# EDGAR Filing Document

**Accession Number:** 0001392116
**File Stem:** 0000940400-26-008686
**Filing Date:** 2026-2
**Character Count:** 221135
**Document Hash:** cbace423b890c3dd3f1ba7541aef6db2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008686.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008686

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya Separate Portfolios Trust
- **CENTRAL INDEX KEY:** 0001392116

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22025
- **FILM NUMBER:** 26687489

**BUSINESS ADDRESS:**
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 EAST DOUBLETREE RANCH ROAD
- **STREET 2:** STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258-2034

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING Separate Portfolios Trust
- **DATE OF NAME CHANGE:** 20070306

## Series and Classes Contracts Data

### Voya Investment Grade Credit Fund (Series ID: S000017462)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000122004 | Class R6     | VIGTX           |
| C000172348 | Class A      | VACFX           |
| C000172349 | Class I      | VIGCX           |
| C000191190 | Class W      | VIGWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Separate Portfolios Trust

- **b. Investment Company Act file number:** 811-22025

- **c. CIK number of Registrant:** 0001392116

- **d. LEI of Registrant:** 549300ZK3E04XAD4QG44

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA INVESTMENT GRADE CREDIT FUND

- **b. EDGAR series identifier (if any):** S000017462

- **c. LEI of Series:** 5493007IKJE2N4RJF070

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $9664076.85

**Total Liabilities:** $240674.74

**Net Assets:** $9423402.11

**Cash Not Reported:** $493666.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.90480000 | **1-Year:** 275.59134000 | **5-Year:** 2318.49553000 | **10-Year:** 3283.86173000 | **30-Year:** 420.49001000

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

- **3-Month:** 0.12953000 | **1-Year:** 0.56439000 | **5-Year:** 10.16329000 | **10-Year:** 4.06304000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000122004 | 0.28%                | 0.75%                | -0.42%               |
| Class ID C000172348 | 0.26%                | 0.72%                | -0.44%               |
| Class ID C000172349 | 0.49%                | 0.74%                | -0.42%               |
| Class ID C000191190 | 0.17%                | 0.74%                | -0.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1887862.46              | $-1725035.97                               |
| Month 2  | $16972.21                | $26416.52                                  |
| Month 3  | $13446.55                | $-109911.28                                |

**Designated Index Information**

- **Index Name:** BBG U.S. Corporate Investment Grade Index

- **Index Identifier:** LUACTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -11 | NC      | $5180.35      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10365.87     | 0.11%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7856.89      | 0.08%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                 | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22483.74     | 0.24%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19894.66     | 0.21%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122305.65    | 1.30%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                      | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11743.20     | 0.12%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8089.77      | 0.09%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6972.92      | 0.07%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9547.04      | 0.10%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18897.12     | 0.20%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8069.03      | 0.09%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                         | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34719.79     | 0.37%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15752.37     | 0.17%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16715.47     | 0.18%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                        | Howmet Aerospace Inc                                                            | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25119.96     | 0.27%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                       | Canadian National Railway Co                                                    | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $19023.96     | 0.20%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14817.38     | 0.16%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9358.40      | 0.10%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                      | TPG Operating Group II LP                                                       | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34477.50     | 0.37%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7185.26      | 0.08%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29548.44     | 0.31%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40094.78     | 0.43%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17434.58     | 0.19%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19483.50     | 0.21%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8821.07      | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                    | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6535 | PA      | $6350.74      | 0.07%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                         | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30057.34     | 0.32%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                         | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22194.99     | 0.24%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13243.14     | 0.14%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                      | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16901.85     | 0.18%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7316.54      | 0.08%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     39000 | PA      | $43738.61     | 0.46%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21350.57     | 0.23%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                    | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2295 | PA      | $2220.66      | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                    | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24097.22     | 0.26%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                      | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26396 | PA      | $26159.04     | 0.28%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12884.31     | 0.14%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                       | Canadian National Railway Co                                                    | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24960.09     | 0.26%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10083.28     | 0.11%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19835.50     | 0.21%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10059.09     | 0.11%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4320.94      | 0.05%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5052.20      | 0.05%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13891.84     | 0.15%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22790.90     | 0.24%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6105.27      | 0.06%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15925.58     | 0.17%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6821.19      | 0.07%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43798.66     | 0.46%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                    | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21030.85     | 0.22%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                      | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27726.03     | 0.29%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1863.57      | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20013.28     | 0.21%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3947.15      | 0.04%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST                       | Wynnton Funding Trust                                                           | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100676.42    | 1.07%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12245.47     | 0.13%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6123.95      | 0.06%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15789.46     | 0.17%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12259.12     | 0.13%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     21000 | PA      | $14721.67     | 0.16%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20393.12     | 0.22%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26775.11     | 0.28%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17528.93     | 0.19%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9988.67      | 0.11%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16968.00     | 0.18%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16749.27     | 0.18%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                   | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27070.55     | 0.29%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13580.59     | 0.14%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                      | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9268.65      | 0.10%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                     | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7674.28      | 0.08%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                     | United Airlines 2014-2 Class A Pass Through Trust                               | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13805 | PA      | $13792.89     | 0.15%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24592.76     | 0.26%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54600 | PA      | $53695.69     | 0.57%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13223.26     | 0.14%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13208.37     | 0.14%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22438.28     | 0.24%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                  | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25001.55     | 0.27%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     19000 | PA      | $19350.43     | 0.21%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6846.75      | 0.07%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5357.22      | 0.06%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17168.91     | 0.18%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36098.33     | 0.38%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6133.00      | 0.07%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4665.26      | 0.05%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                      | CITADEL SECURITIES LLC                                                          | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |     85000 | PA      | $85000.00     | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10538.38     | 0.11%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20573.36     | 0.22%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18947.54     | 0.20%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                    | Wisconsin Electric Power Co                                                     | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23004.74     | 0.24%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12726.95     | 0.14%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                     | Honeywell International Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18369.45     | 0.19%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                    | MSCI Inc                                                                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28180.00     | 0.30%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                    | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35070 | PA      | $34325.03     | 0.36%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                          | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $16985.68     | 0.18%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                 | Walmart Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55540.70     | 0.59%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3365.44      | 0.04%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                    | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      1000 | PA      | $811.53       | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                        | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36581.31     | 0.39%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     13000 | PA      | $13059.36     | 0.14%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13006.14     | 0.14%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9472.28      | 0.10%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11233.77     | 0.12%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                         | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19049.05     | 0.20%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9001.36      | 0.10%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45300 | PA      | $45085.89     | 0.48%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11361.92     | 0.12%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6694.94      | 0.07%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14427.30     | 0.15%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5849.35      | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14923.72     | 0.16%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -1 | NC      | $162.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21163.82     | 0.22%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5752.54      | 0.06%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                  | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18948.83     | 0.20%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1760.03      | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $15511.49     | 0.16%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15465.56     | 0.16%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13185.63     | 0.14%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3025.83      | 0.03%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49363.87     | 0.52%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33387.25     | 0.35%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21482.94     | 0.23%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9248.30      | 0.10%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                    | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     36000 | PA      | $35532.00     | 0.38%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9351.41      | 0.10%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                          | Cenovus Energy Inc                                                              | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9972.15      | 0.11%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      1000 | PA      | $789.50       | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $19914.06     | 0.21%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12390.24     | 0.13%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4782.47      | 0.05%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6581.94      | 0.07%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4830.72      | 0.05%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13730.26     | 0.15%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28851.77     | 0.31%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                     | United Airlines 2014-1 Class A Pass Through Trust                               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8149 | PA      | $8148.83      | 0.09%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22450.14     | 0.24%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4849.24      | 0.05%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11137.18     | 0.12%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1908.44      | 0.02%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3113.52      | 0.03%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5521.58      | 0.06%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8834.51      | 0.09%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6801.37      | 0.07%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     27000 | PA      | $27558.42     | 0.29%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6232.54      | 0.07%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91222.11     | 0.97%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                     | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8368.76      | 0.09%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                     | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16473.76     | 0.17%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11466.72     | 0.12%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                     | Manulife Financial Corp                                                         | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $38919.14     | 0.41%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4075.98      | 0.04%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                         | Quanta Services Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9023.71      | 0.10%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5151.59      | 0.05%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                      | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17302.86     | 0.18%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10693.17     | 0.11%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                 | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     35000 | PA      | $34836.49     | 0.37%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3654.18      | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49630.24     | 0.53%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17651.87     | 0.19%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                         | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10618.85     | 0.11%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24012.35     | 0.25%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29490.45     | 0.31%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE                      | Symetra Life Insurance Co                                                       | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21730.96     | 0.23%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     63000 | PA      | $41981.45     | 0.45%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                    | United Airlines 2016-2 Class AA Pass Through Trust                              | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4818 | PA      | $4650.47      | 0.05%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4525.68      | 0.05%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                    | National Health Investors Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28969.58     | 0.31%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19502.42     | 0.21%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14320.50     | 0.15%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13216.78     | 0.14%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                    | Virginia Electric and Power Co                                                  | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16527.18     | 0.18%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34921.30     | 0.37%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11336.35     | 0.12%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7166.25      | 0.08%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11423.67     | 0.12%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                               | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39303.05     | 0.42%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9301.28      | 0.10%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                    | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6130.75      | 0.07%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10087.28     | 0.11%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13127.07     | 0.14%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                            | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28960.14     | 0.31%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                  | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14047.20     | 0.15%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8260.50      | 0.09%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12455.68     | 0.13%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13327.06     | 0.14%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6921.53      | 0.07%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                        | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50504.45     | 0.54%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5628.98      | 0.06%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                  | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13861.86     | 0.15%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                               | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9256.28      | 0.10%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15188.80     | 0.16%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                            | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13066.02     | 0.14%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                          | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     24000 | PA      | $24310.36     | 0.26%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8956.84      | 0.10%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2923.49      | 0.03%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8663.61      | 0.09%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4008.91      | 0.04%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22292.53     | 0.24%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25811.28     | 0.27%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6586.91      | 0.07%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8021.55      | 0.09%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                 | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59342.22     | 0.63%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     26000 | PA      | $26853.02     | 0.28%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                    | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6880.54      | 0.07%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                     | Basin Electric Power Cooperative                                                | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26481.11     | 0.28%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                    | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33229.96     | 0.35%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15902.90     | 0.17%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                       | Federal Express Corp 2020-1 Pass Through Trusts                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4396 | PA      | $3845.42      | 0.04%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12598.37     | 0.13%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6214.30      | 0.07%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                        | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11824.08     | 0.13%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22601.26     | 0.24%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27772.12     | 0.29%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15966.24     | 0.17%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8042.36      | 0.09%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18837.42     | 0.20%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12321.77     | 0.13%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22927.32     | 0.24%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6090.34      | 0.06%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20472.01     | 0.22%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                      | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6080.70      | 0.06%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         6 | NC      | $-1309.71     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $13467.23     | 0.14%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4096.67      | 0.04%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                    | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30457.69     | 0.32%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13708.01     | 0.15%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12966.03     | 0.14%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                     | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7132.88      | 0.08%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11463.40     | 0.12%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17301.70     | 0.18%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5694.07      | 0.06%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     13000 | PA      | $13076.61     | 0.14%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11094.56     | 0.12%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44921.02     | 0.48%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16895.14     | 0.18%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12515.23     | 0.13%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12303.51     | 0.13%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11122.64     | 0.12%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $36092.97     | 0.38%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9603.28      | 0.10%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15648.33     | 0.17%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     26000 | PA      | $26838.14     | 0.28%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                           | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65788.99     | 0.70%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14395.27     | 0.15%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7581.23      | 0.08%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16607.36     | 0.18%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6561.48      | 0.07%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                     | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38827.54     | 0.41%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5036.20      | 0.05%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20664.72     | 0.22%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     22000 | PA      | $22772.50     | 0.24%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30597.58     | 0.32%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                    | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20366.43     | 0.22%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13860.49     | 0.15%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5060.01      | 0.05%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21405.23     | 0.23%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                               | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14525.08     | 0.15%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2754.19      | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6164.56      | 0.07%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28789.45     | 0.31%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30629.26     | 0.33%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30369.68     | 0.32%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                      | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32304.68     | 0.34%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13397.23     | 0.14%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4158.21      | 0.04%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                     | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     22000 | PA      | $20427.35     | 0.22%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16282.24     | 0.17%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15179.37     | 0.16%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13731.94     | 0.15%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7855.14      | 0.08%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16456.02     | 0.17%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                              | PECO Energy Co                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4088.61      | 0.04%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15798.93     | 0.17%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10798.48     | 0.11%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32041.41     | 0.34%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7554.81      | 0.08%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6858.21      | 0.07%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                   | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16222.10     | 0.17%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17349.89     | 0.18%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $23333.30     | 0.25%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8095.97      | 0.09%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2214.86      | 0.02%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8609.04      | 0.09%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13781.06     | 0.15%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8093.85      | 0.09%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6149.37      | 0.07%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                    | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18430.04     | 0.20%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21305.48     | 0.23%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                    | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18217 | PA      | $17627.45     | 0.19%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56266.84     | 0.60%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      3000 | PA      | $3067.93      | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2136.77      | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7286.33      | 0.08%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                             | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14498.60     | 0.15%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13437.58     | 0.14%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20517.06     | 0.22%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15820.72     | 0.17%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15492.48     | 0.16%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22371.60     | 0.24%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11308.24     | 0.12%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                     | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     13000 | PA      | $12522.56     | 0.13%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10257.75     | 0.11%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4454.27      | 0.05%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23663.11     | 0.25%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14277.51     | 0.15%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $24208.53     | 0.26%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20059.68     | 0.21%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21669.09     | 0.23%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3153.70      | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                              | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7571.06      | 0.08%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10457.84     | 0.11%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4443.04      | 0.05%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10362.13     | 0.11%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9980.66      | 0.11%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $22131.83     | 0.23%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2020-1 A PTT                     | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3401 | PA      | $3489.25      | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                     | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9571.15      | 0.10%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9639.48      | 0.10%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32394.22     | 0.34%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24231.50     | 0.26%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10204.21     | 0.11%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8797.54      | 0.09%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32677.86     | 0.35%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17004.04     | 0.18%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6483.44      | 0.07%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                         | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     29000 | PA      | $35090.54     | 0.37%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                           | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35148.72     | 0.37%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12412.78     | 0.13%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23167.28     | 0.25%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15533.22     | 0.16%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17734.38     | 0.19%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6230.49      | 0.07%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3 | NC      | $-474.96      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6675.43      | 0.07%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                    | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20558.09     | 0.22%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                    | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4784.57      | 0.05%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34758.60     | 0.37%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14957.71     | 0.16%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9899.73      | 0.11%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $24947.58     | 0.26%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6862.90      | 0.07%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13200.75     | 0.14%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42118.54     | 0.45%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19254.36     | 0.20%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10956.97     | 0.12%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14681.54     | 0.16%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                         | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16252.66     | 0.17%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9382.66      | 0.10%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                            | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6636.86      | 0.07%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37872.79     | 0.40%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4858.48      | 0.05%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7779.25      | 0.08%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4488.59      | 0.05%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    186000 | PA      | $184762.76    | 1.96%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13201.77     | 0.14%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16778.59     | 0.18%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                     | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12627.83     | 0.13%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                        | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5197.41      | 0.06%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                              | PSEG Power LLC                                                                  | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15579.14     | 0.17%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15053.20     | 0.16%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13969.99     | 0.15%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31002.82     | 0.33%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26510.58     | 0.28%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19225.29     | 0.20%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7169.50      | 0.08%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                    | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20853.51     | 0.22%             | 2047-02-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                      | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64305.17     | 0.68%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14356.11     | 0.15%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20769.05     | 0.22%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                          | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19645.62     | 0.21%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                    | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20043.27     | 0.21%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12529.82     | 0.13%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                        | Monongahela Power Co                                                            | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9518.23      | 0.10%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9134.64      | 0.10%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15038.52     | 0.16%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                              | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14327.38     | 0.15%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3209.32      | 0.03%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                  | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10861.78     | 0.12%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3074.52      | 0.03%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39011.89     | 0.41%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34640.45     | 0.37%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                        | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $20090.76     | 0.21%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44462.38     | 0.47%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4810.07      | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                     | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32325.65     | 0.34%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27535.29     | 0.29%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                     | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13806.76     | 0.15%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26905.61     | 0.29%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3589.03      | 0.04%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10281.53     | 0.11%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11483.41     | 0.12%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31133.30     | 0.33%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15331.29     | 0.16%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42058.43     | 0.45%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15737.07     | 0.17%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31862.09     | 0.34%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21959.51     | 0.23%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                        | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     19000 | PA      | $19797.87     | 0.21%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2232.88      | 0.02%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16124.95     | 0.17%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5110.45      | 0.05%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                          | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13779.64     | 0.15%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25082.13     | 0.27%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18436.06     | 0.20%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11720.78     | 0.12%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5190.44      | 0.06%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23912.32     | 0.25%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4521.17      | 0.05%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20073.64     | 0.21%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5375.26      | 0.06%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8959.48      | 0.10%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                     | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5139.48      | 0.05%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13131.87     | 0.14%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30027.38     | 0.32%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22932.97     | 0.24%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15783.73     | 0.17%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6106.30      | 0.06%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21463.00     | 0.23%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17997.26     | 0.19%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20937.71     | 0.22%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10243.13     | 0.11%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16181.22     | 0.17%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20012.73     | 0.21%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                        | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     19000 | PA      | $19514.51     | 0.21%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6540.16      | 0.07%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37041.17     | 0.39%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8402.32      | 0.09%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5537.65      | 0.06%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13979.54     | 0.15%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12620.04     | 0.13%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     14000 | PA      | $13493.66     | 0.14%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7970.16      | 0.08%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                     | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18127.60     | 0.19%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20056.90     | 0.21%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13090.75     | 0.14%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32595.53     | 0.35%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                  | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21937.12     | 0.23%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15853.05     | 0.17%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5769.54      | 0.06%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14670.50     | 0.16%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7193.69      | 0.08%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $23978.97     | 0.25%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                    | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23469.38     | 0.25%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         7 | NC      | $625.54       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11324.64     | 0.12%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6382.63      | 0.07%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25131.79     | 0.27%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8285.29      | 0.09%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9913.35      | 0.11%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10243.61     | 0.11%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                     | Connecticut Light and Power Co/The                                              | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9090.43      | 0.10%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                  | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30994.32     | 0.33%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                  | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45662.03     | 0.48%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      7000 | PA      | $6348.05      | 0.07%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4936.42      | 0.05%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7314.57      | 0.08%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                    | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22266.53     | 0.24%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                     | United Airlines 2020-1 Class B Pass Through Trust                               | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6416 | PA      | $6415.74      | 0.07%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38423.77     | 0.41%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12537.98     | 0.13%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27035.92     | 0.29%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $17294.33     | 0.18%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.             | NATWEST MARKETS SECURITIES INC                                                  | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |      7018 | PA      | $7018.00      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44059.59     | 0.47%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                     | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8030.72      | 0.09%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                      | Indiana Michigan Power Co                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3273.86      | 0.03%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9183.89      | 0.10%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37981.49     | 0.40%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9969.38      | 0.11%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     78700 | PA      | $77574.84     | 0.82%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                         | Northern Trust Corp                                                             | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50949.45     | 0.54%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8751.13      | 0.09%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6170.54      | 0.07%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22040.66     | 0.23%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7284.93      | 0.08%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31391.85     | 0.33%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4785.95      | 0.05%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4310.11      | 0.05%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                     | CRH America Finance Inc                                                         | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17754.00     | 0.19%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8584.18      | 0.09%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17847.53     | 0.19%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18618.02     | 0.20%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                    | MSCI Inc                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9932.21      | 0.11%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20833.63     | 0.22%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3104.97      | 0.03%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                    | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27282.09     | 0.29%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10631.28     | 0.11%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22185.68     | 0.24%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16191.48     | 0.17%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                 | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5078.10      | 0.05%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20074.06     | 0.21%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18291.18     | 0.19%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23025.19     | 0.24%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15129.47     | 0.16%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                         | Northern Trust Corp                                                             | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25033.82     | 0.27%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                       | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4935.87      | 0.05%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $25535.84     | 0.27%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                     | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25179.78     | 0.27%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11390.53     | 0.12%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9969.31      | 0.11%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                      | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9637.80      | 0.10%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22481.31     | 0.24%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15438.54     | 0.16%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11071.78     | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24013.21     | 0.25%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8971.43      | 0.10%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4025.48      | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7236.50      | 0.08%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15453.56     | 0.16%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13346.51     | 0.14%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8340.03      | 0.09%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                    | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8251.54      | 0.09%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                     | Public Service Co of Colorado                                                   | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23328.10     | 0.25%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $25992.51     | 0.28%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7131.20      | 0.08%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Voya Separate Portfolios Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration