# EDGAR Filing Document

**Accession Number:** 0001479026
**File Stem:** 0000940400-25-004951
**Filing Date:** 2025-10
**Character Count:** 157657
**Document Hash:** 3c2fcc049925dc682f477bb5badec972
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-004951.hdr.sgml**: 20251021

**ACCESSION NUMBER**: 0000940400-25-004951

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251021

**DATE AS OF CHANGE**: 20251021

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs ETF Trust
- **CENTRAL INDEX KEY:** 0001479026

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23013
- **FILM NUMBER:** 251407568

**BUSINESS ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198
- **BUSINESS PHONE:** (312) 655-4400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198

## Series and Classes Contracts Data

### Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (Series ID: S000084202)

| Class ID   | Class Name                                                          | Ticker Symbol   |
|:---|:---|:---|
| C000248475 | Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF | GPRF            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs ETF Trust

- **b. Investment Company Act file number:** 811-23013

- **c. CIK number of Registrant:** 0001479026

- **d. LEI of Registrant:** 549300VEZF7K2ES5WL82

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

  - **Street Address 1:** 200 West Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF

- **b. EDGAR series identifier (if any):** S000084202

- **c. LEI of Series:** 98450007D46A49ED8684

**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:** $112157591.55

**Total Liabilities:** $19358.60

**Net Assets:** $112138232.95

**Cash Not Reported:** $35447.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 520.70000000 | **1-Year:** 7.38000000 | **5-Year:** 152.59000000 | **10-Year:** 852.97000000 | **30-Year:** 42136.66000000

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

- **3-Month:** 280.72000000 | **1-Year:** 0.00000000 | **5-Year:** 28.99000000 | **10-Year:** 222.16000000 | **30-Year:** 16353.26000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248475 | 1.53%                | 1.18%                | 1.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $258180.39               | $757205.51                                 |
| Month 2  | $16016.36                | $832325.22                                 |
| Month 3  | $22442.72                | $575692.07                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    247000 | PA      | $247253.67    | 0.22%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    654000 | PA      | $645825.00    | 0.58%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W644<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3967 | NS      | $92867.47     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC | Digital Realty Trust Inc                                  | CUSIP: 253868830<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      3516 | NS      | $86704.56     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                                     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      5096 | NS      | $92492.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      7205 | NS      | $160743.55    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI  | Northwest Natural Holding Co                              | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    341000 | PA      | $347218.48    | 0.31%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP      | Bank of Hawaii Corp                                       | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      1717 | NS      | $45672.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                 | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      2873 | NS      | $42922.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W511<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4220 | NS      | $66000.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                             | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     12229 | NS      | $258276.48    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61152.50     | 0.05%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    428000 | PA      | $419440.00    | 0.37%             | N/A             | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II     | ACE Capital Trust II                                      | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $187573.00    | 0.17%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL     | Edison International                                      | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    312000 | PA      | $302055.00    | 0.27%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC | Digital Realty Trust Inc                                  | CUSIP: 253868822<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      5844 | NS      | $123892.80    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO   | General Motors Financial Co Inc                           | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    399000 | PA      | $395010.00    | 0.35%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC               | Evergy Inc                                                | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133292.50    | 0.12%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD | Aptiv Swiss Holdings Ltd                                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    232000 | PA      | $235178.05    | 0.21%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                        | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      5932 | NS      | $94437.44     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP           | Brunswick Corp/DE                                         | CUSIP: 117043604<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      3868 | NS      | $95346.20     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GENWORTH HOLDINGS INC    | Genworth Holdings Inc                                     | CUSIP: 37247DAG1<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    162000 | PA      | $139226.69    | 0.12%             | 2036-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC | Corebridge Financial Inc                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    444000 | PA      | $458553.64    | 0.41%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     25789 | NS      | $501853.94    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W420<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      6231 | NS      | $100506.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W669<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4313 | NS      | $88416.50     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113775.00    | 0.10%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD          | SiriusPoint Ltd                                           | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EP               | CORP              | BM        |      3164 | NS      | $79922.64     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628125.00    | 0.56%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76380.00     | 0.07%             | N/A             | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC | F&G Annuities & Life Inc                                  | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5867 | NS      | $141218.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB               | CoBank ACB                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |     88000 | PA      | $88110.00     | 0.08%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     11580 | NS      | $284868.00    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC             | NiSource Inc                                              | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159133.46    | 0.14%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      8556 | NS      | $204659.52    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133110.00    | 0.12%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART | Brookfield Property Partners LP                           | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |      4176 | NS      | $56459.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      9665 | NS      | $230316.95    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                                      | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5008 | NS      | $73016.64     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP          | Truist Financial Corp                                     | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    346000 | PA      | $339512.50    | 0.30%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC | Cullen/Frost Bankers Inc                                  | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |      2548 | NS      | $46195.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4352 | NS      | $72939.52     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC  | PPL Capital Funding Inc                                   | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446017.95    | 0.40%             | 2067-03-30      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                          | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |      6809 | NS      | $168182.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832Q810<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      2900 | NS      | $60523.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    232000 | PA      | $231745.73    | 0.21%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156R504<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     10105 | NS      | $240903.20    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      7161 | NS      | $122596.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    556000 | PA      | $587534.10    | 0.52%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     16913 | NS      | $426376.73    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| DILLARDS CAP TRUST I     | Dillard's Capital Trust I                                 | CUSIP: 25406P200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3384 | NS      | $87645.60     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WAFD INC                 | WaFd Inc                                                  | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5096 | NS      | $86122.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     17150 | NS      | $348831.00    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURANT INC             | Assurant Inc                                              | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      4220 | NS      | $86130.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                        | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      4352 | NS      | $72634.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W685<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3801 | NS      | $80467.17     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE             | AES Corp/The                                              | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131609.75    | 0.12%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP   | Synovus Financial Corp                                    | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      5932 | NS      | $156842.08    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61747S504<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     19055 | NS      | $415399.00    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276031.25    | 0.25%             | N/A             | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      8583 | NS      | $133980.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2724 | NS      | $43829.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HLDGS LTD   | Axis Capital Holdings Ltd                                 | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |      9269 | NS      | $194556.31    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC     | Global Net Lease Inc                                      | CUSIP: 379378300<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |      2856 | NS      | $67401.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    847000 | PA      | $876470.52    | 0.78%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP               | TELUS Corp                                                | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $227052.98    | 0.20%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FULTON FINANCIAL CORP    | Fulton Financial Corp                                     | CUSIP: 360271308<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EP               | CORP              | US        |      3384 | NS      | $66191.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    286000 | PA      | $278492.50    | 0.25%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253850.98    | 0.23%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART | Brookfield Property Partners LP                           | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |      3076 | NS      | $46816.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER | Enterprise Products Operating LLC                         | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    502000 | PA      | $503853.64    | 0.45%             | 2077-08-16      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    639000 | PA      | $650182.50    | 0.58%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARGO GROUP INTERNATIONAL | Argo Group International Holdings Inc                     | CUSIP: 040128407<br>LEI: 984500ID778EF9FCDF46 | Long             | EP               | CORP              | US        |      2548 | NS      | $64693.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    196000 | PA      | $189997.50    | 0.17%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4312 | NS      | $80505.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                         | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    563000 | PA      | $576371.25    | 0.51%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                          | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |     15345 | NS      | $379021.50    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      8389 | NS      | $153350.92    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      7119 | NS      | $187799.22    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC | Corebridge Financial Inc                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283099.88    | 0.25%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T | Hartford Insurance Group Inc/The                          | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |      5924 | NS      | $148100.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H758<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     11377 | NS      | $194091.62    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER | Enterprise Products Operating LLC                         | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    541000 | PA      | $537481.61    | 0.48%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                       | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57916.05     | 0.05%             | N/A             | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                        | CUSIP: 11259P307<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      2548 | NS      | $63929.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 302570AW6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68985.00     | 0.06%             | 2066-10-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BELL CANADA              | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $355890.33    | 0.32%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     16913 | NS      | $302066.18    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    546000 | PA      | $537127.50    | 0.48%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                 | CUSIP: 10922N889<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      4966 | NS      | $66892.02     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     12169 | NS      | $196285.97    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     10149 | NS      | $253116.06    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      2108 | NS      | $53880.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203975.00    | 0.18%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    326000 | PA      | $325592.50    | 0.29%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      9665 | NS      | $210213.75    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP          | CVS Health Corp                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    303000 | PA      | $307728.16    | 0.27%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $903093.75    | 0.81%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    330000 | PA      | $336063.59    | 0.30%             | 2055-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130325.00    | 0.12%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC | F&G Annuities & Life Inc                                  | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1949 | NS      | $50712.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     18551 | NS      | $364527.15    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC   | Equitable Holdings Inc                                    | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    289000 | PA      | $297173.64    | 0.27%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     12803 | NS      | $213297.98    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                 | CUSIP: 10922N202<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      5407 | NS      | $103544.05    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16389 | NS      | $366458.04    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC       | Voya Financial Inc                                        | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     78000 | PA      | $82826.25     | 0.07%             | N/A             | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                          | CUSIP: 26441C402<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |      7476 | NS      | $183162.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      9639 | NS      | $237312.18    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    857000 | PA      | $852715.00    | 0.76%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP          | CVS Health Corp                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    579000 | PA      | $603540.92    | 0.54%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16716.89     | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MELLON CAPITAL IV        | Mellon Capital IV                                         | CUSIP: 58551TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $129130.00    | 0.12%             | N/A             | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC       | Voya Financial Inc                                        | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    174000 | PA      | $169019.95    | 0.15%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      8433 | NS      | $174057.12    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP          | Associated Banc-Corp                                      | CUSIP: 045487600<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |      4656 | NS      | $114351.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES    | TransCanada PipeLines Ltd                                 | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    371000 | PA      | $343175.00    | 0.31%             | 2067-05-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      2944 | NS      | $74188.80     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      7645 | NS      | $174306.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3868 | NS      | $74729.76     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      8433 | NS      | $210487.68    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    355000 | PA      | $374525.00    | 0.33%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                             | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      6721 | NS      | $166143.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      9665 | NS      | $171747.05    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     12803 | NS      | $233014.60    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC           | Globe Life Inc                                            | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |      5580 | NS      | $93241.80     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION | W R Berkley Corp                                          | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      5096 | NS      | $90097.28     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     19684 | NS      | $377145.44    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    760000 | PA      | $775164.28    | 0.69%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W487<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2900 | NS      | $45849.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    753000 | PA      | $752058.75    | 0.67%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    328000 | PA      | $325950.00    | 0.29%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     22081 | NS      | $435437.32    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                          | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9675.00      | 0.01%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61745VAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141225.00    | 0.13%             | N/A             | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| AXA SA                   | AXA SA                                                    | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $215133.84    | 0.19%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| MERCHANTS BANCORP        | Merchants Bancorp/IN                                      | CUSIP: 58844R884<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |      2196 | NS      | $55470.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC | Corebridge Financial Inc                                  | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      8762 | NS      | $210288.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                             | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      5096 | NS      | $109767.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC             | NiSource Inc                                              | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    252000 | PA      | $262307.05    | 0.23%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AGREE REALTY CORP        | Agree Realty Corp                                         | CUSIP: 008492209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2944 | NS      | $53080.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150745.26    | 0.13%             | 2066-11-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                 | CUSIP: 10922N301<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      6049 | NS      | $109486.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA              | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    338000 | PA      | $344268.38    | 0.31%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3580 | NS      | $68020.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     16913 | NS      | $414030.24    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    194000 | PA      | $193027.06    | 0.17%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    284000 | PA      | $284710.00    | 0.25%             | N/A             | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1103530.00   | 0.98%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      7719 | NS      | $201851.85    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    196000 | PA      | $200594.73    | 0.18%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES | Texas Capital Bancshares Inc                              | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |      5096 | NS      | $105130.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP   | Webster Financial Corp                                    | CUSIP: 947890505<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EP               | CORP              | US        |      2548 | NS      | $51214.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                             | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      4220 | NS      | $76761.80     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    589000 | PA      | $589000.00    | 0.53%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO          | Nevada Power Co                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90539.96     | 0.08%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      7601 | NS      | $171098.51    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP           | Air Lease Corp                                            | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18669.67     | 0.02%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    442000 | PA      | $500019.79    | 0.45%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    682000 | PA      | $690525.00    | 0.62%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                                      | CUSIP: 929042828<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5360 | NS      | $93371.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    174000 | PA      | $178725.67    | 0.16%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCE TRUST II             | SCE Trust II                                              | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3736 | NS      | $63175.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178937.50    | 0.16%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      9781 | NS      | $246579.01    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     19900 | NS      | $402179.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573475.00    | 0.51%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC             | KKR & Co Inc                                              | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      6946 | NS      | $177331.38    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP      | Northern Trust Corp                                       | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |      6721 | NS      | $136167.46    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HANCOCK WHITNEY CORP     | Hancock Whitney Corp                                      | CUSIP: 410120406<br>LEI: 549300GRNBWY8HIICT41 | Long             | EP               | CORP              | US        |      2856 | NS      | $67344.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505815<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3728 | NS      | $79741.92     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                         | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    393000 | PA      | $409211.25    | 0.36%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10075.00     | 0.01%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    269000 | PA      | $287337.06    | 0.26%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    306000 | PA      | $323345.92    | 0.29%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                  | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     16080 | NS      | $330122.40    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |     10115 | NS      | $229205.90    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     18403 | NS      | $460627.09    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE             | AES Corp/The                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    328000 | PA      | $338660.00    | 0.30%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP        | Kimco Realty Corp                                         | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      4396 | NS      | $93810.64     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150781<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      2988 | NS      | $67110.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773CR9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    324000 | PA      | $324405.00    | 0.29%             | N/A             | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                         | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      5096 | NS      | $102990.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                       | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    766000 | PA      | $802385.00    | 0.72%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT | Apollo Global Management Inc                              | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    332000 | PA      | $331174.15    | 0.30%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC         | Pitney Bowes Inc                                          | CUSIP: 724479506<br>LEI: 549300N2O26NW4ST6W55 | Long             | EP               | CORP              | US        |      7249 | NS      | $141210.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      2944 | NS      | $60823.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 302570AX4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    415000 | PA      | $394250.00    | 0.35%             | 2067-06-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475593.75    | 0.42%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                                     | CUSIP: 860630870<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      3384 | NS      | $82332.72     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE | First Citizens BancShares Inc/NC                          | CUSIP: 319626305<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |      5844 | NS      | $125003.16    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP             | Entergy Corp                                              | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    514000 | PA      | $535806.19    | 0.48%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    755000 | PA      | $755943.75    | 0.67%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC    | Jackson Financial Inc                                     | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |      7613 | NS      | $198699.30    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4176 | NS      | $69196.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                       | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    536000 | PA      | $575786.74    | 0.51%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP        | Kimco Realty Corp                                         | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      3736 | NS      | $78829.60     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L | RenaissanceRe Holdings Ltd                                | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      8433 | NS      | $138048.21    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO   | General Motors Financial Co Inc                           | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48142.50     | 0.04%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                           | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    174000 | PA      | $170085.00    | 0.15%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     11773 | NS      | $300917.88    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                              | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      4220 | NS      | $91658.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     14409 | NS      | $365412.24    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    371000 | PA      | $394444.23    | 0.35%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP           | Air Lease Corp                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89774.82     | 0.08%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                                      | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5096 | NS      | $88772.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCHANTS BANCORP        | Merchants Bancorp/IN                                      | CUSIP: 58844R850<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |      3509 | NS      | $79970.11     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO            | DTE Energy Co                                             | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      4832 | NS      | $84849.92     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC      | DENTSPLY SIRONA Inc                                       | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    172000 | PA      | $175440.00    | 0.16%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    490000 | PA      | $509656.84    | 0.45%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO   | General Motors Financial Co Inc                           | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95545.00     | 0.09%             | N/A             | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I | Stanley Black & Decker Inc                                | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    338000 | PA      | $338630.88    | 0.30%             | 2060-03-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353500.00    | 0.32%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC   | CenterPoint Energy Inc                                    | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    318000 | PA      | $335092.50    | 0.30%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                              | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      3516 | NS      | $89306.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                  | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     18600 | NS      | $419802.00    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC   | Equitable Holdings Inc                                    | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      5052 | NS      | $87652.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     16359 | NS      | $336013.86    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO            | DTE Energy Co                                             | CUSIP: 233331826<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      3384 | NS      | $60066.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL      | Synchrony Financial                                       | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      8801 | NS      | $172675.62    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE   | AXIS Specialty Finance LLC                                | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $337498.43    | 0.30%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I     | BNSF Funding Trust I                                      | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $291441.45    | 0.26%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY  | Algonquin Power & Utilities Corp                          | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $308700.00    | 0.28%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    571000 | PA      | $559580.00    | 0.50%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118295.00    | 0.11%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY NEW ORLEANS LLC  | Entergy New Orleans LLC                                   | CUSIP: 29364P103<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | EP               | CORP              | US        |      1888 | NS      | $42404.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC      | Carlyle Finance LLC                                       | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8512 | NS      | $155514.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150773<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      5492 | NS      | $139057.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    368000 | PA      | $381525.84    | 0.34%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                          | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    306000 | PA      | $317238.31    | 0.28%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     12958 | NS      | $254235.96    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP          | Associated Banc-Corp                                      | CUSIP: 045487204<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |      1712 | NS      | $37116.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     10343 | NS      | $240474.75    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56459.06     | 0.05%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC   | Brookfield Finance Inc                                    | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |      6809 | NS      | $110986.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL         | Paramount Global                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316197.00    | 0.28%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC   | CenterPoint Energy Inc                                    | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    136000 | PA      | $142873.92    | 0.13%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP  | American National Group Inc                               | CUSIP: 025676867<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      5096 | NS      | $127960.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| QWEST CORP               | Qwest Corp                                                | CUSIP: 74913G873<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |      9154 | NS      | $182164.60    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141077.23    | 0.13%             | 2053-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B648<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     19211 | NS      | $488343.62    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL         | Paramount Global                                          | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    219000 | PA      | $213187.74    | 0.19%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     21500 | NS      | $399040.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                                      | CUSIP: 929042844<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5096 | NS      | $91829.92     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP      | Bank of Hawaii Corp                                       | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      3076 | NS      | $53061.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT    | American Homes 4 Rent                                     | CUSIP: 02665T868<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |      2196 | NS      | $53538.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP  | Wintrust Financial Corp                                   | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |      6006 | NS      | $158618.46    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    182000 | PA      | $183023.75    | 0.16%             | N/A             | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    472000 | PA      | $490880.00    | 0.44%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC   | Equitable Holdings Inc                                    | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      5403 | NS      | $115570.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP  | American National Group Inc                               | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      4295 | NS      | $109093.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP       | First Horizon Corp                                        | CUSIP: 320517865<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      2504 | NS      | $45572.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     11641 | NS      | $279966.05    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| QWEST CORP               | Qwest Corp                                                | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     14950 | NS      | $297505.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                         | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    559000 | PA      | $561617.80    | 0.50%             | 2053-08-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD   | Arch Capital Group Ltd                                    | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      8433 | NS      | $148589.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     12121 | NS      | $301449.27    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    611000 | PA      | $616346.25    | 0.55%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      7513 | NS      | $145677.07    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $63472.50     | 0.06%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $146277.50    | 0.13%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO            | DTE Energy Co                                             | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      6721 | NS      | $152499.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    472000 | PA      | $469682.24    | 0.42%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     12829 | NS      | $235412.15    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86860.00     | 0.08%             | N/A             | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP     | SL Green Realty Corp                                      | CUSIP: 78440X507<br>LEI: 549300VQZPJU97H3GT17 | Long             | EP               | CORP              | US        |      3868 | NS      | $88964.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      4176 | NS      | $84355.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     16822 | NS      | $429297.44    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    293000 | PA      | $289703.75    | 0.26%             | N/A             | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    314000 | PA      | $315962.50    | 0.28%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL      | Synchrony Financial                                       | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      7880 | NS      | $203698.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    362000 | PA      | $381688.46    | 0.34%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                           | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      4744 | NS      | $112622.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC       | Ally Financial Inc                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    522000 | PA      | $477630.00    | 0.43%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL     | Edison International                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15885.92     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1079840.00   | 0.96%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8252 | NS      | $162234.32    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP       | First Horizon Corp                                        | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      2504 | NS      | $61773.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC         | T-Mobile USA Inc                                          | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      8521 | NS      | $193767.54    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    830000 | PA      | $871500.00    | 0.78%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    351000 | PA      | $362407.50    | 0.32%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SCE TRUST IV             | SCE Trust IV                                              | CUSIP: 78409G206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5492 | NS      | $129446.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289722.50    | 0.26%             | N/A             | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276B208<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |      2592 | NS      | $66329.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    389000 | PA      | $389972.50    | 0.35%             | N/A             | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC     | Entergy Arkansas LLC                                      | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |      6941 | NS      | $144789.26    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES           | EPR Properties                                            | CUSIP: 26884U505<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |      2592 | NS      | $55572.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                           | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      3384 | NS      | $76140.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    892000 | PA      | $916530.00    | 0.82%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO IX LLC  | KKR Group Finance Co IX LLC                               | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3702 | NS      | $67894.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251055.00    | 0.22%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                           | CUSIP: 025932872<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      2548 | NS      | $54629.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    610000 | PA      | $629825.00    | 0.56%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP      | Northern Trust Corp                                       | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    441000 | PA      | $439897.50    | 0.39%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC   | BP Capital Markets PLC                                    | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $935300.00    | 0.83%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                                     | CUSIP: 860630706<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      2724 | NS      | $68426.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                          | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    513000 | PA      | $522932.71    | 0.47%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    566000 | PA      | $549727.50    | 0.49%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC       | Ally Financial Inc                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    654000 | PA      | $640102.50    | 0.57%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    269000 | PA      | $274716.25    | 0.24%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP    | Lincoln National Corp                                     | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    121000 | PA      | $131133.75    | 0.12%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP           | Air Lease Corp                                            | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88134.83     | 0.08%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    389000 | PA      | $383165.00    | 0.34%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                              | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      4176 | NS      | $91078.56     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111168.75    | 0.10%             | N/A             | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    533000 | PA      | $566312.50    | 0.51%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP       | UMB Financial Corp                                        | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |      4258 | NS      | $111772.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL     | Edison International                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551563.38    | 0.49%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    506000 | PA      | $503470.00    | 0.45%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                         | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     10105 | NS      | $275260.20    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC   | BP Capital Markets PLC                                    | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $383906.25    | 0.34%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    584000 | PA      | $600060.00    | 0.54%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN | Rogers Communications Inc                                 | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    417000 | PA      | $430031.25    | 0.38%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC   | BP Capital Markets PLC                                    | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    227000 | PA      | $240052.50    | 0.21%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276B109<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |      4176 | NS      | $70783.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1154807.50   | 1.03%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE | Plains All American Pipeline LP                           | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    486000 | PA      | $487215.00    | 0.43%             | N/A             | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    822000 | PA      | $834895.54    | 0.74%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     10893 | NS      | $187141.74    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UNUM GROUP               | Unum Group                                                | CUSIP: 91529Y601<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EP               | CORP              | US        |      5096 | NS      | $120010.80    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     13490 | NS      | $365579.00    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137322.50    | 0.12%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EMERA INC                | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    556000 | PA      | $560865.00    | 0.50%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505625<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3560 | NS      | $72980.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS     | Telephone and Data Systems Inc                            | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9004 | NS      | $168374.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                         | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     16929 | NS      | $369898.65    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS | Brookfield Oaktree Holdings LLC                           | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      3956 | NS      | $84816.64     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| QVC INC                  | QVC Inc                                                   | CUSIP: 747262301<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |      3868 | NS      | $38680.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33872.50     | 0.03%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN | Rogers Communications Inc                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $342787.50    | 0.31%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      5844 | NS      | $123659.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59856.25     | 0.05%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973155<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     17952 | NS      | $363707.52    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     21044 | NS      | $371847.48    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                        | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $159671.25    | 0.14%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    135000 | PA      | $181405.24    | 0.16%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    678000 | PA      | $698340.00    | 0.62%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    222000 | PA      | $222277.50    | 0.20%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                | Spire Inc                                                 | CUSIP: 84857L309<br>LEI: 549300NXSY15DRY2R511 | Long             | EP               | CORP              | US        |      4220 | NS      | $103516.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KEMPER CORP              | Kemper Corp                                               | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |      2592 | NS      | $61352.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    332000 | PA      | $338225.00    | 0.30%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP  | Valley National Bancorp                                   | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      1712 | NS      | $42663.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD   | Arch Capital Group Ltd                                    | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      5580 | NS      | $118742.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                  | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     22222 | NS      | $435995.64    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    563000 | PA      | $589071.69    | 0.53%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    582000 | PA      | $570672.24    | 0.51%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    663000 | PA      | $692470.68    | 0.62%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103977.43    | 0.09%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                           | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      2415 | NS      | $53951.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC CORP                 | FMC Corp                                                  | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    232000 | PA      | $242150.00    | 0.22%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                            | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    196000 | PA      | $209075.36    | 0.19%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                          | CUSIP: 06368B5P9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    437000 | PA      | $437546.25    | 0.39%             | N/A             | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS     | Telephone and Data Systems Inc                            | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7073 | NS      | $148533.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC     | AEGON Funding Co LLC                                      | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |     14592 | NS      | $297093.12    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| QVC INC                  | QVC Inc                                                   | CUSIP: 747262400<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |      7425 | NS      | $73878.75     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS | Brookfield Oaktree Holdings LLC                           | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      3076 | NS      | $65734.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    349000 | PA      | $365912.19    | 0.33%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                                   | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    756000 | PA      | $754110.00    | 0.67%             | N/A             | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    588000 | PA      | $569625.00    | 0.51%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP             | Navient Corp                                              | CUSIP: 63938C405<br>LEI: 54930067J0ZNOEBRW338 | Long             | EP               | CORP              | US        |      5052 | NS      | $95381.76     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773886<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      3384 | NS      | $81622.08     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |      4176 | NS      | $103356.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $236925.00    | 0.21%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP  | Valley National Bancorp                                   | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      1976 | NS      | $49933.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    277000 | PA      | $285891.15    | 0.25%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    478000 | PA      | $473220.00    | 0.42%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC  | Entergy Mississippi LLC                                   | CUSIP: 29364N108<br>LEI: 54930043I78H35DVVW89 | Long             | EP               | CORP              | US        |      4396 | NS      | $92711.64     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT    | American Homes 4 Rent                                     | CUSIP: 02665T876<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |      1976 | NS      | $45744.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                           | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      8868 | NS      | $209462.16    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    837000 | PA      | $819213.75    | 0.73%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP | Western Alliance Bancorp                                  | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |      5052 | NS      | $115034.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     15611 | NS      | $276470.81    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110528.08    | 0.10%             | 2043-04-30      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51446.25     | 0.05%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                         | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102956.75    | 0.09%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      4876 | NS      | $123216.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                 | CUSIP: 10922N509<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      5868 | NS      | $108440.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    371000 | PA      | $384590.10    | 0.34%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      8433 | NS      | $218330.37    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                        | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19700.00     | 0.02%             | 2081-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     10061 | NS      | $195183.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR | Brookfield Infrastructure Partners LP                     | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |      3384 | NS      | $56715.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $234849.37    | 0.21%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     22045 | NS      | $391739.65    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES    | TransCanada PipeLines Ltd                                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    329000 | PA      | $335115.78    | 0.30%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432105<br>LEI: 4NYF266XZC35SCTGX023 | Long             | EP               | CORP              | US        |      4256 | NS      | $100569.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    901000 | PA      | $947176.25    | 0.84%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    706000 | PA      | $645990.00    | 0.58%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     10105 | NS      | $250604.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46802.80     | 0.04%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX           | USB Capital IX                                            | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $247062.50    | 0.22%             | N/A             | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFICORP               | PacifiCorp                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    363000 | PA      | $376990.20    | 0.34%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP           | Brunswick Corp/DE                                         | CUSIP: 117043406<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      3120 | NS      | $76377.60     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16404 | NS      | $414036.96    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                            | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146778.45    | 0.13%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    293000 | PA      | $291535.00    | 0.26%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     15465 | NS      | $321362.70    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP    | Lincoln National Corp                                     | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |      8477 | NS      | $227607.45    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      8653 | NS      | $153590.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP              | Exelon Corp                                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    596000 | PA      | $617456.89    | 0.55%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505583<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      4828 | NS      | $99698.20     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      7509 | NS      | $190353.15    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    950000 | PA      | $919125.00    | 0.82%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505591<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2504 | NS      | $53385.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                                     | CUSIP: 860630607<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      3780 | NS      | $80325.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W628<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4557 | NS      | $89681.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC | Digital Realty Trust Inc                                  | CUSIP: 253868855<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      3384 | NS      | $74752.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                                    | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      5319 | NS      | $136645.11    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    406000 | PA      | $406507.50    | 0.36%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    566000 | PA      | $582388.22    | 0.52%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                          | CUSIP: 759351AE9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14659.32     | 0.01%             | 2065-12-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    604000 | PA      | $616080.00    | 0.55%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC   | Brookfield Finance Inc                                    | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $238203.09    | 0.21%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     11776 | NS      | $305351.68    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610402<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      7513 | NS      | $150335.13    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO         | Georgia Power Co                                          | CUSIP: 373334440<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | EP               | CORP              | US        |      4572 | NS      | $102870.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                             | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      8721 | NS      | $203199.30    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                           | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      3796 | NS      | $73338.72     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    434000 | PA      | $452445.00    | 0.40%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT | Apollo Global Management Inc                              | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      7502 | NS      | $198427.90    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC   | BP Capital Markets PLC                                    | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    694000 | PA      | $695735.00    | 0.62%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     10962 | NS      | $276242.40    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H774<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      2108 | NS      | $38681.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC       | Voya Financial Inc                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      5096 | NS      | $120367.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC         | T-Mobile USA Inc                                          | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      8521 | NS      | $194023.17    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC  | Brookfield Finance I UK Plc                               | CUSIP: 11272B103<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | EP               | CORP              | GB        |      3384 | NS      | $53061.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION | W R Berkley Corp                                          | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      5096 | NS      | $104060.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    254000 | PA      | $255421.33    | 0.23%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                        | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    316000 | PA      | $246373.67    | 0.22%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                | PG&E Corp                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    499000 | PA      | $499000.00    | 0.44%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CADENCE BANK             | Cadence Bank                                              | CUSIP: 12740C202<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EP               | CORP              | US        |      2984 | NS      | $63081.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                             | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     10601 | NS      | $228345.54    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                                    | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      6721 | NS      | $122725.46    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     21500 | NS      | $404415.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC         | T-Mobile USA Inc                                          | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      8521 | NS      | $210213.07    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-21

**Name of Applicant:** Goldman Sachs ETF Trust

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer