# EDGAR Filing Document

**Accession Number:** 0001479026
**File Stem:** 0000940400-26-019980
**Filing Date:** 2026-5
**Character Count:** 179697
**Document Hash:** 5d519278c0b310772466b19949a9c3fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-019980.hdr.sgml**: 20260520

**ACCESSION NUMBER**: 0000940400-26-019980

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260520

**DATE AS OF CHANGE**: 20260520

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23013
- **FILM NUMBER:** 261003562

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $188095177.44

**Total Liabilities:** $31139.42

**Net Assets:** $188064038.02

**Cash Not Reported:** $54278.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1064.30000000 | **1-Year:** 32.39000000 | **5-Year:** 368.13000000 | **10-Year:** 1330.64000000 | **30-Year:** 67291.41000000

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

- **3-Month:** 758.82000000 | **1-Year:** 0.00000000 | **5-Year:** 50.23000000 | **10-Year:** 418.16000000 | **30-Year:** 26895.05000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248475 | 1.30%                | 0.18%                | -0.40%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8713.36                 | $856673.96                                 |
| Month 2  | $194183.26               | $-632569.14                                |
| Month 3  | $-15824.16               | $-1609131.91                               |

### Schedule of Portfolio Investments

| Name                                           | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                        | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    239000 | PA      | $233408.95    | 0.12%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                          | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      9482 | NS      | $220361.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     36170 | NS      | $658294.00    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W644<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      6667 | NS      | $154407.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                          | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      3750 | NS      | $93112.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                       | Digital Realty Trust Inc                                  | CUSIP: 253868830<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      5916 | NS      | $142220.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                            | Alliant Energy Corp                                       | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    366000 | PA      | $365481.01    | 0.19%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    526000 | PA      | $532575.00    | 0.28%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                          | Stifel Financial Corp                                     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      8576 | NS      | $151023.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                   | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     12125 | NS      | $263112.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INC                                   | Comerica Inc                                              | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |      9091 | NS      | $234547.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                        | Northwest Natural Holding Co                              | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    484000 | PA      | $504989.14    | 0.27%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1121800.00   | 0.60%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                            | Bank of Hawaii Corp                                       | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      2887 | NS      | $76707.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                 | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      4823 | NS      | $64965.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W511<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      7100 | NS      | $111825.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                             | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     20569 | NS      | $425778.30    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1339537.50   | 0.71%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                           | ACE Capital Trust II                                      | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $302674.55    | 0.16%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292971.88    | 0.16%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                      | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    302000 | PA      | $301056.25    | 0.16%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                       | Digital Realty Trust Inc                                  | CUSIP: 253868822<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      9834 | NS      | $207792.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                           | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    387000 | PA      | $391353.75    | 0.21%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    414000 | PA      | $407790.00    | 0.22%             | N/A             | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    432000 | PA      | $441790.42    | 0.23%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                     | Evergy Inc                                                | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    338000 | PA      | $344463.74    | 0.18%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                        | Brookfield BRP Holdings Canada Inc                        | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      9982 | NS      | $153423.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                 | Brunswick Corp/DE                                         | CUSIP: 117043604<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      5364 | NS      | $130720.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GENWORTH HOLDINGS INC                          | Genworth Holdings Inc                                     | CUSIP: 37247DAG1<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    254000 | PA      | $211301.71    | 0.11%             | 2036-11-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    580000 | PA      | $593970.49    | 0.32%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W420<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     10491 | NS      | $170059.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                            | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    232000 | PA      | $232810.96    | 0.12%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W669<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      7253 | NS      | $151660.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1971075.00   | 1.05%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     44049 | NS      | $848383.74    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                | SiriusPoint Ltd                                           | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EP               | CORP              | BM        |      5324 | NS      | $134005.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    705000 | PA      | $705881.25    | 0.38%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                              | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    670000 | PA      | $674187.50    | 0.36%             | N/A             | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                       | F&G Annuities & Life Inc                                  | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9857 | NS      | $229273.82    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB                                     | CoBank ACB                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    144000 | PA      | $144000.00    | 0.08%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                               | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     19470 | NS      | $456960.90    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                              | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    301000 | PA      | $310563.52    | 0.17%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                   | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    728000 | PA      | $711620.00    | 0.38%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                       | Brookfield Property Partners LP                           | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |      7026 | NS      | $96748.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     16265 | NS      | $372143.20    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     14406 | NS      | $341710.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                           | Vornado Realty Trust                                      | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8428 | NS      | $125577.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP                                | Truist Financial Corp                                     | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    336000 | PA      | $332640.00    | 0.18%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC                       | Cullen/Frost Bankers Inc                                  | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |      4288 | NS      | $77012.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      7322 | NS      | $122934.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                        | PPL Capital Funding Inc                                   | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    236000 | PA      | $234230.00    | 0.12%             | 2067-03-30      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                          | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     11459 | NS      | $287162.54    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                     | CUSIP: 89832Q810<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      4880 | NS      | $99844.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                               | CUSIP: 59156R504<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     17005 | NS      | $378361.25    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     12051 | NS      | $200046.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     28463 | NS      | $716698.34    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    224000 | PA      | $227508.40    | 0.12%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    636000 | PA      | $682402.24    | 0.36%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS CAP TRUST I                           | Dillard's Capital Trust I                                 | CUSIP: 25406P200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5694 | NS      | $147360.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WAFD INC                                       | WaFd Inc                                                  | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8576 | NS      | $143648.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                               | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     28850 | NS      | $569499.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURANT INC                                   | Assurant Inc                                              | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      7100 | NS      | $140296.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                        | Brookfield BRP Holdings Canada Inc                        | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      7322 | NS      | $118030.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W685<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      6381 | NS      | $138340.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                         | Synovus Financial Corp                                    | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      9982 | NS      | $263524.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61747S504<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     32075 | NS      | $631877.50    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                              | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    267000 | PA      | $267000.00    | 0.14%             | N/A             | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                   | AES Corp/The                                              | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127382.89    | 0.07%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     14433 | NS      | $220391.91    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4584 | NS      | $73710.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HLDGS LTD                         | Axis Capital Holdings Ltd                                 | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |     12941 | NS      | $268525.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                           | Global Net Lease Inc                                      | CUSIP: 379378300<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |      4806 | NS      | $108086.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    821000 | PA      | $853636.80    | 0.45%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    391000 | PA      | $409430.57    | 0.22%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FULTON FINANCIAL CORP                          | Fulton Financial Corp                                     | CUSIP: 360271308<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EP               | CORP              | US        |      5694 | NS      | $109666.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                           | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    541000 | PA      | $532986.71    | 0.28%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                       | Brookfield Property Partners LP                           | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |      5176 | NS      | $79192.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                        | American National Group Inc                               | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258827.66    | 0.14%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    276000 | PA      | $270480.00    | 0.14%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    841000 | PA      | $867281.25    | 0.46%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                         | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    408000 | PA      | $408515.71    | 0.22%             | 2077-08-16      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    286000 | PA      | $278313.75    | 0.15%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      7252 | NS      | $135684.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                         | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    855000 | PA      | $887062.50    | 0.47%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                              | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    404000 | PA      | $400970.00    | 0.21%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                          | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |     25815 | NS      | $642277.20    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                              | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |     14119 | NS      | $242987.99    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275459.02    | 0.15%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                       | Hartford Insurance Group Inc/The                          | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |      9974 | NS      | $248951.04    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                              | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      8486 | NS      | $224539.56    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                | CUSIP: 14040H758<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     19147 | NS      | $322626.95    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                         | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    523000 | PA      | $522406.13    | 0.28%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                        | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     12639 | NS      | $318755.58    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    411000 | PA      | $400848.71    | 0.21%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                       | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    254000 | PA      | $250589.75    | 0.13%             | N/A             | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                        | Brookfield BRP Holdings Canada Inc                        | CUSIP: 11259P307<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      4288 | NS      | $108486.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                              | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200211.80    | 0.11%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 302570AW6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63190.00     | 0.03%             | 2066-10-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    452000 | PA      | $470084.07    | 0.25%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     28463 | NS      | $503795.10    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    468000 | PA      | $464533.52    | 0.25%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAC CAPITAL TRUST XIV                          | BAC Capital Trust XIV                                     | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |    196000 | PA      | $162190.00    | 0.09%             | N/A             | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    920000 | PA      | $910800.00    | 0.48%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                            | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    697000 | PA      | $693367.93    | 0.37%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     14962 | NS      | $242534.02    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     17079 | NS      | $424754.73    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITON INTERNATIONAL LTD                       | Triton International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      3548 | NS      | $90935.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199248.75    | 0.11%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    316000 | PA      | $317580.00    | 0.17%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    708000 | PA      | $740023.19    | 0.39%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                     | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     16265 | NS      | $352137.25    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                        | Algonquin Power & Utilities Corp                          | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $598950.00    | 0.32%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                 | CUSIP: 10922N889<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      8356 | NS      | $97514.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    293000 | PA      | $304109.97    | 0.16%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1161000 | PA      | $1223403.75   | 0.65%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                       | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $423503.01    | 0.23%             | 2055-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     31211 | NS      | $607678.17    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                              | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201703.90    | 0.11%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                    | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    477000 | PA      | $499080.81    | 0.27%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                            | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    454000 | PA      | $455590.59    | 0.24%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                 | CUSIP: 10922N202<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      9097 | NS      | $156832.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     21533 | NS      | $354217.85    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     27579 | NS      | $618872.76    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                       | F&G Annuities & Life Inc                                  | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3269 | NS      | $86661.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                             | Voya Financial Inc                                        | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158343.75    | 0.08%             | N/A             | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                          | CUSIP: 26441C402<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |     12576 | NS      | $312262.08    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     16209 | NS      | $387719.28    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1187513.75   | 0.63%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1313534.55   | 0.70%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                             | Voya Financial Inc                                        | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    168000 | PA      | $158862.82    | 0.08%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     14193 | NS      | $295498.26    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                | Associated Banc-Corp                                      | CUSIP: 045487600<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |      7836 | NS      | $194019.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                 | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    776000 | PA      | $704220.00    | 0.37%             | 2067-05-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| TRITON INTERNATIONAL LTD                       | Triton International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      4954 | NS      | $122413.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MELLON CAPITAL IV                              | Mellon Capital IV                                         | CUSIP: 58551TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $246595.00    | 0.13%             | N/A             | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                           | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     12865 | NS      | $278913.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      6508 | NS      | $125539.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     14193 | NS      | $354966.93    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                       | Affiliated Managers Group Inc                             | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     11311 | NS      | $275762.18    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    343000 | PA      | $364437.50    | 0.19%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                           | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     15197 | NS      | $271722.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                 | Globe Life Inc                                            | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |      9390 | NS      | $159442.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                       | W R Berkley Corp                                          | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      8576 | NS      | $144076.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     33124 | NS      | $628362.28    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    932000 | PA      | $944858.80    | 0.50%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                        | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     13241 | NS      | $225494.23    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W487<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4880 | NS      | $77396.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                      | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    729000 | PA      | $729000.00    | 0.39%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                     | CoBank ACB                                                | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $251250.00    | 0.13%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                     | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1137660.00   | 0.60%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     37141 | NS      | $710507.33    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                          | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102025.00    | 0.05%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                    | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    561000 | PA      | $665438.00    | 0.35%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                    | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313440.38    | 0.17%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCHANTS BANCORP                              | Merchants Bancorp/IN                                      | CUSIP: 58844R884<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |      3696 | NS      | $91439.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                  | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |     14732 | NS      | $349885.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61745VAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376875.00    | 0.20%             | N/A             | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                       | Affiliated Managers Group Inc                             | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      8576 | NS      | $184898.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AGREE REALTY CORP                              | Agree Realty Corp                                         | CUSIP: 008492209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4954 | NS      | $88329.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                              | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    244000 | PA      | $253967.77    | 0.14%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                 | CUSIP: 10922N301<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |     10189 | NS      | $168016.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    619000 | PA      | $652114.95    | 0.35%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145298.33    | 0.08%             | 2066-11-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      6010 | NS      | $114370.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188335.32    | 0.10%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1402700.00   | 0.75%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                           | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     12999 | NS      | $335894.16    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     28463 | NS      | $704459.25    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    652000 | PA      | $673839.39    | 0.36%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                       | Texas Capital Bancshares Inc                              | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |      8576 | NS      | $183183.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                         | Webster Financial Corp                                    | CUSIP: 947890505<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EP               | CORP              | US        |      4288 | NS      | $83551.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                       | Affiliated Managers Group Inc                             | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      7100 | NS      | $123682.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                | Nevada Power Co                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88529.58     | 0.05%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                            | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18303.14     | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    760000 | PA      | $766650.00    | 0.41%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    957000 | PA      | $1096514.33   | 0.58%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                           | Vornado Realty Trust                                      | CUSIP: 929042828<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9020 | NS      | $159654.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1111417.15   | 0.59%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                   | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     12791 | NS      | $278076.34    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE TRUST II                                   | SCE Trust II                                              | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6286 | NS      | $109564.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                               | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172591.25    | 0.09%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     16471 | NS      | $414739.78    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     33490 | NS      | $663436.90    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    790000 | PA      | $788025.00    | 0.42%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                       | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |     11311 | NS      | $221243.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 060505815<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      6278 | NS      | $124681.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HANCOCK WHITNEY CORP                           | Hancock Whitney Corp                                      | CUSIP: 410120406<br>LEI: 549300GRNBWY8HIICT41 | Long             | EP               | CORP              | US        |      4806 | NS      | $113085.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                         | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    819000 | PA      | $852783.75    | 0.45%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110687.50    | 0.06%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                   | KKR & Co Inc                                              | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     11686 | NS      | $297291.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $530831.32    | 0.28%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                               | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    657000 | PA      | $692212.57    | 0.37%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                  | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     27060 | NS      | $540388.20    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                    | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |     17015 | NS      | $373649.40    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94947.55     | 0.05%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                          | Fidelis Insurance Holdings Ltd                            | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $434000.00    | 0.23%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA INC                         | Banc of California Inc                                    | CUSIP: 05990K841<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EP               | CORP              | US        |      3762 | NS      | $93899.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     30973 | NS      | $775254.19    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                              | Kimco Realty Corp                                         | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      7396 | NS      | $152357.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                       | South Bow Canadian Infrastructure Holdings Ltd            | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $201308.37    | 0.11%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                   | AES Corp/The                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    566000 | PA      | $577327.08    | 0.31%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                              | CUSIP: 446150781<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      5028 | NS      | $111973.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                         | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      7102 | NS      | $139412.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                       | CUSIP: 316773CR9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    467000 | PA      | $466416.25    | 0.25%             | N/A             | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                              | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    518000 | PA      | $510295.01    | 0.27%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                       | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    938000 | PA      | $980197.81    | 0.52%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                               | Pitney Bowes Inc                                          | CUSIP: 724479506<br>LEI: 549300N2O26NW4ST6W55 | Long             | EP               | CORP              | US        |     12199 | NS      | $243492.04    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITON INTERNATIONAL LTD                       | Triton International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      4954 | NS      | $96702.08     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 302570AX4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    401000 | PA      | $358895.00    | 0.19%             | 2067-06-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                       | First Citizens BancShares Inc/NC                          | CUSIP: 319626305<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |      9834 | NS      | $213102.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                              | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    594000 | PA      | $622889.49    | 0.33%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                          | Stifel Financial Corp                                     | CUSIP: 860630870<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      5694 | NS      | $137225.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    731000 | PA      | $731000.00    | 0.39%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                     | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     12803 | NS      | $335182.54    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      7026 | NS      | $116350.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                       | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    634000 | PA      | $688103.66    | 0.37%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                              | Kimco Realty Corp                                         | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      6286 | NS      | $127762.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                       | RenaissanceRe Holdings Ltd                                | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     14193 | NS      | $226662.21    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                           | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    384000 | PA      | $380160.00    | 0.20%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp                                           | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    321000 | PA      | $316185.00    | 0.17%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                       | Aspen Insurance Holdings Ltd                              | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      7100 | NS      | $145834.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     24249 | NS      | $613257.21    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    333000 | PA      | $311359.00    | 0.17%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     16173 | NS      | $414513.99    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87437.68     | 0.05%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    583000 | PA      | $618458.93    | 0.33%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                           | Vornado Realty Trust                                      | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8576 | NS      | $148793.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCHANTS BANCORP                              | Merchants Bancorp/IN                                      | CUSIP: 58844R850<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |      5909 | NS      | $135079.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                             | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      8132 | NS      | $141415.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                            | DENTSPLY SIRONA Inc                                       | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    166000 | PA      | $157914.89    | 0.08%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                               | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    474000 | PA      | $500261.02    | 0.27%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    627000 | PA      | $633942.46    | 0.34%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                           | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93465.00     | 0.05%             | N/A             | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    972000 | PA      | $981720.00    | 0.52%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    619000 | PA      | $616520.60    | 0.33%             | 2060-03-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                    | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    308000 | PA      | $322630.00    | 0.17%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                       | Aspen Insurance Holdings Ltd                              | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      5916 | NS      | $148314.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                  | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     31290 | NS      | $702460.50    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                    | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      8502 | NS      | $137222.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     35437 | NS      | $721142.95    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                             | CUSIP: 233331826<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      5694 | NS      | $101068.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                       | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     12201 | NS      | $239139.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                         | AXIS Specialty Finance LLC                                | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $415443.17    | 0.22%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                           | BNSF Funding Trust I                                      | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $714166.72    | 0.38%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    312000 | PA      | $315120.00    | 0.17%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    553000 | PA      | $547470.00    | 0.29%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY NEW ORLEANS LLC                        | Entergy New Orleans LLC                                   | CUSIP: 29364P103<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | EP               | CORP              | US        |      3178 | NS      | $71822.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                            | Carlyle Finance LLC                                       | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14332 | NS      | $251813.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                              | CUSIP: 446150773<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      9242 | NS      | $238443.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    963000 | PA      | $989911.52    | 0.53%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                          | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    449000 | PA      | $472222.50    | 0.25%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                     | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     21808 | NS      | $415006.24    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURANT INC                                   | Assurant Inc                                              | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90468.09     | 0.05%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                | Associated Banc-Corp                                      | CUSIP: 045487204<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |      2882 | NS      | $62942.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                       | South Bow Canadian Infrastructure Holdings Ltd            | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $206181.65    | 0.11%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     13907 | NS      | $333489.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                    | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |      9117 | NS      | $148424.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54661.04     | 0.03%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    691000 | PA      | $674668.22    | 0.36%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                    | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    307000 | PA      | $327120.63    | 0.17%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| QWEST CORP                                     | Qwest Corp                                                | CUSIP: 74913G873<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     15394 | NS      | $296642.38    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |    463790 | NS      | $463789.67    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137429.87    | 0.07%             | 2053-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                              | EUSHI Finance Inc                                         | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $702993.22    | 0.37%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                          | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    213000 | PA      | $207336.33    | 0.11%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     36170 | NS      | $660102.50    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                           | Vornado Realty Trust                                      | CUSIP: 929042844<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8576 | NS      | $151623.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent                                     | CUSIP: 02665T868<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |      3696 | NS      | $88888.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                            | Bank of Hawaii Corp                                       | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      5176 | NS      | $84265.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                        | Wintrust Financial Corp                                   | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |     10116 | NS      | $265646.16    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1414647.50   | 0.75%             | N/A             | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    848000 | PA      | $882980.00    | 0.47%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                    | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      9093 | NS      | $181860.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                        | American National Group Inc                               | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      7235 | NS      | $184130.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                             | First Horizon Corp                                        | CUSIP: 320517865<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      4214 | NS      | $77664.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     19591 | NS      | $469596.27    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| QWEST CORP                                     | Qwest Corp                                                | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     25150 | NS      | $482880.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                         | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    541000 | PA      | $543659.56    | 0.29%             | 2053-08-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                            | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    701000 | PA      | $687052.90    | 0.37%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | Arch Capital Group Ltd                                    | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     10353 | NS      | $177139.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    591000 | PA      | $596171.25    | 0.32%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    203000 | PA      | $209561.77    | 0.11%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     12643 | NS      | $232757.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    611000 | PA      | $614818.75    | 0.33%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $145331.89    | 0.08%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                             | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     11311 | NS      | $240924.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    558000 | PA      | $555502.11    | 0.30%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     21589 | NS      | $387954.33    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                             | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    703000 | PA      | $706515.00    | 0.38%             | N/A             | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                        | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     20401 | NS      | $504516.73    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP                           | SL Green Realty Corp                                      | CUSIP: 78440X507<br>LEI: 549300VQZPJU97H3GT17 | Long             | EP               | CORP              | US        |      6508 | NS      | $139531.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                       | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      7026 | NS      | $138833.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                              | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    658000 | PA      | $643195.00    | 0.34%             | N/A             | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    304000 | PA      | $305520.00    | 0.16%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                       | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     10923 | NS      | $285199.53    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    697000 | PA      | $734226.07    | 0.39%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp                                           | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      4085 | NS      | $95629.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    775000 | PA      | $717843.75    | 0.38%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy Inc                                           | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |     15148 | NS      | $378245.56    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16451.79     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     28312 | NS      | $731015.84    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1801485.00   | 0.96%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     13892 | NS      | $270477.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                             | First Horizon Corp                                        | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      4214 | NS      | $103495.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1218398.75   | 0.65%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                        | Sierra Pacific Power Co                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    236000 | PA      | $236000.00    | 0.13%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    718000 | PA      | $731462.50    | 0.39%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SCE TRUST IV                                   | SCE Trust IV                                              | CUSIP: 78409G206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9242 | NS      | $234931.64    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    279000 | PA      | $279000.00    | 0.15%             | N/A             | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                       | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276B208<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |      4362 | NS      | $108657.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1273335.00   | 0.68%             | N/A             | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO IX LLC                        | KKR Group Finance Co IX LLC                               | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6222 | NS      | $108449.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                      | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |     11681 | NS      | $244366.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                       | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344163.64    | 0.18%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                 | EPR Properties                                            | CUSIP: 26884U505<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |      4362 | NS      | $90206.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp                                           | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      5694 | NS      | $126976.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1364965.00   | 0.73%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                   | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    244000 | PA      | $244000.00    | 0.13%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                       | American Financial Group Inc/OH                           | CUSIP: 025932872<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      4288 | NS      | $90433.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1177180.00   | 0.63%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                              | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     12632 | NS      | $334242.72    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                       | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    799000 | PA      | $796003.75    | 0.42%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                          | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      9548 | NS      | $220081.40    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                    | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1957000 | PA      | $1954553.75   | 1.04%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                          | Stifel Financial Corp                                     | CUSIP: 860630706<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      4584 | NS      | $111253.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                          | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    791000 | PA      | $812194.85    | 0.43%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                             | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    402000 | PA      | $392955.00    | 0.21%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    730000 | PA      | $718137.50    | 0.38%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                              | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    357000 | PA      | $362801.25    | 0.19%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                            | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    183000 | PA      | $178421.52    | 0.09%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                    | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    580000 | PA      | $591600.00    | 0.31%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                       | Aspen Insurance Holdings Ltd                              | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      7026 | NS      | $143681.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                       | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    542000 | PA      | $547081.25    | 0.29%             | N/A             | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     35414 | NS      | $606641.82    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                     | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    329000 | PA      | $354908.75    | 0.19%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    517000 | PA      | $549312.50    | 0.29%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    490000 | PA      | $486937.50    | 0.26%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                             | UMB Financial Corp                                        | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |      7168 | NS      | $191600.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    875000 | PA      | $901715.94    | 0.48%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                         | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     14218 | NS      | $377345.72    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                    | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $759806.25    | 0.40%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                 | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    543000 | PA      | $565398.75    | 0.30%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                    | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $351450.00    | 0.19%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                       | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276B109<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |      7026 | NS      | $118247.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1461407.50   | 0.78%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    733000 | PA      | $757738.75    | 0.40%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                       | Plains All American Pipeline LP                           | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470611.00    | 0.25%             | N/A             | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                    | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    796000 | PA      | $815546.97    | 0.43%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     18333 | NS      | $310927.68    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UNUM GROUP                                     | Unum Group                                                | CUSIP: 91529Y601<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EP               | CORP              | US        |      8576 | NS      | $204438.98    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                             | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     18709 | NS      | $498407.76    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 060505625<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      5990 | NS      | $115127.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133515.00    | 0.07%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                         | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     25816 | NS      | $547299.20    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                           | Telephone and Data Systems Inc                            | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |     15154 | NS      | $285652.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                       | Brookfield Oaktree Holdings LLC                           | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      6656 | NS      | $143104.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                      | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    851000 | PA      | $858446.25    | 0.46%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                             | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31920.00     | 0.02%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $518787.50    | 0.28%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                        | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      9834 | NS      | $195794.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                    | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    274000 | PA      | $278349.20    | 0.15%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                               | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    227000 | PA      | $305480.48    | 0.16%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                | CUSIP: 902973155<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     22231 | NS      | $408383.47    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    754000 | PA      | $770965.00    | 0.41%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                              | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94200.00     | 0.05%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                      | Spire Inc                                                 | CUSIP: 84857L309<br>LEI: 549300NXSY15DRY2R511 | Long             | EP               | CORP              | US        |      7100 | NS      | $171465.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KEMPER CORP                                    | Kemper Corp                                               | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |      4362 | NS      | $103728.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                        | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    557000 | PA      | $526365.00    | 0.28%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    855000 | PA      | $871031.25    | 0.46%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                        | Valley National Bancorp                                   | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      2882 | NS      | $73202.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    833000 | PA      | $823226.83    | 0.44%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | Arch Capital Group Ltd                                    | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      9390 | NS      | $197941.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                  | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     37402 | NS      | $709515.94    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AON CORP                                       | Aon Corp                                                  | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103986.45    | 0.06%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    563000 | PA      | $589188.51    | 0.31%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                           | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1269069.55   | 0.67%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    555000 | PA      | $554713.07    | 0.29%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                    | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    590000 | PA      | $598497.77    | 0.32%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    564000 | PA      | $559505.48    | 0.30%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                             | CUSIP: 55261F849<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |      6109 | NS      | $153458.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                       | American Financial Group Inc/OH                           | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      4065 | NS      | $89023.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                          | CUSIP: 06368B5P9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    836000 | PA      | $841225.00    | 0.45%             | N/A             | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                            | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $205302.32    | 0.11%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                  | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    224000 | PA      | $172480.00    | 0.09%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                           | Telephone and Data Systems Inc                            | CUSIP: 879433787<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |     11903 | NS      | $248058.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                       | First Citizens BancShares Inc/NC                          | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    207000 | PA      | $210363.75    | 0.11%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                           | AEGON Funding Co LLC                                      | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |     24552 | NS      | $487111.68    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                       | Brookfield Oaktree Holdings LLC                           | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      5176 | NS      | $112888.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                   | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1273000 | PA      | $1263452.50   | 0.67%             | N/A             | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $357531.73    | 0.19%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    666000 | PA      | $644355.00    | 0.34%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                              | CUSIP: 63938C405<br>LEI: 54930067J0ZNOEBRW338 | Long             | EP               | CORP              | US        |      8502 | NS      | $167319.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                       | CUSIP: 316773886<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      5694 | NS      | $141609.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                        | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    249000 | PA      | $243824.54    | 0.13%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                             | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |      5791 | NS      | $145180.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $229955.00    | 0.12%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                        | Valley National Bancorp                                   | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      3326 | NS      | $84447.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    369000 | PA      | $383596.16    | 0.20%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    963000 | PA      | $960592.50    | 0.51%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                        | Entergy Mississippi LLC                                   | CUSIP: 29364N108<br>LEI: 54930043I78H35DVVW89 | Long             | EP               | CORP              | US        |      3170 | NS      | $67013.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent                                     | CUSIP: 02665T876<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |      3326 | NS      | $76498.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp                                           | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     14928 | NS      | $348120.96    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1447222.50   | 0.77%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                       | Western Alliance Bancorp                                  | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |      8502 | NS      | $188319.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     26261 | NS      | $456416.18    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92014.08     | 0.05%             | 2043-04-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    923000 | PA      | $931076.25    | 0.50%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                    | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    404000 | PA      | $411512.99    | 0.22%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                         | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    296000 | PA      | $312751.68    | 0.17%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      8206 | NS      | $203098.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                 | CUSIP: 10922N509<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      9888 | NS      | $168194.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                   | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     16931 | NS      | $319149.35    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1102132.21   | 0.59%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                        | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     11264 | NS      | $289034.24    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR                       | Brookfield Infrastructure Partners LP                     | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |      5694 | NS      | $94292.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $233081.13    | 0.12%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     37105 | NS      | $653419.05    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432105<br>LEI: 4NYF266XZC35SCTGX023 | Long             | EP               | CORP              | US        |      5496 | NS      | $129210.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $692661.38    | 0.37%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    969000 | PA      | $1013816.25   | 0.54%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                   | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $926850.00    | 0.49%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     17005 | NS      | $429886.40    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    549000 | PA      | $559370.88    | 0.30%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44754.61     | 0.02%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX                                 | USB Capital IX                                            | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $381570.00    | 0.20%             | N/A             | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     22349 | NS      | $562747.82    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                 | Brunswick Corp/DE                                         | CUSIP: 117043406<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      5250 | NS      | $132195.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                            | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    136000 | PA      | $142748.18    | 0.08%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                   | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    583000 | PA      | $578627.50    | 0.31%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     26025 | NS      | $543141.75    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                     | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |     10738 | NS      | $287563.64    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 060505583<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8128 | NS      | $155895.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                  | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     14563 | NS      | $252813.68    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1040325.00   | 0.55%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    774000 | PA      | $809648.12    | 0.43%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                      | CUSIP: 060505591<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      4214 | NS      | $83900.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                          | Stifel Financial Corp                                     | CUSIP: 860630607<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      6360 | NS      | $136294.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                            | CUSIP: 74460W628<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      7677 | NS      | $151467.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                       | Digital Realty Trust Inc                                  | CUSIP: 253868855<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      5694 | NS      | $124869.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                    | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      8949 | NS      | $229183.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    548000 | PA      | $562551.14    | 0.30%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                          | CUSIP: 759351AE9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14664.21     | 0.01%             | 2065-12-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    702000 | PA      | $717795.00    | 0.38%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                    | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    468000 | PA      | $462961.51    | 0.25%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                            | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     27034 | NS      | $710723.86    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                              | CUSIP: 174610402<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |     12643 | NS      | $241734.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON LTD                                      | Aegon Ltd                                                 | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $405098.80    | 0.22%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                          | CUSIP: 373334440<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | EP               | CORP              | US        |      7692 | NS      | $176685.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                             | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     14661 | NS      | $334270.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                       | American Financial Group Inc/OH                           | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      6376 | NS      | $122738.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                             | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    834000 | PA      | $863190.00    | 0.46%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                   | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     18432 | NS      | $460062.72    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                | CUSIP: 14040H774<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      3548 | NS      | $62799.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                             | Voya Financial Inc                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      8576 | NS      | $208654.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                              | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202231.60    | 0.11%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    559000 | PA      | $545025.00    | 0.29%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                       | W R Berkley Corp                                          | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      8576 | NS      | $172549.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                        | Brookfield Finance I UK Plc                               | CUSIP: 11272B103<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | EP               | CORP              | GB        |      5694 | NS      | $86833.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    246000 | PA      | $246275.04    | 0.13%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    336000 | PA      | $344319.70    | 0.18%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                        | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    533000 | PA      | $424401.25    | 0.23%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1298658.07   | 0.69%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    198000 | PA      | $197408.28    | 0.10%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CADENCE BANK                                   | Cadence Bank                                              | CUSIP: 12740C202<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EP               | CORP              | US        |      5024 | NS      | $108543.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                             | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     17831 | NS      | $377303.96    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                    | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     11311 | NS      | $198281.83    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-20

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

**Signature:** Allison Frachiolla

**Name of Signer:** Allison Frachiolla

**Title:** Vice President Assistant Treasurer