# EDGAR Filing Document

**Accession Number:** 0000052848
**File Stem:** 0000052848-25-000260
**Filing Date:** 2025-10
**Character Count:** 227821
**Document Hash:** c995371e4cd82ef32364db6ee33f2746
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000052848-25-000260.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000052848-25-000260

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WORLD FUND
- **CENTRAL INDEX KEY:** 0000052848

**ORGANIZATION NAME:**
- **EIN:** 046035483
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01027
- **FILM NUMBER:** 251423003

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD WORLD FUNDS
- **DATE OF NAME CHANGE:** 20020402

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD WORLD FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IVEST FUND INC
- **DATE OF NAME CHANGE:** 19850923

## Series and Classes Contracts Data

### Vanguard Global Wellesley Income Fund (Series ID: S000059218)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000194068 | Admiral Shares  | VGYAX           |
| C000194069 | Investor Shares | VGWIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD WORLD FUND

- **b. Investment Company Act file number:** 811-01027

- **c. CIK number of Registrant:** 0000052848

- **d. LEI of Registrant:** 549300MP6BT0L4Q61L10

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD GLOBAL WELLESLEY INCOME FUND

- **b. EDGAR series identifier (if any):** S000059218

- **c. LEI of Series:** 549300H6U6518MSWEQ81

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $640459794.65

**Total Liabilities:** $1740286.84

**Net Assets:** $638719507.81

**Delayed Delivery Securities:** $1354548.89

**Cash Not Reported:** $5692821.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -444.21222317 | **1-Year:** -13393.77849273 | **5-Year:** -54686.80895008 | **10-Year:** -63233.32660168 | **30-Year:** -25837.35325748

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

- **3-Month:** -10.20217342 | **1-Year:** -998.80469491 | **5-Year:** -1715.06661121 | **10-Year:** -1356.92384995 | **30-Year:** -672.80588540

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194069 | 1.57%                | -0.53%               | 1.90%                |
| Class ID C000194068 | 1.63%                | -0.53%               | 1.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1054452.01              | $10744098.61                               |
| Month 2  | $1923075.79              | $-11456891.07                              |
| Month 3  | $662306.31               | $12423992.12                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae Pool                                                                 | FN FS7075                      | CUSIP: 3140XN2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1282583 | PA      | $1073535.54   | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1092000 | PA      | $1040145.94   | 0.16%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHS FIN GLB               | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1571320.16   | 0.25%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88306.65     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     39105 | NS      | $4789971.45   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUND                | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212809.98    | 0.03%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                    | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $786207.31    | 0.12%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC               | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    789000 | PA      | $770647.26    | 0.12%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | JBS USA/FOOD/GRP               | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $197586.27    | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    694000 | PA      | $458947.32    | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                        | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |    725000 | PA      | $879540.73    | 0.14%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    985000 | PA      | $1143600.66   | 0.18%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2092100 | PA      | $2035466.20   | 0.32%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | JBS HLD/FD/LUX                 | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    220000 | PA      | $194647.82    | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    505000 | PA      | $515414.98    | 0.08%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $496993.83    | 0.08%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC               | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    362000 | PA      | $363067.55    | 0.06%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON               | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1706388.23   | 0.27%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173204.08    | 0.03%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                         | PRICOA GLOB FUND               | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189700.93    | 0.03%             | 2035-05-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Novartis AG                                                                     | NOVARTIS AG-REG                | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     37394 | NS      | $4733036.73   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    567000 | PA      | $557722.04    | 0.09%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                            | SSM HEALTH CARE                | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378169.32    | 0.06%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                             | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70389.80     | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $122238.16    | 0.02%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QE1775                      | CUSIP: 3133BA6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38209 | PA      | $33221.48     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1187.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $930702.51    | 0.15%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92552.16     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                | WFLF 2023-1A A                 | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    613354 | PA      | $617712.13    | 0.10%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4143 AH                    | CUSIP: 3137AX6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    373468 | PA      | $353667.67    | 0.06%             | 2042-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sika Capital BV                                                                 | SIKA CAPITAL BV                | CUSIP: N/A<br>LEI: 549300QW8B2Z3FSBS808       | Long             | DBT              | CORP              | NL        |    570000 | PA      | $612006.84    | 0.10%             | 2031-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    982000 | PA      | $997805.01    | 0.16%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUBISHI UFJ F               | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    244384 | NS      | $3719294.20   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2826526.88   | 0.44%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1147000 | PA      | $1129929.42   | 0.18%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DR0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $559319.55    | 0.09%             | 2048-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BZ4730                      | CUSIP: 3140Q0HG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1758000 | PA      | $1783823.61   | 0.28%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                  | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1237803.10   | 0.19%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |   2850000 | PA      | $1914475.54   | 0.30%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                    | UNILEVER PLC                   | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     53557 | NS      | $3378649.37   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    268704 | PA      | $215336.99    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    823000 | PA      | $751254.87    | 0.12%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    181000 | PA      | $100173.13    | 0.02%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    566000 | PA      | $442761.48    | 0.07%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    995000 | PA      | $1112780.48   | 0.17%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: 62954WAY1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1370000 | PA      | $1621437.92   | 0.25%             | 2033-07-16      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD2712                      | CUSIP: 3132DQAM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112503 | PA      | $110107.64    | 0.02%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP               | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428075.31    | 0.07%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                                              | KCOT 2023-2A A3                | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $690312.65    | 0.11%             | 2028-01-18      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    581000 | PA      | $511066.91    | 0.08%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0976                      | CUSIP: 3132DNCM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    524548 | PA      | $454761.33    | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |   2605000 | PA      | $2466576.93   | 0.39%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4566                      | CUSIP: 3140QQCC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117865 | PA      | $117151.77    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    939400 | PA      | $942592.49    | 0.15%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    566000 | PA      | $750792.80    | 0.12%             | 2038-07-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425007.01    | 0.07%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Henneman Trust                                                                  | HENNEMAN TRUST                 | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1385015.63   | 0.22%             | 2055-05-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENN               | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40944.24     | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    495000 | PA      | $510317.11    | 0.08%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | QATAR STATE OF                 | CUSIP: 74727PAY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    285000 | PA      | $272486.82    | 0.04%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   2502000 | PA      | $2606263.36   | 0.41%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7938                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    192029 | PA      | $175367.54    | 0.03%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                              | RGA GLOBAL                     | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    580000 | PA      | $601811.21    | 0.09%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |   1700000 | PA      | $2014029.87   | 0.32%             | 2026-08-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                | LINCOLN GLOBAL                 | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241560.11    | 0.04%             | 2030-08-18      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    656000 | PA      | $594427.34    | 0.09%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -142 | NC      | $-36930.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8289                      | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    276943 | PA      | $280107.66    | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        | 111250000 | PA      | $610711.97    | 0.10%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248150.34    | 0.04%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    795000 | PA      | $923328.24    | 0.14%             | 2046-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                            | ARES MANAGEM- A                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     30342 | NS      | $5437286.40   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7829                      | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    941828 | PA      | $859744.07    | 0.13%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENN               | CUSIP: 708696BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $120770.80    | 0.02%             | 2029-06-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |   2250000 | PA      | $2721667.06   | 0.43%             | 2028-06-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                 | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1240000 | PA      | $1275609.90   | 0.20%             | 2035-06-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $989981.00    | 0.15%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7130                      | CUSIP: 3140XA4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    308439 | PA      | $267122.48    | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    180000 | PA      | $111079.09    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                     | BROWARD CNTY FL ARPT           | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $65015.10     | 0.01%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                               | COLUMBIA PIPE HC               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $355332.83    | 0.06%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QG1227                      | CUSIP: 3133C1LG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30073 | PA      | $26067.24     | 0.00%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    830000 | PA      | $604565.75    | 0.09%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    713000 | PA      | $647124.54    | 0.10%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                  | OHIO EDISON CO                 | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107204.62    | 0.02%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1494007.55   | 0.23%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                 | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    880000 | PA      | $907090.03    | 0.14%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                 | CHICAGO TRANSIT SER B          | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     32849 | PA      | $36505.94     | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1107.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    893800 | PA      | $555168.51    | 0.09%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117899.01    | 0.02%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS3492                      | CUSIP: 3140XJ3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    361618 | PA      | $362389.49    | 0.06%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8269                      | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    510238 | PA      | $507521.62    | 0.08%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS5497                      | CUSIP: 3140XMDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44522 | PA      | $42936.24     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    201000 | PA      | $118387.08    | 0.02%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA8933                      | CUSIP: 3140QG4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140689 | PA      | $113318.19    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |   3779000 | PA      | $2456424.70   | 0.38%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    405000 | PA      | $553901.97    | 0.09%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANSN-TXB-E-BABS          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    245000 | PA      | $266276.44    | 0.04%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1105323.88   | 0.17%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    638000 | PA      | $537021.57    | 0.08%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC               | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1402664.89   | 0.22%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340818.59    | 0.05%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                             | COLUMBIA PIPE OC               | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $704549.69    | 0.11%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/GBP FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $14612.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $843589.34    | 0.13%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9300 | PA      | $9046.43      | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1915017.85   | 0.30%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809804.98    | 0.13%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $226975.09    | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    969100 | PA      | $928821.78    | 0.15%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    990000 | PA      | $966867.12    | 0.15%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        14 | NC      | $3364.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon North America Inc                                                           | AON NORTH AMER                 | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1580928.42   | 0.25%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | TSMC                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    133500 | NS      | $4999763.47   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    505000 | PA      | $582028.37    | 0.09%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KPN (KONIN) NV                 | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    808878 | NS      | $3860094.71   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM4882                      | CUSIP: 3140J9M81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70954 | PA      | $69753.68     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    199000 | PA      | $217118.15    | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    160000 | PA      | $102039.84    | 0.02%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |    610000 | PA      | $696104.46    | 0.11%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    935000 | PA      | $956893.34    | 0.15%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BZ4582                      | CUSIP: 3140Q0CU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    707000 | PA      | $714861.42    | 0.11%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    472000 | PA      | $445759.59    | 0.07%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    249760 | NS      | $5168371.54   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    697000 | PA      | $722803.29    | 0.11%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   1340000 | PA      | $1474446.16   | 0.23%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | DEERE & CO                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     10783 | NS      | $5161175.12   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    520000 | PA      | $592682.55    | 0.09%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                             | TOYOTA MOTOR FIN               | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |    805000 | PA      | $1037396.65   | 0.16%             | 2027-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1116035.84   | 0.17%             | 2031-10-04      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4208                      | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454961 | PA      | $365028.70    | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELIN               | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    841000 | PA      | $865033.51    | 0.14%             | 2029-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PACCAR Inc                                                                      | PACCAR INC                     | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     46446 | NS      | $4643671.08   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS7074                      | CUSIP: 3140XN2G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1097527 | PA      | $880577.71    | 0.14%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128357.89    | 0.02%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    906000 | PA      | $790201.35    | 0.12%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                             | COLUMBIA PIPE OC               | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $239272.94    | 0.04%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $288224.20    | 0.05%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |   1075000 | PA      | $1331645.22   | 0.21%             | 2029-06-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING               | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    725000 | PA      | $737221.09    | 0.12%             | 2031-12-09      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-215 KA                | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1046886 | PA      | $935034.34    | 0.15%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                            | LXP INDUSTRIAL T               | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1654299.87   | 0.26%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING               | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1288028.25   | 0.20%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289331.94    | 0.05%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15900000 | PA      | $70228.46     | 0.01%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC               | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201305.61    | 0.03%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING               | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    915000 | PA      | $940621.92    | 0.15%             | 2035-01-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA                            | CUSIP: Y002A1105<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    718000 | NS      | $6824127.66   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    420000 | PA      | $455634.46    | 0.07%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QJ7719                      | CUSIP: 3133CYSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    695082 | PA      | $686290.62    | 0.11%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    913000 | PA      | $927069.40    | 0.15%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        | 395750000 | PA      | $2602600.98   | 0.41%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     72533 | NS      | $6101475.96   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                                               | CONSTELLATION ST               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   1261000 | PA      | $1287375.99   | 0.20%             | 2034-02-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    557000 | PA      | $584625.52    | 0.09%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $180334.02    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                          | MASS MUTUAL LIFE               | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $94500.64     | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP                  | CUSIP: 42250GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1058148.78   | 0.17%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25906.62     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: EC2153012<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   5185000 | PA      | $7084192.13   | 1.11%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | WESTINGHOUSE AIR               | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66419.17     | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                      | ANGLO AMERICAN                 | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2042000 | PA      | $1865758.40   | 0.29%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     71437 | NS      | $5897838.72   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $218237.48    | 0.03%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    280000 | PA      | $292246.67    | 0.05%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    551000 | PA      | $396594.70    | 0.06%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                        | SCE REC FUND                   | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155756 | PA      | $139699.30    | 0.02%             | 2033-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    239200 | PA      | $217251.53    | 0.03%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    260000 | PA      | $333555.27    | 0.05%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7473                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    234785 | PA      | $208243.79    | 0.03%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2792907.71   | 0.44%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                                | ISUZU MOTORS                   | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |    307273 | NS      | $4024853.42   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    648000 | PA      | $503402.12    | 0.08%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-162760.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |    540000 | PA      | $642253.39    | 0.10%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    418000 | PA      | $314792.01    | 0.05%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |     30866 | NS      | $3516123.11   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                       | KDDI CORP                      | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    208779 | NS      | $3608393.53   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPE                  | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    702000 | PA      | $691064.41    | 0.11%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | MORGAN STANLEY                 | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370182.32    | 0.06%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $203549.82    | 0.03%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    880000 | PA      | $1052247.23   | 0.16%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    109517 | PA      | $93385.27     | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BZ3738                      | CUSIP: 3140NYEL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1524000 | PA      | $1545969.07   | 0.24%             | 2030-05-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 3 9/25                    | CUSIP: 21H030690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    396000 | PA      | $350782.42    | 0.05%             | 2025-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    710000 | PA      | $511729.94    | 0.08%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS3956                      | CUSIP: 3140XKME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35643 | PA      | $34839.57     | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $220947.68    | 0.03%             | 2032-10-19      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    590000 | PA      | $705038.18    | 0.11%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                            | KITE REALTY GRP                | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131981.13    | 0.02%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: 80413TBL2<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    829000 | PA      | $871429.27    | 0.14%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     97711 | PA      | $80038.06     | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |   1550000 | PA      | $1782913.81   | 0.28%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | JBS HLD/FD/LUX                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3277000 | PA      | $3390975.50   | 0.53%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                | LINCOLN GLOBAL                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277601.80    | 0.04%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD4010                      | CUSIP: 3132E0N32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71750 | PA      | $69366.63     | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/JPY FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1372.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    467000 | PA      | $452047.54    | 0.07%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8006 | NS      | $3256600.62   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    213000 | PA      | $219623.09    | 0.03%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    730000 | PA      | $543708.40    | 0.09%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS3884                      | CUSIP: 3140XKJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    247203 | PA      | $216168.49    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                 | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190533.98    | 0.03%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        | 194900000 | PA      | $1303789.29   | 0.20%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   7475000 | PA      | $8691331.80   | 1.36%             | 2026-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8331                      | CUSIP: 3132DWHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271316 | PA      | $273907.63    | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS3575                      | CUSIP: 3140XJ6M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71623 | PA      | $69672.33     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160DF8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    810000 | PA      | $871765.70    | 0.14%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    214700 | PA      | $178997.74    | 0.03%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2015-179 NC                | CUSIP: 38379TAR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43690 | PA      | $42177.59     | 0.01%             | 2044-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $77540.25     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                                                    | RS GROUP PLC                   | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |    492344 | NS      | $3761077.34   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                              | TRANS-ALLEGHENY                | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $436318.55    | 0.07%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |   1840000 | PA      | $2150311.19   | 0.34%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                          | SAMMONS FIN GLO                | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1400162.80   | 0.22%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -58 | NC      | $-32363.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    517000 | PA      | $554394.80    | 0.09%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                         | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    511000 | PA      | $544843.27    | 0.09%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QC9119                      | CUSIP: 3133AUDY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    786002 | PA      | $690764.11    | 0.11%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR               | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1361834.97   | 0.21%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                       | NORTHWESTERN MUT               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8099.41      | 0.00%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS3574                      | CUSIP: 3140XJ6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160570 | PA      | $156348.36    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                     | FINECOBANK SPA                 | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |    365509 | NS      | $8023599.03   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1843733.95   | 0.29%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                  | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |   1125000 | PA      | $1390990.98   | 0.22%             | 2035-05-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                | WFLF 2024-2A A1                | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    394300 | PA      | $397426.21    | 0.06%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1451120.47   | 0.23%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD3913                      | CUSIP: 3132E0K27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137636 | PA      | $139552.83    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD3080                      | CUSIP: 3132DQM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    899454 | PA      | $909169.01    | 0.14%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    771200 | PA      | $748214.62    | 0.12%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    877000 | PA      | $1061990.16   | 0.17%             | 2035-03-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388501.95    | 0.06%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $649085.45    | 0.10%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                        | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $53173.96     | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC               | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195027.15    | 0.03%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1139300 | PA      | $1158258.66   | 0.18%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $699683.97    | 0.11%             | 2031-02-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1494320.61   | 0.23%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: 80413TBK4<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   1175000 | PA      | $1228926.44   | 0.19%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     13204 | NS      | $4207454.60   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2015-28 HP                 | CUSIP: 3136ANUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53078 | PA      | $52233.66     | 0.01%             | 2044-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9748                      | CUSIP: 3140XRZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    683554 | PA      | $622645.03    | 0.10%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261805.31    | 0.04%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1219                      | CUSIP: 3140XGK99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    294810 | PA      | $269070.45    | 0.04%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC               | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    576000 | PA      | $610216.95    | 0.10%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                    | CLECO CORP                     | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252679.56    | 0.04%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1456000 | PA      | $1496376.74   | 0.23%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                               | TX ELECTRIC MRKT               | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695963 | PA      | $695567.36    | 0.11%             | 2036-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                       | TOKIO MARINE HD                | CUSIP: J86298106<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     87692 | NS      | $3760930.12   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    355000 | PA      | $385942.84    | 0.06%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |    650000 | PA      | $784939.49    | 0.12%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    560000 | PA      | $733119.17    | 0.11%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | EMERA US FINANCE               | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1065952.54   | 0.17%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2019-6 GJ                  | CUSIP: 3136B3T59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39886 | PA      | $38794.38     | 0.01%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    840000 | PA      | $855953.97    | 0.13%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670000 | PA      | $443220.70    | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    247000 | PA      | $222259.33    | 0.03%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1176034.37   | 0.18%             | 2036-05-06      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    559500 | PA      | $522345.70    | 0.08%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $875336.96    | 0.14%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    846000 | PA      | $730879.28    | 0.11%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                   | TX NATURAL GAS SECZ            | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    454575 | PA      | $467098.77    | 0.07%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-55446.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134283.13    | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1125400 | PA      | $1072075.39   | 0.17%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1888809.73   | 0.30%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $892177.67    | 0.14%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $365676.99    | 0.06%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    975000 | PA      | $1058201.04   | 0.17%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    831000 | PA      | $839982.67    | 0.13%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC                | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    257779 | NS      | $6109583.00   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Cajamar Caja Rural SCC                                                          | CAJAMAR                        | CUSIP: N/A<br>LEI: 635400CE9HHFB55PEY43       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $239580.83    | 0.04%             | 2029-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |    635000 | PA      | $546711.67    | 0.09%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                              | RGA GLOBAL                     | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    710000 | PA      | $733766.26    | 0.11%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477218.10    | 0.07%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BZ4579                      | CUSIP: 3140Q0CR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    795000 | PA      | $803839.92    | 0.13%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    295000 | PA      | $334054.18    | 0.05%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC               | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136474.82    | 0.02%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   3250000 | PA      | $3820847.11   | 0.60%             | 2031-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48487.71     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    415000 | PA      | $425084.91    | 0.07%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1892                      | CUSIP: 3140XHC62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15011 | PA      | $14469.72     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | JBS HLD/FD/LUX                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    135000 | PA      | $148092.65    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                                        | DURST 2025-151 A               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $224033.28    | 0.04%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    733000 | PA      | $617009.49    | 0.10%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                                  | PRET 2025-RPL2 A1              | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1124828 | PA      | $1089639.20   | 0.17%             | 2064-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAP/FIN II                 | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $354376.18    | 0.06%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    114739 | NS      | $7203434.80   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |    310000 | PA      | $253364.53    | 0.04%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    929000 | PA      | $1004102.77   | 0.16%             | 2034-09-22      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    266886 | NS      | $26685940.14  | 4.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                                    | CITIZENS FIN GRP               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275668.19    | 0.04%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2433128.53   | 0.38%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8205                      | CUSIP: 3132D6DJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342020 | PA      | $342749.69    | 0.05%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BS9596                      | CUSIP: 3140LLUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1475000 | PA      | $1520851.11   | 0.24%             | 2030-10-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                      | CUSIP: 001055CB6<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        | 250000000 | PA      | $1680212.65   | 0.26%             | 2030-10-18      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1567700 | PA      | $1573088.97   | 0.25%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                               | PHILADELPHIA INDL-C            | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    525000 | PA      | $558524.93    | 0.09%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                        | SHURGARD LUX                   | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $912094.00    | 0.14%             | 2034-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH-C            | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $48141.11     | 0.01%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |    115585 | NS      | $4682282.43   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | SORT 2021-1A A1                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211559 | PA      | $176801.14    | 0.03%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                        | SCE REC FUND                   | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $40217.86     | 0.01%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CA               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     46202 | NS      | $6714235.38   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     76828 | NS      | $3717348.53   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4512                      | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    243981 | PA      | $203604.57    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  80700000 | PA      | $322082.48    | 0.05%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK OF NOVA SCO               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     97176 | NS      | $6068944.93   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Start II LTD                                                                    | STARR 2019-1 A                 | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     89465 | PA      | $88901.41     | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    790000 | PA      | $918315.04    | 0.14%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    979000 | PA      | $992879.30    | 0.16%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-G                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |   6735000 | PA      | $7780473.52   | 1.22%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                                                   | HDFC BANK-ADR                  | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | US        |     60353 | NS      | $4294719.48   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH SMW Finance DAC                                                             | CRH SMW FINANCE                | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    780000 | PA      | $802272.93    | 0.13%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $1193822.54   | 0.19%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                    | CAS 2021-R01 1M2               | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86724 | PA      | $87088.41     | 0.01%             | 2041-10-25      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1565655.60   | 0.25%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   1650000 | PA      | $1850885.11   | 0.29%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                     | RECKITT BENCKISE               | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     95293 | NS      | $7124809.64   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |   1306000 | PA      | $806993.15    | 0.13%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1394300 | PA      | $1329377.91   | 0.21%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $802635.16    | 0.13%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -10 | NC      | $-3295.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2227000 | PA      | $2265379.82   | 0.35%             | 2030-10-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1199747.07   | 0.19%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR               | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265790.35    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                                                          | SIRIUS REAL ESTA               | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |   1600000 | PA      | $1771138.75   | 0.28%             | 2028-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |   1280000 | PA      | $592197.34    | 0.09%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8155                      | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246600 | PA      | $197315.09    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC               | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $398389.98    | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZT1526                      | CUSIP: 3132ADVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    408060 | PA      | $388899.84    | 0.06%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |   1705000 | PA      | $2033529.47   | 0.32%             | 2032-09-16      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    578000 | PA      | $396042.89    | 0.06%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4289                      | CUSIP: 3140QPXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62271 | PA      | $60224.86     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    213750 | PA      | $223298.39    | 0.03%             | 2031-01-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24063.93     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                      | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |    405000 | PA      | $417153.49    | 0.07%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4387                      | CUSIP: 31418D2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342800 | PA      | $296160.65    | 0.05%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     18550 | NS      | $3756004.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1882279.89   | 0.29%             | 2028-03-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2015-28 P                  | CUSIP: 3136ANUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    391457 | PA      | $369028.09    | 0.06%             | 2045-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA2045                      | CUSIP: 3140Q9HX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159412 | PA      | $156714.52    | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    888000 | PA      | $716907.00    | 0.11%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16738.88     | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2023-A                                | NAVSL 2023-A A                 | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    614398 | PA      | $630397.91    | 0.10%             | 2071-10-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $612115.71    | 0.10%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397686.31    | 0.06%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | QATAR STATE OF                 | CUSIP: 74727PBE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    205000 | PA      | $175162.36    | 0.03%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    685000 | PA      | $708423.27    | 0.11%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Emera Inc                                                                       | EMERA INC                      | CUSIP: 290876AE1<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1560000 | PA      | $1180213.41   | 0.18%             | 2030-05-02      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | SORT 2022-1A A1                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    243717 | PA      | $235843.96    | 0.04%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| RFR Trust                                                                       | RFR 2025-SGRM A                | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1766921 | PA      | $1809696.57   | 0.28%             | 2041-03-11      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| South West Water Finance PLC                                                    | SOUTH WEST WTR                 | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |    640000 | PA      | $846670.35    | 0.13%             | 2041-08-05      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1009000 | PA      | $997796.82    | 0.16%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | VDCR 2023-1A A2A               | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |   1543000 | PA      | $1547825.12   | 0.24%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $942061.41    | 0.15%             | 2028-10-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    632200 | PA      | $565646.13    | 0.09%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    235000 | PA      | $146911.82    | 0.02%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8200                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    696895 | PA      | $656715.42    | 0.10%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    855200 | PA      | $847215.90    | 0.13%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $289880.42    | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK                  | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152745.02    | 0.02%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     36104 | NS      | $6034061.52   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    464000 | PA      | $478237.48    | 0.07%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAP2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1711949.99   | 0.27%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELIN               | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    565000 | PA      | $587872.15    | 0.09%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8755                      | CUSIP: 3133KQWQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138558 | PA      | $140314.58    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                     | BK OF NY MELLON                | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279455.73    | 0.04%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    182544 | NS      | $4809701.17   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246559.54    | 0.04%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                 | WEA FINANCE LLC                | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92918.26     | 0.01%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC               | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    522000 | PA      | $521201.49    | 0.08%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $480566.15    | 0.08%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                      | TRANSUNION                     | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     46413 | NS      | $4102909.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: 20271AAL1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1551559.62   | 0.24%             | 2028-09-14      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    919000 | PA      | $969031.44    | 0.15%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    349000 | PA      | $221482.25    | 0.03%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRN-BABS-TXB-TR            | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5051.12      | 0.00%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    160000 | PA      | $103380.72    | 0.02%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                 | WEA FINANCE LLC                | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197919.51    | 0.03%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $384537.52    | 0.06%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/JPY FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10042.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $283287.37    | 0.04%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    895000 | PA      | $820931.44    | 0.13%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1395788.74   | 0.22%             | 2031-10-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    641000 | PA      | $665829.60    | 0.10%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |  10465000 | PA      | $11880164.95  | 1.86%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                              | RGA GLOBAL                     | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1107775.67   | 0.17%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    909000 | PA      | $720338.19    | 0.11%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     47658 | NS      | $7597372.31   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY I               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    215506 | NS      | $5266966.64   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC               | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150785.92    | 0.02%             | 2055-04-01      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $415477.98    | 0.07%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-96745.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNA               | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250654.78    | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD2553                      | CUSIP: 3132DPZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60280 | PA      | $57973.98     | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $104466.80    | 0.02%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1393585.01   | 0.22%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    241400 | PA      | $228198.44    | 0.04%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $594894.30    | 0.09%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Talanx AG                                                                       | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     34438 | NS      | $4748644.57   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Partners of America 2021-2 Trust                                           | HPA 2021-2 B                   | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    681242 | PA      | $660048.90    | 0.10%             | 2026-12-17      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                   | SCRT 2019-3 MA                 | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110536 | PA      | $107278.85    | 0.02%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South West Water Finance PLC                                                    | SOUTH WEST WTR                 | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1096446.25   | 0.17%             | 2032-12-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                    | FORTIVE CORP                   | CUSIP: N/A<br>LEI: 549300MU9YQJYHDQEF63       | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1824869.65   | 0.29%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos Global Funding                                              | MUTUAL OF OMAHA                | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    435000 | PA      | $443992.13    | 0.07%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                  | GREENSAIF PIPELI               | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    525000 | PA      | $544579.40    | 0.09%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| State of Illinois                                                               | IL ST TXB-PENSION              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1374265 | PA      | $1390277.91   | 0.22%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    515000 | PA      | $521452.76    | 0.08%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1782218.91   | 0.28%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Affinity Water Finance PLC                                                      | AFFINITY WATER                 | CUSIP: N/A<br>LEI: 213800SN9HLGE6532G57       | Long             | DBT              | CORP              | GB        |    525000 | PA      | $702005.48    | 0.11%             | 2040-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -11 | NC      | $3720.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Issuer: BB Company ID:71306716                                              | EFF 2023-3 A2                  | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599692 | PA      | $608659.66    | 0.10%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2018-1 Class B Pass Through Trust                               | UNTD AIR 18-1 B                | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29578 | PA      | $29331.01     | 0.00%             | 2027-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    493342 | PA      | $404111.36    | 0.06%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS6067                      | CUSIP: 3140XMW51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44025 | PA      | $42557.40     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    434000 | PA      | $440491.20    | 0.07%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    740000 | PA      | $630347.22    | 0.10%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NAT LIFE               | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    775000 | PA      | $781793.52    | 0.12%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $559463.91    | 0.09%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-834714.25   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                             | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |    980000 | PA      | $1181386.38   | 0.18%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337674.39    | 0.05%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    417000 | PA      | $432976.28    | 0.07%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    620000 | PA      | $497576.15    | 0.08%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA                    | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    658000 | PA      | $597443.83    | 0.09%             | 2031-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                  | GREENSAIF PIPELI               | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    895000 | PA      | $927370.12    | 0.15%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PL               | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    433683 | NS      | $5551741.79   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | OGLETHORPE POWER               | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     81000 | PA      | $62997.46     | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1542579.53   | 0.24%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                         | EIG PEARL HOLDIN               | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1700397 | PA      | $1544593.62   | 0.24%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    250000 | PA      | $248226.57    | 0.04%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                  | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |    885000 | PA      | $1052831.36   | 0.16%             | 2031-04-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC               | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1891851.62   | 0.30%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | PUB SVC OKLAHOMA               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    920000 | PA      | $930977.24    | 0.15%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                   | INDUSTRIA DE DISENO TEXTIL     | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     67904 | NS      | $3358489.49   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD3029                      | CUSIP: 3132DQLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16435 | PA      | $15854.59     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     26264 | NS      | $4363238.32   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K142 A2                   | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    820000 | PA      | $734966.98    | 0.12%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5651                      | CUSIP: 3140QRH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2371187 | PA      | $2438801.08   | 0.38%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                       | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206997.42    | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    972000 | PA      | $821086.16    | 0.13%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108748.12    | 0.02%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404355.44    | 0.06%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3 9/25                    | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1095000 | PA      | $948714.79    | 0.15%             | 2025-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                      | KENVUE INC                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    617000 | PA      | $562629.21    | 0.09%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                                               | CONSTELLATION ST               | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $133176.44    | 0.02%             | 2029-02-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  31050000 | PA      | $174568.00    | 0.03%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    635000 | PA      | $647746.04    | 0.10%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    487000 | PA      | $325828.38    | 0.05%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAP AMER               | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2655149.02   | 0.42%             | 2025-11-03      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                 | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588072.12    | 0.09%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZT2398                      | CUSIP: 3132AEUX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48342 | PA      | $47282.14     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL                 | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    462000 | PA      | $465217.65    | 0.07%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $244108.72    | 0.04%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |    925000 | PA      | $1022711.45   | 0.16%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP               | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $317586.08    | 0.05%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                                | TPMT 2018-1 A1                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19560 | PA      | $19359.25     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                         | PRICOA GLOB FUND               | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152398.14    | 0.02%             | 2030-05-28      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTL                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     41953 | NS      | $2354821.89   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EUR/GBP FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $132.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    953400 | PA      | $954442.78    | 0.15%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    375000 | PA      | $310159.83    | 0.05%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    486000 | PA      | $374349.95    | 0.06%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB6870                      | CUSIP: 3140QST43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140671 | PA      | $142102.41    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746RX1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $436959.38    | 0.07%             | 2026-05-19      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    110864 | PA      | $90812.23     | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                              | BX 2021-ARIA B                 | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $770000.00    | 0.12%             | 2036-10-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                               | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $141813.78    | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI PROPERTIE                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    690000 | PA      | $691714.92    | 0.11%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 3967 ZP                    | CUSIP: 3137AJUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    323285 | PA      | $316576.60    | 0.05%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                  | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |   1435000 | PA      | $1739168.66   | 0.27%             | 2030-09-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $735491.31    | 0.12%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8485                      | CUSIP: 36179XNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    202246 | PA      | $172914.12    | 0.03%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | AVIATION CAPITAL               | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2659490.61   | 0.42%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | JBS HLD/FOOD/GRP               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $394961.88    | 0.06%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    895000 | PA      | $937093.91    | 0.15%             | 2035-01-18      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| American Transmission Systems Inc                                               | AMER TRANS SYST                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $538078.65    | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    995000 | PA      | $864235.14    | 0.14%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250229 | PA      | $213214.92    | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5138                      | CUSIP: 31418EV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258854 | PA      | $261083.99    | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAP/FIN II                 | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1195264.08   | 0.19%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     93051 | NS      | $4721407.74   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC               | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211086.89    | 0.03%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7259700 | PA      | $7272177.61   | 1.14%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | SHELL FINANCE US               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $219049.70    | 0.03%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1209737.50   | 0.19%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    581000 | PA      | $592646.02    | 0.09%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |   1183000 | PA      | $751771.19    | 0.12%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAP/FIN II                 | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1106202.27   | 0.17%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2831                      | CUSIP: 3140XJED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35428 | PA      | $34143.85     | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    194000 | PA      | $175638.20    | 0.03%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7534                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    420462 | PA      | $358266.43    | 0.06%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8349                      | CUSIP: 3132DWH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    819162 | PA      | $826473.59    | 0.13%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ibercaja Banco SA                                                               | IBERCAJA                       | CUSIP: N/A<br>LEI: 549300OLBL49CW8CT155       | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1633385.69   | 0.26%             | 2036-08-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |    600000 | PA      | $701593.45    | 0.11%             | 2034-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    431260 | PA      | $353157.09    | 0.06%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                              | SMITH & NEPHEW                 | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    456000 | PA      | $466333.44    | 0.07%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4784                      | CUSIP: 3140QQJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110919 | PA      | $110386.75    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                              | RGA GLOBAL                     | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251182.98    | 0.04%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |    212869 | NS      | $5253359.54   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1055945 | PA      | $873844.74    | 0.14%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     13852 | NS      | $4292319.24   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-184                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |   1250000 | PA      | $1432173.60   | 0.22%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-25002.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $435814.73    | 0.07%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANS AUTH                 | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    155000 | PA      | $166809.92    | 0.03%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATIONAL GRID PL               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    340355 | NS      | $4780656.14   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | DARDEN RESTAURAN               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     22133 | NS      | $4580203.02   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                                               | FORTIS INC                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $615594.66    | 0.10%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20250929           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-61872.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41352.85     | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1041000 | PA      | $968114.37    | 0.15%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: 80413TBH1<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    643000 | PA      | $622370.20    | 0.10%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $341099.90    | 0.05%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                | WFLF 2023-2A A                 | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    388980 | PA      | $394116.91    | 0.06%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS-FORT WORTH-A            | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $24133.70     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    980000 | PA      | $909642.42    | 0.14%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    217000 | PA      | $218904.90    | 0.03%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55771 | PA      | $49553.41     | 0.01%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAP/FIN II                 | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    658000 | PA      | $587082.13    | 0.09%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $265377.66    | 0.04%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3180000 | PA      | $3264151.08   | 0.51%             | 2029-06-12      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    474000 | PA      | $445551.00    | 0.07%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     28371 | NS      | $5026490.07   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55110.12     | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |        39 | NS      | $3910.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8225                      | CUSIP: 3132DWD67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36856 | PA      | $32033.48     | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                   | TX NATURAL GAS SECZ            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $137807.76    | 0.02%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    588000 | PA      | $642637.09    | 0.10%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     53174 | NS      | $3673791.66   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    865000 | PA      | $749102.04    | 0.12%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2019-1                                     | CLAST 2019-1A A                | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-CBDO         | CORP              | US        |     77907 | PA      | $74999.95     | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA5287                      | CUSIP: 3133KL2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    623000 | PA      | $499851.33    | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192123.04    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5170 DP                    | CUSIP: 3137H4FG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    502932 | PA      | $443944.31    | 0.07%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                       | NORTHWESTERN MUT               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    280000 | PA      | $211626.19    | 0.03%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Omnis Funding Trust                                                             | OMNIS FUND TRUST               | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    672000 | PA      | $693480.49    | 0.11%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    480000 | PA      | $401281.22    | 0.06%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BR0918                      | CUSIP: 3140KYAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    279882 | PA      | $242551.06    | 0.04%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                 | ADC 2021-1A A2                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $559120.57    | 0.09%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE                | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1432513.84   | 0.22%             | 2032-01-14      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    695000 | PA      | $708743.34    | 0.11%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | JBS HLD/FOOD/GRP               | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $519109.66    | 0.08%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                        | SCE REC FUND                   | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $80749.84     | 0.01%             | 2040-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC               | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    384000 | PA      | $400706.22    | 0.06%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    481000 | PA      | $484907.43    | 0.08%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    910000 | PA      | $598554.19    | 0.09%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD4838                      | CUSIP: 3132DSLT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1199899 | PA      | $1214733.75   | 0.19%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4850000 | PA      | $19221.28     | 0.00%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    180000 | PA      | $210133.72    | 0.03%             | 2037-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38705.10     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                                                            | LAMAR ADVERTIS-A               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     61117 | NS      | $7777138.25   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    265000 | PA      | $228240.79    | 0.04%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPE                  | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $289882.99    | 0.05%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

**Name of Applicant:** VANGUARD WORLD FUND

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer