: 05493AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $118983.86    | 0.42%             | 2035-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $189535.31    | 0.67%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a     | Credit-Based Asset Servicing and Securitization LLC                             | CUSIP: 79549ARU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5237 | PA      | $4786.34      | 0.02%             | 2033-01-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                 | Centex Home Equity Loan Trust 2005-D                                            | CUSIP: 152314PQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65714 | PA      | $65558.80     | 0.23%             | 2035-10-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se     | Wells Fargo Mortgage Backed Securities 2003-I Trust                             | CUSIP: 949802AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5752 | PA      | $5532.91      | 0.02%             | 2033-09-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176361.18    | 0.62%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                           | BXMT 2020-FL3 Ltd                                                               | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    410000 | PA      | $403717.92    | 1.42%             | 2037-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor     | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                  | CUSIP: 46639YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2065435 | PA      | $564.79       | 0.00%             | 2046-04-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG             | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    220000 | PA      | $195492.46    | 0.69%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE           | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122521.68    | 0.43%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28170.99     | 0.10%             | 2026-05-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro     | RAMP Series 2006-NC3 Trust                                                      | CUSIP: 76112B4P2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84567 | PA      | $80322.37     | 0.28%             | 2036-03-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    575000 | NS      | $575000.00    | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                     | Air Lease Corp                                                                  | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74929.63     | 0.26%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag     | Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | CUSIP: 94988XAT3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    113014 | PA      | $109919.09    | 0.39%             | 2050-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                         | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102366.97    | 0.36%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd                    | Barings CLO Ltd 2013-I                                                          | CUSIP: 06760EAA4<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |     49379 | PA      | $49058.14     | 0.17%             | 2028-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                | Beast Mortgage Trust                                                            | CUSIP: 05601PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239874.13    | 0.84%             | 2036-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                | Georgia-Pacific LLC                                                             | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111388.50    | 0.39%             | 2025-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust     | Bayview Commercial Asset Trust 2004-3                                           | CUSIP: 07324SAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6742 | PA      | $6728.55      | 0.02%             | 2035-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE             | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139056.68    | 0.49%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author     | Brazos Higher Education Authority Inc                                           | CUSIP: 10620NCG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42493 | PA      | $42304.94     | 0.15%             | 2030-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149082.23    | 0.52%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education      | PHEAA Student Loan Trust 2016-1                                                 | CUSIP: 69343FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43289 | PA      | $42398.64     | 0.15%             | 2065-09-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B7N21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4950635 | PA      | $19765.16     | 0.07%             | 2023-10-25      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |     85013 | PA      | $84156.56     | 0.30%             | 2023-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                | COMM 2012-CCRE4 Mortgage Trust                                                  | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80060 | PA      | $3.31         | 0.00%             | 2045-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG             | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    145000 | PA      | $115631.37    | 0.41%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NCR CORP                           | NCR Corp                                                                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6699.51      | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr     | SoFi Professional Loan Program 2021-B Trust                                     | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207070 | PA      | $170530.18    | 0.60%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                  | NatWest Group PLC                                                               | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $74317.27     | 0.26%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                       | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75715.25     | 0.27%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F62A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118056 | PA      | $116007.50    | 0.41%             | 2030-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi     | CWABS Asset-Backed Certificates Trust 2007-13                                   | CUSIP: 126698AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61707 | PA      | $57653.80     | 0.20%             | 2047-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    113000 | PA      | $102982.42    | 0.36%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56080 | PA      | $55067.16     | 0.19%             | 2025-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo     | HSI Asset Securitization Corp Trust 2007-WF1                                    | CUSIP: 40431RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40165 | PA      | $39925.68     | 0.14%             | 2037-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147373.60    | 0.52%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2005-7                                                   | CUSIP: 78442GQJ8<br>LEI: 549300H0EHPP0GTD9V95 | Long             | ABS-O            | CORP              | US        |    114204 | PA      | $113463.14    | 0.40%             | 2029-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                           | BX Trust 2021-SDMF                                                              | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121000 | PA      | $115887.57    | 0.41%             | 2034-09-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author     | Brazos Higher Education Authority Inc                                           | CUSIP: 10620NCE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191922 | PA      | $190847.15    | 0.67%             | 2035-02-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru     | IndyMac IMSC Mortgage Loan Trust 2007-AR1                                       | CUSIP: 456672AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57794 | PA      | $36730.21     | 0.13%             | 2037-06-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables      | Exeter Automobile Receivables Trust 2021-2                                      | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $135625.92    | 0.48%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS            | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $109736.69    | 0.39%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag     | Wells Fargo Commercial Mortgage Trust 2017-SMP                                  | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $185000.64    | 0.65%             | 2034-12-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset      | First Frankin Mortgage Loan Trust 2006-FF4                                      | CUSIP: 362334FT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22369 | PA      | $22065.50     | 0.08%             | 2036-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC             | Skyworks Solutions Inc                                                          | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107793.39    | 0.38%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2019-R1                                                               | CUSIP: 12555VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91292 | PA      | $80525.64     | 0.28%             | 2058-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc         | Morgan Stanley ABS Capital I Inc Trust 2007-HE7                                 | CUSIP: 61756YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67734 | PA      | $65698.64     | 0.23%             | 2037-07-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2013-4                                                   | CUSIP: 78448AAA1<br>LEI: 5493004WA7G168XIR344 | Long             | ABS-O            | CORP              | US        |      4940 | PA      | $4741.13      | 0.02%             | 2043-06-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                | General Electric Co                                                             | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62006.39     | 0.22%             | 2036-08-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I           | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $177963.65    | 0.63%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                      | United States Treasury Bill                                                     | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1968018.20   | 6.91%             | 2023-05-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Vericrest Opportunity Loan Tra     | VOLT CIII LLC                                                                   | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102537 | PA      | $92177.89     | 0.32%             | 2051-08-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                        | Bacardi Ltd                                                                     | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $97119.85     | 0.34%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                | COMM 2013-LC6 Mortgage Trust                                                    | CUSIP: 20048EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1407810 | PA      | $379.40       | 0.00%             | 2046-01-10      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU     | WFRBS Commercial Mortgage Trust 2014-C20                                        | CUSIP: 92890FAT3<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    112801 | PA      | $110395.52    | 0.39%             | 2047-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.               | NYACK Park CLO Ltd                                                              | CUSIP: 67080PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     75000 | PA      | $73742.25     | 0.26%             | 2034-10-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                                              | CUSIP: 31394L2X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3100 | PA      | $3132.71      | 0.01%             | 2033-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust            | Carmax Auto Owner Trust 2020-1                                                  | CUSIP: 14315XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $129914.86    | 0.46%             | 2025-11-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143036.53    | 0.50%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                | Artera Services LLC                                                             | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7552.32      | 0.03%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd           | Madison Park Funding XVII Ltd                                                   | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    168514 | PA      | $166653.86    | 0.59%             | 2030-07-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva     | Americredit Automobile Receivables Trust 2019-1                                 | CUSIP: 03066GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $172205.93    | 0.60%             | 2025-03-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust             | SPDR S&P 500 ETF Trust                                                          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |        91 | NS      | $34801.13     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.   | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       148 | NC      | $-1206554.02  | -4.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage      | Citigroup Commercial Mortgage Trust 2015-P1                                     | CUSIP: 17324DAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29202 | PA      | $28435.70     | 0.10%             | 2048-09-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I           | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49329.14     | 0.17%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust      | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GP77<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    153934 | PA      | $147285.60    | 0.52%             | 2035-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac          | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $1108520.81   | 3.89%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PROTEUS LTD             | Transocean Proteus Ltd                                                          | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |      1600 | PA      | $1578.60      | 0.01%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                       | ING Groep NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192167.13    | 0.68%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                | COMM 2013-CCRE7 Mortgage Trust                                                  | CUSIP: 12625FAF3<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |    878728 | PA      | $25.48        | 0.00%             | 2046-03-10      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust     | Long Beach Mortgage Loan Trust 2004-4                                           | CUSIP: 542514HN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100360 | PA      | $94531.36     | 0.33%             | 2034-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2012-2                                                   | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75088 | PA      | $69815.34     | 0.25%             | 2029-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables      | Exeter Automobile Receivables Trust 2021-1                                      | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75898 | PA      | $75386.53     | 0.26%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust     | HarborView Mortgage Loan Trust 2005-4                                           | CUSIP: 41161PMW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       765 | PA      | $669.51       | 0.00%             | 2035-07-19      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE               | Michaels Cos Inc/The                                                            | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16114.71     | 0.06%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                  | Cedar Funding XII CLO Ltd                                                       | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97000.00     | 0.34%             | 2034-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust          | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14                     | CUSIP: 61690GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881015 | PA      | $4810.43      | 0.02%             | 2047-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BS6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2887105 | PA      | $44127.38     | 0.16%             | 2025-09-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                                      | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114958.12    | 0.40%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $307895.13    | 1.08%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund            | Dryden 30 Senior Loan Fund                                                      | CUSIP: 26249BAQ4<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |     84076 | PA      | $83177.00     | 0.29%             | 2028-11-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B3NY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18529085 | PA      | $5294.69      | 0.02%             | 2023-04-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31396YMD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87960 | PA      | $87477.36     | 0.31%             | 2038-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $154990.82    | 0.54%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $273649.02    | 0.96%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T     | Alternative Loan Trust 2007-22                                                  | CUSIP: 02151BBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195079 | PA      | $82704.27     | 0.29%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU     | WFRBS Commercial Mortgage Trust 2014-C21                                        | CUSIP: 92939FAV1<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     14553 | PA      | $14349.69     | 0.05%             | 2047-08-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102747.06    | 0.36%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                   | Berry Global Inc                                                                | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104593.61    | 0.37%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA           | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89788.51     | 0.32%             | 2024-12-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                        | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240621.91    | 0.85%             | 2038-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan     | GMACM Mortgage Loan Trust 2006-AR1                                              | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61053 | PA      | $46071.34     | 0.16%             | 2036-04-19      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** METROPOLITAN WEST FUNDS

**Signature:** Eric Chan

**Name of Signer:** Eric Chan

**Title:** Managing Director