# EDGAR Filing Document

**Accession Number:** 0001169187
**File Stem:** 0001099263-26-000760
**Filing Date:** 2026-1
**Character Count:** 187226
**Document Hash:** 57bed21098ecb7dad11d833aca1e710a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-000760.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001099263-26-000760

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Institutional Income Funds, Inc.
- **CENTRAL INDEX KEY:** 0001169187

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21055
- **FILM NUMBER:** 26564891

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T ROWE PRICE INSTITUTIONAL INCOME FUNDS INC
- **DATE OF NAME CHANGE:** 20020314

## Series and Classes Contracts Data

### T. Rowe Price Institutional Long Duration Credit Fund (Series ID: S000040861)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000126665 | T. Rowe Price Institutional Long Duration Credit Fund | RPLCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE INSTITUTIONAL INCOME FUNDS, INC.

- **b. Investment Company Act file number:** 811-21055

- **c. CIK number of Registrant:** 0001169187

- **d. LEI of Registrant:** 5493006XJS7NAJMTOL28

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Institutional Long Duration Credit Fund

- **b. EDGAR series identifier (if any):** S000040861

- **c. LEI of Series:** 549300JVGLLNCSMFFB91

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

- **a. Date of fiscal year-end:** 2026-05-31

- **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:** $213436460.55

**Total Liabilities:** $4823851.49

**Net Assets:** $208612609.06

**Delayed Delivery Securities:** $1088833.40

**Cash Not Reported:** $345.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000 | **1-Year:** -428.712815 | **5-Year:** -13430.372282 | **10-Year:** -86455.417156 | **30-Year:** -117404.859166

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

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** -3418.966804 | **10-Year:** -609.366576 | **30-Year:** -512.222549

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000126665 | 3.23%                | 0.60%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3158.19                | $4742256.77                                |
| Month 2  | $30191.31                | $198091.82                                 |
| Month 3  | $21622.40                | $-96998.43                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays U.S. Long Credit Total Return Index Value Unhedged (Returns)

- **Index Identifier:** LULCTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                               | ABBVIE INC                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    735000 | PA      | $620380.43    | 0.30%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449876.00    | 0.22%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397264.80    | 0.19%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332801.73    | 0.16%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $271885.80    | 0.13%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                | AETNA INC                                                                        | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    450000 | PA      | $393818.85    | 0.19%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                | AFLAC INC                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    550000 | PA      | $492823.10    | 0.24%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                 | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234203.25    | 0.11%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                 | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109388.62    | 0.05%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                         | ALTRIA GROUP INC                                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145627.58    | 0.07%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006340.00   | 0.48%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                       | AMEREN ILLINOIS CO                                                               | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430923.00    | 0.21%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178956.75    | 0.09%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                   | AMERICAN INTERNATIONAL GROUP INC                                                 | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $624540.00    | 0.30%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMER MUN PWR OH REV BAB PAIRIE ST SR C   | AMERICAN MUNICIPAL POWER INC                                                     | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    500000 | PA      | $524004.10    | 0.25%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC                                                                        | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573286.20    | 0.27%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                | AMGEN INC                                                                        | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $723936.00    | 0.35%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                            | AMPHENOL CORP                                                                    | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1189172.40   | 0.57%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                  | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1719403.49   | 0.82%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                 | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1419938.80   | 0.68%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                          | ANTOFAGASTA PLC                                                                  | CUSIP: YL8307156<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205350.00    | 0.10%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A              | APA INFRASTRUCTURE LTD                                                           | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    495000 | PA      | $501170.67    | 0.24%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO                                                             | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $229444.20    | 0.11%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO                                                             | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1001468.40   | 0.48%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO                                                             | CUSIP: 037735CG0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    145000 | PA      | $158002.59    | 0.08%             | 2036-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / GLOBAL FIN                   | APTIV SWISS HOLDINGS LTD                                                         | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    350000 | PA      | $338954.70    | 0.16%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                   | ARCH CAPITAL GROUP LTD                                                           | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $234371.60    | 0.11%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER & CO                                                          | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744454.50    | 0.36%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T INC                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $991576.25    | 0.48%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T INC                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $681558.00    | 0.33%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T INC                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $1577813.90   | 0.76%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T INC                                                                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705881.60    | 0.34%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T INC                                                                         | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $657407.25    | 0.32%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP 144A             | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                                        | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $222226.80    | 0.11%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC                                                                     | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205738.00    | 0.10%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                 | BALTIMORE GAS AND ELECTRIC CO                                                    | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92984.20     | 0.04%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221141.97    | 0.11%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1028891.66   | 0.49%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                             | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271479.00    | 0.13%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150722.20    | 0.07%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC                                                                     | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212413.40    | 0.10%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                             | BARCLAYS PLC                                                                     | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206960.40    | 0.10%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC                                                                     | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $241724.00    | 0.12%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                             | BARCLAYS PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $229729.20    | 0.11%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    610000 | PA      | $563826.05    | 0.27%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $400262.10    | 0.19%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118000.08    | 0.06%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $203051.16    | 0.10%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                 | BAXTER INTERNATIONAL INC                                                         | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013429.00   | 0.49%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL BRDG BABS TXBL SR S3    | BAY AREA TOLL AUTHORITY                                                          | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    350000 | PA      | $405035.30    | 0.19%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL BRDG SUB SR S10 TXBLE   | BAY AREA TOLL AUTHORITY                                                          | CUSIP: 072024YD8<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    400000 | PA      | $295683.36    | 0.14%             | 2050-04-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC 144A                | BAYER US FINANCE LLC                                                             | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216189.80    | 0.10%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                  | BECTON DICKINSON & CO                                                            | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176696.20    | 0.08%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                 | BERKSHIRE HATHAWAY ENERGY CO                                                     | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $766155.00    | 0.37%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MIDAMER ENERGY HLDGS                     | BERKSHIRE HATHAWAY ENERGY CO                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327152.70    | 0.16%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                 | BHP BILLITON FINANCE USA LTD                                                     | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $35535.82     | 0.02%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                               | BIOGEN INC                                                                       | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    270000 | PA      | $178242.39    | 0.09%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNIV OF TX REV BUILD AMERICA SER D       | BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM                               | CUSIP: 9151375F6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203426.86    | 0.10%             | 2042-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO/THE                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308689.80    | 0.15%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                            | BOEING CO/THE                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $687963.00    | 0.33%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO/THE                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347898.25    | 0.17%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO/THE                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797428.00    | 0.38%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY 144A                  | BOSTON GAS CO                                                                    | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219823.53    | 0.11%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY 144A                  | BOSTON GAS CO                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95492.88     | 0.05%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | BRISTOL-MYERS SQUIBB CO                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $735451.20    | 0.35%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90082.89     | 0.04%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 144A                        | BROADCOM INC                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401557.60    | 0.19%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTON NORTHERN SANTA FE LLC                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $288176.70    | 0.14%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTON NORTHERN SANTA FE LLC                                                 | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74336.63     | 0.04%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTON NORTHERN SANTA FE LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $345553.38    | 0.17%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                   | CADENCE DESIGN SYSTEMS INC                                                       | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135599.00    | 0.07%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                        | CAIXABANK SA                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    230000 | PA      | $257791.36    | 0.12%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                  | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $320928.60    | 0.15%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $592248.13    | 0.28%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $450490.50    | 0.22%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                      | CARRIER GLOBAL CORP                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    198000 | PA      | $216648.04    | 0.10%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTRA HEALTH INC                        | CENTRA HEALTH INC                                                                | CUSIP: 15236AAA9<br>LEI: 549300Q8RNBDU210L043 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156535.30    | 0.08%             | 2048-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTRL TX REGL MOB SR LIEN TXBL SER E    | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY                                        | CUSIP: 155498MQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $123205.83    | 0.06%             | 2041-01-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| TX ST TRNPRTN COMM 1ST TR SR C           | CENTRAL TEXAS TURNPIKE SYSTEM                                                    | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $240376.26    | 0.12%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                      | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    645000 | PA      | $643660.98    | 0.31%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $421100.40    | 0.20%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1001130.90   | 0.48%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $370938.73    | 0.18%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $383853.60    | 0.18%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                      | CHENIERE ENERGY INC                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259332.75    | 0.12%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                 | CHENIERE ENERGY PARTNERS LP                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    820000 | PA      | $844741.86    | 0.40%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX 144A               | CHILE ELECTRICITY LUX MPC II SARL                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    420327 | PA      | $433567.46    | 0.21%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHILE                                    | CHILE GOVERNMENT INTERNATIONAL BOND                                              | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    610000 | PA      | $647179.50    | 0.31%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHILE                                    | CHILE GOVERNMENT INTERNATIONAL BOND                                              | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $987825.00    | 0.47%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                               | CHUBB INA HOLDINGS LLC                                                           | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $226711.20    | 0.11%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                          | CIGNA GROUP/THE                                                                  | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1918782.99   | 0.92%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                                                    | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $508408.20    | 0.24%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                                                    | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318225.60    | 0.15%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                                                    | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    530000 | PA      | $482806.68    | 0.23%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                                 | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $223500.00    | 0.11%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                                 | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $125850.00    | 0.06%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| COLUMBIA PIPELINE HOLDCO 144A            | COLUMBIA PIPELINES HOLDING CO LLC                                                | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $696590.16    | 0.33%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP                                                                     | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    755000 | PA      | $561970.66    | 0.27%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $189307.30    | 0.09%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                             | COMCAST CORP                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $753502.50    | 0.36%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP                                                                     | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $382540.50    | 0.18%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131248.20    | 0.06%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                      | COMMONSPIRIT HEALTH                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $129065.53    | 0.06%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                      | COMMONSPIRIT HEALTH                                                              | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108437.67    | 0.05%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                   | COMMONWEALTH EDISON CO                                                           | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506739.50    | 0.24%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                   | COMMONWEALTH EDISON CO                                                           | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38493.20     | 0.02%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                   | CONOCOPHILLIPS CO                                                                | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343143.50    | 0.16%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                  | CONSOLIDATED EDISON CO OF NEW YORK INC                                           | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428123.20    | 0.21%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                 | CONSTELLATION ENERGY GENERATION LLC                                              | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501033.50    | 0.24%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON GENERATION CO LLC                 | CONSTELLATION ENERGY GENERATION LLC                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $326832.30    | 0.16%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                    | CONTINENTAL RESOURCES INC/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $480318.60    | 0.23%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $648104.80    | 0.31%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORNING INC                              | CORNING INC                                                                      | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740575.50    | 0.36%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 144A                         | CORP NACIONAL DEL COBRE DE CHILE                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    790000 | PA      | $857563.17    | 0.41%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 144A                         | CORP NACIONAL DEL COBRE DE CHILE                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $267462.50    | 0.13%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| FULTON CNTY GA BABS                      | COUNTY OF FULTON GA                                                              | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $518526.27    | 0.25%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MIAMI DADE CO FL AVIATION REV SER B TXBL | COUNTY OF MIAMI-DADE FL AVIATION REVENUE                                         | CUSIP: 59333PW20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1039427.88   | 0.50%             | 2041-10-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MIAMI DADE CO FL TRAN SALES SURTAX SER B | COUNTY OF MIAMI-DADE FL TRANSIT SYSTEM                                           | CUSIP: 59334PDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $211143.00    | 0.10%             | 2040-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC 144A              | COX COMMUNICATIONS INC                                                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265834.17    | 0.13%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC                                                                 | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $159535.86    | 0.08%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182632.75    | 0.09%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                 | CSX CORP                                                                         | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118881.42    | 0.06%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                              | CUMMINS INC                                                                      | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994892.00    | 0.48%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175157.97    | 0.08%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    141000 | PA      | $121539.04    | 0.06%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761013.75    | 0.36%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245217.00    | 0.12%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1584216.35   | 0.76%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX ARPT REV SR A TXBLE | DALLAS FORT WORTH INTERNATIONAL AIRPORT                                          | CUSIP: 23503CCH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245113.90    | 0.12%             | 2047-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DALLAS FT WORTH TX ARPT TXBL SER A       | DALLAS FORT WORTH INTERNATIONAL AIRPORT                                          | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $552580.94    | 0.26%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX ARPT REV SR A TXBLE | DALLAS FORT WORTH INTERNATIONAL AIRPORT                                          | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $575167.91    | 0.28%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                 | DEVON ENERGY CORP                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701029.00    | 0.34%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                   | DIAMONDBACK ENERGY INC                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $134341.65    | 0.06%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                         | DUKE ENERGY CORP                                                                 | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262310.75    | 0.13%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                         | DUKE ENERGY CORP                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99699.60     | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                  | DUKE ENERGY INDIANA LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67754.68     | 0.03%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                     | DUKE ENERGY OHIO INC                                                             | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746279.25    | 0.36%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                 | EBAY INC                                                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414268.50    | 0.20%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                               | ECOLAB INC                                                                       | CUSIP: 278865AW0<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23070.15     | 0.01%             | 2046-11-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                      | EL PASO ELECTRIC CO                                                              | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97703.54     | 0.05%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    355000 | PA      | $296832.90    | 0.14%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                                                              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91226.10     | 0.04%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1485531.00   | 0.71%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                 | ENBRIDGE ENERGY PARTNERS LP                                                      | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $141683.76    | 0.07%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC                                                                     | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $133540.20    | 0.06%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC                                                                     | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $512820.50    | 0.25%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | ENERGY TRANSFER LP                                                               | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $762131.25    | 0.37%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS                 | ENERGY TRANSFER LP                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $629886.64    | 0.30%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA 144A                            | ENGIE SA                                                                         | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $768190.50    | 0.37%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ENI SPA 144A                             | ENI SPA                                                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    295000 | PA      | $294785.54    | 0.14%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPERATING LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $371237.50    | 0.18%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPERATING LLC                                                | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $954340.80    | 0.46%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                        | EOG RESOURCES INC                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250498.75   | 0.60%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                       | ESSEX PORTFOLIO LP                                                               | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112339.50    | 0.05%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                              | EXELON CORP                                                                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $132644.20    | 0.06%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                              | EXELON CORP                                                                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279483.26    | 0.13%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP                                                                       | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    800000 | PA      | $670210.40    | 0.32%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP                                                                       | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $407127.00    | 0.20%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $370671.30    | 0.18%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $486135.65    | 0.23%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC CO                 | FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                             | CUSIP: 708696BV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $178477.86    | 0.09%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501127.00    | 0.24%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FISERV INC                               | FISERV INC                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    185000 | PA      | $146886.12    | 0.07%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FL ST DEV FIN CORP NOVA SE UNIV SER B    | FLORIDA DEVELOPMENT FINANCE CORP                                                 | CUSIP: 34061UEQ7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    375000 | PA      | $308731.54    | 0.15%             | 2050-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                 | FLORIDA POWER & LIGHT CO                                                         | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509657.50    | 0.24%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR CO                                                                    | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417993.00    | 0.20%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                       | FORD MOTOR CO                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160360.00    | 0.08%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    215000 | PA      | $231161.77    | 0.11%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHMS K137 A2                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460000 | PA      | $418503.91    | 0.20%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHMS K-150 A2                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265000 | PA      | $258034.45    | 0.12%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT-MCMORAN INC                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    395000 | PA      | $385094.98    | 0.18%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                | GATX CORP                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715836.10    | 0.34%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                        | GENERAL MOTORS CO                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $653112.00    | 0.31%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                        | GENERAL MOTORS CO                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    375000 | PA      | $404855.63    | 0.19%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRR INTRL ARPT AUTH MI REV TXBL SER A    | GERALD R FORD INTERNATIONAL AIRPORT AUTHORITY                                    | CUSIP: 373695BL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $225239.50    | 0.11%             | 2043-01-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $770004.90    | 0.37%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909998.10    | 0.44%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    950000 | PA      | $898326.65    | 0.43%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $471800.26    | 0.23%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX 144A              | GOODMAN US FINANCE SIX LLC                                                       | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $218453.55    | 0.10%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GRAND PKWY SYS FIRST TIER TOLL SR A TXBL | GRAND PARKWAY TRANSPORTATION CORP                                                | CUSIP: 38611TCQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1115993.85   | 0.53%             | 2049-10-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                       | GRUPO TELEVISA SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $703773.66    | 0.34%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                 | HACKENSACK MERIDIAN HEALTH INC                                                   | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    170000 | PA      | $142970.85    | 0.07%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC                                                                          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249616.00    | 0.12%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC                                                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    580000 | PA      | $503136.08    | 0.24%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $331036.00    | 0.16%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A            | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                               | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    845000 | PA      | $823268.29    | 0.39%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                         | HF SINCLAIR CORP                                                                 | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    805000 | PA      | $847846.13    | 0.41%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC/THE                                                               | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    850000 | PA      | $829654.40    | 0.40%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC/THE                                                               | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176349.40    | 0.08%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC                                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1048753.00   | 0.50%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $440582.00    | 0.21%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                      | ICE_CDX HY CDSI S45 5Y 12/20/2030 MSLN                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $652405.10    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $188477.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | ICE_CDX IG CDSI S45 10Y 12/20/2035 GSIL                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $96077.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $173509.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IL ST BAB MUNI ELEC AGY PWR SPLY         | ILLINOIS MUNICIPAL ELECTRIC AGENCY                                               | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84896.95     | 0.04%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT 144A            | INDIANAPOLIS POWER & LIGHT CO                                                    | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    740000 | PA      | $733298.56    | 0.35%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                             | ING GROEP NV                                                                     | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $523237.50    | 0.25%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                             | ING GROEP NV                                                                     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $217440.60    | 0.10%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                       | INGERSOLL RAND INC                                                               | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172759.27    | 0.08%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP                                                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452704.00    | 0.22%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                 | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278931.00    | 0.13%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERMOUNTAIN PWR AGY SPLY REV TXBL SR B | INTERMOUNTAIN POWER AGENCY                                                       | CUSIP: 45884AH97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1261086.38   | 0.60%             | 2045-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                   | INTERNATIONAL PAPER CO                                                           | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    139000 | PA      | $113836.69    | 0.05%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA 144A                 | INTESA SANPAOLO SPA                                                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    330000 | PA      | $365313.63    | 0.18%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                               | INTUIT INC                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115275.20    | 0.06%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                      | INVITATION HOMES OPERATING PARTNERSHIP LP                                        | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257135.88    | 0.12%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                   | IPALCO ENTERPRISES INC                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    825000 | PA      | $840078.53    | 0.40%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP 144A                   | ITC HOLDINGS CORP                                                                | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1044867.00   | 0.50%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                    | JACKSON FINANCIAL INC                                                            | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211167.30    | 0.10%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT 144A             | JERSEY CENTRAL POWER & LIGHT CO                                                  | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167741.81    | 0.08%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                 | JOHNSON CONTROLS INTERNATIONAL PLC                                               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $218714.75    | 0.10%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                              | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1042781.97   | 0.50%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192874.16    | 0.09%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $646578.75    | 0.31%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    730000 | PA      | $664547.47    | 0.32%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                              | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383619.20    | 0.18%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                    | KENTUCKY UTILITIES CO                                                            | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172270.60    | 0.08%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                    | KENTUCKY UTILITIES CO                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40966.68     | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                    | KEYSIGHT TECHNOLOGIES INC                                                        | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516608.00   | 0.73%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                         | KILROY REALTY LP                                                                 | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    350000 | PA      | $287956.90    | 0.14%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PART                | KINDER MORGAN ENERGY PARTNERS LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    195000 | PA      | $220466.61    | 0.11%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                     | KRAFT HEINZ FOODS CO                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $894448.00    | 0.43%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                | KROGER CO/THE                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    525000 | PA      | $508425.75    | 0.24%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC 144A            | LIBERTY MUTUAL GROUP INC                                                         | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161343.00    | 0.08%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                 | LLOYDS BANKING GROUP PLC                                                         | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $165043.40    | 0.08%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LA LOCAL GOVT ENVRN LA RESTOR TXBL SR A  | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $88611.08     | 0.04%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                    | LOUISVILLE GAS AND ELECTRIC CO                                                   | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40792.80     | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                    | LOUISVILLE GAS AND ELECTRIC CO                                                   | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86816.70     | 0.04%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                           | LOWE'S COS INC                                                                   | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299388.30    | 0.14%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                           | LOWE'S COS INC                                                                   | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227761.25    | 0.11%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                           | LOWE'S COS INC                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394154.40    | 0.19%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                         | LPL HOLDINGS INC                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359570.05    | 0.17%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                  | MAGNA INTERNATIONAL INC                                                          | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $282324.69    | 0.14%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MARATHON PETROLEUM CORP                  | MARATHON PETROLEUM CORP                                                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319977.00    | 0.15%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                            | MARS INC                                                                         | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227558.03    | 0.11%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                 | MARSH & MCLENNAN COS INC                                                         | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194434.20    | 0.09%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                 | MARSH & MCLENNAN COS INC                                                         | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157673.75    | 0.08%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                 | MARTIN MARIETTA MATERIALS INC                                                    | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191880.80   | 0.57%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                 | MARTIN MARIETTA MATERIALS INC                                                    | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    305000 | PA      | $255949.60    | 0.12%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MD ECON DEV SEAGIRT MARINE PRJ SER B     | MARYLAND ECONOMIC DEVELOPMENT CORP                                               | CUSIP: 57420NDK4<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    150000 | PA      | $128843.07    | 0.06%             | 2042-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                               | MASCO CORP                                                                       | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    360000 | PA      | $309372.12    | 0.15%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                          | MCDONALD'S CORP                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246386.75    | 0.12%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                          | MCDONALD'S CORP                                                                  | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73889.73     | 0.04%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                 | MEAD JOHNSON NUTRITION CO                                                        | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    550000 | PA      | $491055.40    | 0.24%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                           | MERCK & CO INC                                                                   | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    700000 | PA      | $612702.30    | 0.29%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1722803.20   | 0.83%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASH DAV CO TN VANDERBILT SER B | METROPOLITAN GOVERNMENT NASHVILLE & DAVIDSON COUNTY HEALTH & EDUCATIONAL FACS BD | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $57628.51     | 0.03%             | 2052-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| DC ARPT DULLES TOLL RD BAB TXBL          | METROPOLITAN WASHINGTON AIRPORTS AUTHORITY DULLES TOLL ROAD REVENUE              | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $501404.74    | 0.24%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $193990.00    | 0.09%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $497580.00    | 0.24%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    540000 | PA      | $593195.40    | 0.28%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1110000 | PA      | $1133476.50   | 0.54%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $296220.00    | 0.14%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MI ST FIN AUTH REV TRINITY HLTH TXB SR T | MICHIGAN FINANCE AUTHORITY                                                       | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    500000 | PA      | $460060.50    | 0.22%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                    | MICRON TECHNOLOGY INC                                                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    400000 | PA      | $308280.00    | 0.15%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $590401.50    | 0.28%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144988.06    | 0.07%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394526.00    | 0.19%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP                                                                          | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280243.50    | 0.13%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP                                                                          | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336734.63    | 0.16%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH GA TXB BABS               | MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1611000 | PA      | $1776823.94   | 0.85%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                               | NASDAQ INC                                                                       | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    340000 | PA      | $353521.46    | 0.17%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                               | NASDAQ INC                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    113000 | PA      | $87121.87     | 0.04%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                   | NBCUNIVERSAL MEDIA LLC                                                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1462096.90   | 0.70%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                          | NEVADA POWER CO                                                                  | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310198.80    | 0.15%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                          | NEVADA POWER CO                                                                  | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763193.25    | 0.37%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NYC TFA REV TXBL SUB MULTI MODEL SR I-2  | NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE          | CUSIP: 64972JUV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156333.14    | 0.07%             | 2040-05-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS 144A             | NEW YORK STATE ELECTRIC & GAS CORP                                               | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95288.04     | 0.05%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                             | NEWMONT CORP                                                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195354.12    | 0.09%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489173.50    | 0.23%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    585000 | PA      | $549492.26    | 0.26%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28992.56     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER CORP                                                        | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510355.50    | 0.24%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER CORP                                                        | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401315.85    | 0.19%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE FINANCE CORP                    | NISOURCE INC                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    260000 | PA      | $206220.04    | 0.10%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                 | NNN REIT INC                                                                     | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $209976.03    | 0.10%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                    | NORFOLK SOUTHERN CORP                                                            | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238731.50    | 0.11%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                    | NORFOLK SOUTHERN CORP                                                            | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243689.25    | 0.12%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                               | NUCOR CORP                                                                       | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64600.95     | 0.03%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV / NXP FUNDING LLC / NXP USA INC                                           | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    400000 | PA      | $303117.20    | 0.15%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                  | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505505.50    | 0.24%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    390000 | PA      | $376742.73    | 0.18%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $278250.00    | 0.13%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389531.25    | 0.19%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938585.00    | 0.45%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC                                                                        | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310970.12    | 0.15%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541170.50    | 0.26%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                        | ONEOK PARTNERS LP                                                                | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    250000 | PA      | $277814.50    | 0.13%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $724468.00    | 0.35%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1295862.50   | 0.62%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    630000 | PA      | $548780.40    | 0.26%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $767601.00    | 0.37%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $242245.50    | 0.12%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                            | OWENS CORNING                                                                    | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561859.65    | 0.27%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                   | PACIFIC GAS AND ELECTRIC CO                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215317.75    | 0.10%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PANAMA                                   | PANAMA GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    900000 | PA      | $688365.00    | 0.33%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                 | PATTERSON-UTI ENERGY INC                                                         | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90735.80     | 0.04%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                           | PECO ENERGY CO                                                                   | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963102.00    | 0.46%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERU                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     90000 | PA      | $92565.00     | 0.04%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERU                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    800000 | PA      | $698800.00    | 0.33%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | PETROLEOS MEXICANOS                                                              | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1175000 | PA      | $892060.00    | 0.43%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | PETROLEOS MEXICANOS                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $178640.74    | 0.09%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                  | PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $1265982.90   | 0.61%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                  | PIEDMONT NATURAL GAS CO INC                                                      | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260028.75    | 0.12%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113589.74    | 0.05%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247808.50    | 0.12%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                  | PPL CAPITAL FUNDING INC                                                          | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027109.00   | 0.49%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP                | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    235000 | PA      | $256286.07    | 0.12%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                  | PUBLIC SERVICE CO OF COLORADO                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94049.80     | 0.05%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE OPERATING CO                                                      | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53891.04     | 0.03%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| QATAR 144A                               | QATAR GOVERNMENT INTERNATIONAL BOND                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $181773.58    | 0.09%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                | RAIZEN FUELS FINANCE SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    540000 | PA      | $444741.54    | 0.21%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                | RAIZEN FUELS FINANCE SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $173118.25    | 0.08%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                       | REGENCY CENTERS LP                                                               | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429881.50    | 0.21%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                  | REINSURANCE GROUP OF AMERICA INC                                                 | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267546.00    | 0.13%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    750000 | PA      | $734591.50    | 0.35%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25801.88     | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                    | REYNOLDS AMERICAN INC                                                            | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157731.15    | 0.08%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                    | REYNOLDS AMERICAN INC                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595728.60    | 0.29%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS INC                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $228357.00    | 0.11%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS INC                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $203276.00    | 0.10%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS INC                                                        | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $660250.00    | 0.32%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                 | RTX CORP                                                                         | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $448542.80    | 0.22%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                       | RTX CORP                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1001476.30   | 0.48%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                          | SAN DIEGO GAS & ELECTRIC CO                                                      | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44060.89     | 0.02%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA INC                                                       | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    560000 | PA      | $598979.92    | 0.29%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: —       |
| SAUDI ARABIAN OIL CO                     | SAUDI ARABIAN OIL CO                                                             | CUSIP: YW2870692<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    530000 | PA      | $525508.25    | 0.25%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A            | SAUDI GOVERNMENT INTERNATIONAL BOND                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1000000 | PA      | $1068790.38   | 0.51%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A            | SAUDI GOVERNMENT INTERNATIONAL BOND                                              | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    370000 | PA      | $378291.58    | 0.18%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                     | SHELL FINANCE US INC                                                             | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875244.00    | 0.42%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP                                                          | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $282922.75    | 0.14%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206345.40    | 0.10%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE 144A                    | SOCIETE GENERALE SA                                                              | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    365000 | PA      | $384928.64    | 0.18%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                           | SOLVENTUM CORP                                                                   | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    732000 | PA      | $748802.33    | 0.36%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                 | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965421.00    | 0.46%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                      | SOUTHERN CALIFORNIA EDISON CO                                                    | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243365.75    | 0.12%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                      | SOUTHERN CALIFORNIA EDISON CO                                                    | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477474.00    | 0.23%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                      | SOUTHERN CALIFORNIA EDISON CO                                                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115373.10    | 0.06%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                      | SOUTHERN CALIFORNIA EDISON CO                                                    | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687189.30    | 0.33%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL CORP                                                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502519.00    | 0.24%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL CORP                                                     | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395847.50    | 0.19%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                              | SOUTHERN CO/THE                                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $511704.00    | 0.25%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                              | SOUTHERN CO/THE                                                                  | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    430000 | PA      | $402132.56    | 0.19%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP                                                             | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519359.50    | 0.25%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP                                                             | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $237839.00    | 0.11%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192610.50    | 0.09%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS 144A                | SOUTHERN NATURAL GAS CO LLC                                                      | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181537.96    | 0.09%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                 | SOUTHWESTERN PUBLIC SERVICE CO                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164997.76    | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                  | SPECTRA ENERGY PARTNERS LP                                                       | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117262.05    | 0.06%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A              | STANDARD CHARTERED PLC                                                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208023.80    | 0.10%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CA ST VAR PURP                           | STATE OF CALIFORNIA                                                              | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $588704.95    | 0.28%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                            | SUTTER HEALTH                                                                    | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96544.89     | 0.05%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                    | SUZANO NETHERLANDS BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    470000 | PA      | $467356.25    | 0.22%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-MOBILE USA INC                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $751936.90    | 0.36%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-MOBILE USA INC                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    925000 | PA      | $858467.53    | 0.41%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-MOBILE USA INC                                                                 | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    680000 | PA      | $679592.68    | 0.33%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund                                            | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   1507889 | NS      | $1507888.94   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                    | TAKEDA PHARMACEUTICAL CO LTD                                                     | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1023299.00   | 0.49%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67995.36     | 0.03%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP                                                             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105510.90    | 0.05%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY 144A            | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA                              | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183436.40    | 0.09%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                 | TELEFONICA EMISIONES SA                                                          | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1150000 | PA      | $1022090.10   | 0.49%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                 | TELEFONICA EMISIONES SA                                                          | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $460623.00    | 0.22%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TX NATURAL GAS SECZ FIN CORP TXBL TR A2  | TEXAS NATURAL GAS SECURITIZATION FINANCE CORP                                    | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $561912.66    | 0.27%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TX ST PRIV ACT NTE MAN PROJ TAXABLE SR B | TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP                          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $101107.28    | 0.05%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    470000 | PA      | $475444.95    | 0.23%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                 | TOTALENERGIES CAPITAL SA                                                         | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $479870.50    | 0.23%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                 | TOTALENERGIES CAPITAL SA                                                         | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $787179.20    | 0.38%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                           | TR FINANCE LLC                                                                   | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523996.00    | 0.25%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                    | TRANSCANADA PIPELINES LTD                                                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $476386.65    | 0.23%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                        | TRANSCANADA TRUST                                                                | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $119464.20    | 0.06%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                  | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                            | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $501520.75    | 0.24%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL        | TREASURY RESERVE FUND - Collateral                                               | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |   2779828 | NS      | $2779827.50   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC                                                                  | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $516606.20    | 0.25%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC                                                                  | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180143.54    | 0.09%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281022.18    | 0.13%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 144A                        | UBS GROUP AG                                                                     | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $151676.60    | 0.07%             | 2043-02-11      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 144A                        | UBS GROUP AG                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $212205.00    | 0.10%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 144A                        | UBS GROUP AG                                                                     | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $218915.80    | 0.10%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 144A                        | UBS GROUP AG                                                                     | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    235000 | PA      | $234650.56    | 0.11%             | 2045-09-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2475000 | PA      | $2476546.88   | 1.19%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $45882.03     | 0.02%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $569493.75    | 0.27%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2360000 | PA      | $2340364.07   | 1.12%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1670000 | PA      | $1754348.04   | 0.84%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4875000 | PA      | $5110942.40   | 2.45%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $186242.19    | 0.09%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2530000 | PA      | $2582576.56   | 1.24%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $1295071.29   | 0.62%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $562523.44    | 0.27%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1113449.22   | 0.53%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $832190.00    | 0.40%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $344714.00    | 0.17%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $302554.04    | 0.15%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $926577.00    | 0.44%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755585.25    | 0.36%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252828.00    | 0.12%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $621240.75    | 0.30%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547639.80    | 0.26%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF VA REF TAXABLE SER B             | UNIVERSITY OF VIRGINIA                                                           | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $189479.31    | 0.09%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26             | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -80 | NC      | $-1989.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26            | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -94 | NC      | $-36852.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26             | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -19 | NC      | $-1214.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                               | US BANCORP                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $345631.00    | 0.17%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| USH6 US LONG BOND(CBT) MAR26             | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       125 | NC      | $73065.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26             | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        96 | NC      | $74113.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH ACQUISITION SUB                     | UTAH ACQUISITION SUB INC                                                         | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205713.25    | 0.10%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                    | VALE OVERSEAS LTD                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $567603.30    | 0.27%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                       | VALERO ENERGY CORP                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $334911.00    | 0.16%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $583833.25    | 0.28%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $907736.25    | 0.44%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    786000 | PA      | $477628.62    | 0.23%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752705.25    | 0.36%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VA ST CMWLTH UNIV HLTH SYS TXBL A        | VIRGINIA COMMONWEALTH UNIVERSITY HEALTH SYSTEM AUTHORITY                         | CUSIP: 92778LBL3<br>LEI: 07ROV40HIZGU2Q6OXJ58 | Long             | DBT              | MUN               | US        |    105000 | PA      | $101856.51    | 0.05%             | 2044-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A            | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1057849.20   | 0.51%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A            | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $100313.55    | 0.05%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                       | VODAFONE GROUP PLC                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $785044.80    | 0.38%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A            | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | CUSIP: 928668BX9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261954.50    | 0.13%             | 2033-09-12      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                       | VOYA FINANCIAL INC                                                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503619.50    | 0.24%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                      | VULCAN MATERIALS CO                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267248.75   | 0.61%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                    | WASTE CONNECTIONS INC                                                            | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $116143.83    | 0.06%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1580094.00   | 0.76%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262058.25    | 0.13%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146511.60    | 0.07%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210819.00    | 0.10%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $287938.70    | 0.14%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                      | WELLS FARGO BANK NA                                                              | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $283533.00    | 0.14%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                         | WELLTOWER OP LLC                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    555000 | PA      | $568739.58    | 0.27%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                   | WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP                               | CUSIP: 956708AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $83190.17     | 0.04%             | 2048-06-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                 | WESTERN MIDSTREAM OPERATING LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    650000 | PA      | $573137.50    | 0.27%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MN MUNI PWR AGY SER A            | WESTERN MINNESOTA MUNICIPAL POWER AGENCY                                         | CUSIP: 958697LB8<br>LEI: 549300LFJK9CQSN2NJ11 | Long             | DBT              | MUN               | US        |    150000 | PA      | $129956.85    | 0.06%             | 2039-01-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| WILLIAMS PARTNERS LP                     | WILLIAMS COS INC/THE                                                             | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88761.70     | 0.04%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COS INC/THE                                                             | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755548.50    | 0.36%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                 | WILLIS NORTH AMERICA INC                                                         | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605361.60    | 0.29%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                               | ZOETIS INC                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277897.80    | 0.13%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                               | ZOETIS INC                                                                       | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709745.40    | 0.34%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-05

**Name of Applicant:** T. ROWE PRICE INSTITUTIONAL INCOME FUNDS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President