# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048926
**Filing Date:** 2023-3
**Character Count:** 309240
**Document Hash:** 929562e663c48b5e950bc017ddf6bb20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048926.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048926

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690570

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/Invesco Moderate Growth Allocation Portfolio (Series ID: S000064060)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000207186 | Class IB     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/Invesco Moderate Growth Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000064060

- **c. LEI of Series:** 549300CE3NOZ2OC5W939

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $228735487.00

**Total Liabilities:** $1292304.36

**Net Assets:** $227443182.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 25863.49000000 | **10-Year:** 31434.75000000 | **30-Year:** 288.85000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000207186 | 3.36%                | 4.91%                | -2.78%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-149825.85              | $3067444.96                                |
| Month 2  | $-5255673.83             | $8667961.82                                |
| Month 3  | $-98964.02               | $-5429322.06                               |

**Designated Index Information**

- **Index Name:** 40% BB U.S. Credit Corporate 5-10 Year Index / 24% MSCI EAFE Index / 4% S&P MidCap 400 Index / 28% S&P 500 Index / 4% Russell 2000 Index

- **Index Identifier:** BGCRSPUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                           | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786851.04    | 0.35%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CBRE Group, Inc.                               | CBRE Group, Inc., Class A                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       877 | NS      | $67493.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp.                      | Toyota Motor Credit Corp.                      | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    490000 | PA      | $446364.13    | 0.20%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                            | Brown & Brown, Inc.                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       666 | NS      | $37942.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                    | Host Hotels & Resorts, Inc.                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      1993 | NS      | $31987.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Intercontinental Exchange, Inc.                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1461 | NS      | $149883.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                 | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395389.15    | 0.17%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                 | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179185.48    | 0.08%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $448268.06    | 0.20%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                     | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381705.80    | 0.17%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5525 | NS      | $451613.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                   | Fiserv, Inc.                                   | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94907.80     | 0.04%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                          | Kraft Heinz Co. (The)                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      1636 | NS      | $66601.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                  | Entergy Corp.                                  | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    290000 | PA      | $244626.95    | 0.11%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                             | General Motors Co.                             | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192008.06    | 0.08%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | Walgreens Boots Alliance, Inc.                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      1925 | NS      | $71918.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                | Eaton Corp. plc                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1074 | NS      | $168564.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                              | Match Group, Inc.                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       733 | NS      | $30412.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                         | Monster Beverage Corp.                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       950 | NS      | $96453.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      1482 | NS      | $48698.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | Cadence Design Systems, Inc.                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       722 | NS      | $115982.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                     | Archer-Daniels-Midland Co.                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1461 | NS      | $135653.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                     | Pool Corp.                                     | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       119 | NS      | $35977.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                              | Exxon Mobil Corp.                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     10661 | NS      | $1175908.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                           | Vulcan Materials Co.                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       326 | NS      | $57085.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc.                     | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154004.99    | 0.07%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc., Class A                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     14936 | NS      | $1317803.28   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                            | Union Pacific Corp.                            | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101404.34    | 0.04%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                         | Dow Chemical Co. (The)                         | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83730.51     | 0.04%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.               | BP Capital Markets America, Inc.               | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386642.20    | 0.17%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington, Inc.   | Expeditors International of Washington, Inc.   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       444 | NS      | $46140.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                  | Walmart, Inc.                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3546 | NS      | $502787.34    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                               | Zions Bancorp NA                               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       433 | NS      | $21286.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                | CME Group, Inc.                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       877 | NS      | $147476.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis Capital Corp.                         | Novartis Capital Corp.                         | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63711.29     | 0.03%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corp.                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1069 | NS      | $135613.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                          | PayPal Holdings, Inc.                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2963 | NS      | $211024.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Energy Co.                  | Berkshire Hathaway Energy Co.                  | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74282.97     | 0.03%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                         | Waste Management, Inc.                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       960 | NS      | $150604.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                     | Microchip Technology, Inc.                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1130 | NS      | $79382.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                 | Amphenol Corp., Class A                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1471 | NS      | $112001.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                    | Loews Corp.                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       640 | NS      | $37331.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                   | AMETEK, Inc.                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       610 | NS      | $85229.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BlackRock, Inc.                                | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    173000 | PA      | $140726.45    | 0.06%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                     | Chubb Ltd.                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      1151 | NS      | $253910.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc.                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1291 | NS      | $65802.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                   | Mizuho Financial Group, Inc.                   | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $470947.65    | 0.21%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                    | Huntington Bancshares, Inc.                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      2762 | NS      | $38944.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                             | CoStar Group, Inc.                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $1236.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                       | HP, Inc.                                       | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     92000 | PA      | $84440.38     | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp.                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      6165 | NS      | $900953.10    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                  | Equifax, Inc.                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       310 | NS      | $60251.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                     | PG&E Corp.                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      4517 | NS      | $73446.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     21049 | NS      | $1768116.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                   | Fiserv, Inc.                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    425000 | PA      | $383721.58    | 0.17%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                    | L3Harris Technologies, Inc.                    | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144882.72    | 0.06%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    650000 | PA      | $505833.25    | 0.22%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corp.                                | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    345000 | PA      | $319184.72    | 0.14%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies, Inc.                    | FleetCor Technologies, Inc.                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       243 | NS      | $44634.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | Xylem, Inc.                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       481 | NS      | $53184.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | Essex Property Trust, Inc.                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       176 | NS      | $37297.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                           | Carrier Global Corp.                           | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253417.83    | 0.11%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.           | Mitsubishi UFJ Financial Group, Inc.           | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $383552.76    | 0.17%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                | Hilton Worldwide Holdings, Inc.                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       748 | NS      | $94517.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc.                    | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197225.44    | 0.09%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                              | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $426252.97    | 0.19%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                      | NVR, Inc.                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        22 | NS      | $101476.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                         | Northrop Grumman Corp.                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       403 | NS      | $219880.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.          | Sumitomo Mitsui Financial Group, Inc.          | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $158842.94    | 0.07%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                         | Northrop Grumman Corp.                         | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278580.33    | 0.12%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                      | KLA Corp.                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       403 | NS      | $151943.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc.        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       310 | NS      | $48666.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                       | Bristol-Myers Squibb Co.                       | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    439000 | PA      | $408807.25    | 0.18%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                               | Kroger Co. (The)                               | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96579.80     | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                         | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173856.94    | 0.08%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                       | Bristol-Myers Squibb Co.                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      5901 | NS      | $424576.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                              | Gen Digital, Inc.                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1461 | NS      | $31309.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                   | Waters Corp.                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       207 | NS      | $70914.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly and Co.                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2107 | NS      | $770824.88    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                  | Danaher Corp.                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1611 | NS      | $427591.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                  | Stryker Corp.                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       800 | NS      | $195592.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy, Series R                    | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $312142.08    | 0.14%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                          | Walt Disney Co. (The)                          | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92245.19     | 0.04%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                             | General Motors Co.                             | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280092.93    | 0.12%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166391.44    | 0.07%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                          | J M Smucker Co. (The)                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       326 | NS      | $51657.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                         | Howmet Aerospace, Inc.                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       960 | NS      | $37833.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                    | Cigna Corp.                                    | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    470000 | PA      | $454421.52    | 0.20%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc., Class C                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15328 | NS      | $1360053.44   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                  | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167248.80    | 0.07%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                         | Costco Wholesale Corp.                         | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    163000 | PA      | $133995.96    | 0.06%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                              | Xcel Energy, Inc.                              | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95314.22     | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                    | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $382025.07    | 0.17%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                  | Cummins, Inc.                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       418 | NS      | $101277.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                    | Intel Corp.                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     11207 | NS      | $296201.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                        | Boston Scientific Corp.                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3577 | NS      | $165507.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                   | Intuit, Inc.                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       640 | NS      | $249100.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.          | International Business Machines Corp.          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2190 | NS      | $308549.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | Marriott International, Inc., Class A          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       681 | NS      | $101394.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                            | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205152.38    | 0.09%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                | BlackRock, Inc.                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       310 | NS      | $219675.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                               | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $604137.50    | 0.27%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                              | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    231000 | PA      | $215325.96    | 0.09%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                   | Biogen, Inc.                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       454 | NS      | $125721.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc., Class A            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       403 | NS      | $93395.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1094 | NS      | $113863.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)            | Bank of New York Mellon Corp. (The)            | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191521.94    | 0.08%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    510000 | PA      | $406578.63    | 0.18%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                       | SBA Communications Corp.                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       243 | NS      | $68115.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc.                                  | ABIOMED, Inc., CVR                             | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |       119 | NS      | $178.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc.                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       542 | NS      | $69912.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                          | Everest Re Group Ltd.                          | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |        78 | NS      | $25839.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                    | CH Robinson Worldwide, Inc.                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       382 | NS      | $34975.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                               | Kroger Co. (The)                               | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81395.00     | 0.04%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.             | Mettler-Toledo International, Inc.             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        78 | NS      | $112745.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     42773 | NS      | $5557495.89   | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed, Inc.                                   | ResMed, Inc.                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       382 | NS      | $79505.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital International SA         | TotalEnergies Capital International SA         | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $180745.36    | 0.08%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc. | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       134 | NS      | $29198.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                  | Moody's Corp.                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       403 | NS      | $112283.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC           | Charter Communications Operating LLC           | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $283125.00    | 0.12%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                    | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39557.61     | 0.02%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc.                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1094 | NS      | $261312.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $601590.15    | 0.26%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                            | Union Pacific Corp.                            | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172943.42    | 0.08%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                   | Fiserv, Inc.                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1404 | NS      | $141902.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                    | Toronto-Dominion Bank (The)                    | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95337.58     | 0.04%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                             | Devon Energy Corp.                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       950 | NS      | $58434.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                           | NextEra Energy, Inc.                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4946 | NS      | $413485.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                         | Southwest Airlines Co.                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1162 | NS      | $39124.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                               | Boeing Co. (The)                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1322 | NS      | $251827.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                      | Fox Corp., Class A                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       821 | NS      | $24933.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                  | Jack Henry & Associates, Inc.                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       207 | NS      | $36340.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                              | BAT Capital Corp.                              | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83274.09     | 0.04%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                   | Exelon Corp.                                   | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139380.62    | 0.06%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                     | TransCanada PipeLines Ltd.                     | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $165880.58    | 0.07%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc.                          | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167186.46    | 0.07%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corp.                               | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184012.80    | 0.08%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                    | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $304652.21    | 0.13%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                               | S&P Global, Inc.                               | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384396.98    | 0.17%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                  | Gartner, Inc.                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       243 | NS      | $81682.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                       | Motorola Solutions, Inc.                       | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190747.02    | 0.08%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                  | Trimble, Inc.                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       578 | NS      | $29223.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                              | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93308.51     | 0.04%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                  | Walmart, Inc.                                  | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    480000 | PA      | $392685.60    | 0.17%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                | Air Lease Corp.                                | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83332.10     | 0.04%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $374943.08    | 0.16%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                              | Ross Stores, Inc.                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       909 | NS      | $105507.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                            | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77632.58     | 0.03%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                  | Snap-on, Inc.                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       156 | NS      | $35644.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                           | American Express Co.                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1647 | NS      | $243344.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                              | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185034.44    | 0.08%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                               | Kroger Co. (The)                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      2086 | NS      | $92993.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                             | DISH Network Corp., Class A                    | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       594 | NS      | $8339.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                           | Allstate Corp. (The)                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       800 | NS      | $108480.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                     | Digital Realty Trust, Inc.                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       491 | NS      | $49232.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust                          | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       284 | NS      | $31773.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       909 | NS      | $57830.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                          | Global Payments, Inc.                          | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106936.05    | 0.05%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6614 | NS      | $1168363.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell International Finance BV                 | Shell International Finance BV                 | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $208346.78    | 0.09%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6479 | NS      | $718845.05    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc., Class A                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2231 | NS      | $775785.63    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523014.35    | 0.23%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                 | DTE Energy Co.                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       481 | NS      | $56531.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     18395 | NS      | $338651.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                             | Hormel Foods Corp.                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       681 | NS      | $31019.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                         | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151777.72    | 0.07%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                       | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381844.92    | 0.17%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                   | Pfizer, Inc.                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     13949 | NS      | $714746.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                        | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170311.90    | 0.07%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                             | State Street Corp.                             | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140401.68    | 0.06%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                | Welltower, Inc.                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319702.92    | 0.14%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bio-Techne Corp.                               | Bio-Techne Corp.                               | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       393 | NS      | $32571.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc.                                  | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    315000 | PA      | $274837.50    | 0.12%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pentair plc                                    | Pentair plc                                    | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       491 | NS      | $22085.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                       | Bristol-Myers Squibb Co.                       | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174180.80    | 0.08%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                    | Amgen, Inc.                                    | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281714.40    | 0.12%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                          | Las Vegas Sands Corp.                          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       867 | NS      | $41676.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84713.85     | 0.04%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                   | Marriott International, Inc., Series FF        | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    134000 | PA      | $125685.70    | 0.06%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                 | Teleflex, Inc.                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       156 | NS      | $38942.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global                               | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223059.88    | 0.10%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                               | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $402718.50    | 0.18%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                    | Tesla, Inc.                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      5788 | NS      | $712965.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                  | Chevron Corp.                                  | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $188768.38    | 0.08%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                          | Arista Networks, Inc.                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       610 | NS      | $74023.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corp.                       | John Deere Capital Corp.                       | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101880.36    | 0.04%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                             | Atmos Energy Corp.                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       310 | NS      | $34741.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                        | Regions Financial Corp.                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2411 | NS      | $51981.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                 | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286980.72    | 0.13%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust                | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $20915.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                       | Becton Dickinson and Co.                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       681 | NS      | $173178.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                    | Intel Corp.                                    | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86036.23     | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                              | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324571.94    | 0.14%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                    | Nucor Corp.                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       748 | NS      | $98593.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | Juniper Networks, Inc.                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       785 | NS      | $25088.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc.                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1011 | NS      | $100554.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                      | Aptiv plc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       681 | NS      | $63421.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                      | LKQ Corp.                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       826 | NS      | $44116.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                   | Discovery Communications LLC                   | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    186000 | PA      | $165475.25    | 0.07%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc., Class B           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1760 | NS      | $305958.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                            | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84112.65     | 0.04%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                   | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    550000 | PA      | $434881.04    | 0.19%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                              | Genuine Parts Co.                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       382 | NS      | $66280.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                     | Simon Property Group, Inc.                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       769 | NS      | $90342.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corp.                            | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163765.06    | 0.07%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                 | Hewlett Packard Enterprise Co.                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      3262 | NS      | $52061.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British Telecommunications plc                 | British Telecommunications plc                 | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $209781.25    | 0.09%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                  | Raymond James Financial, Inc.                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       481 | NS      | $51394.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                   | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256622.46    | 0.11%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                              | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120895.19    | 0.05%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                  | Viatris, Inc.                                  | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58609.28     | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc             | Johnson Controls International plc             | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      2024 | NS      | $129536.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                  | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379251.48    | 0.17%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp.                            | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130392.77    | 0.06%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                 | Teradyne, Inc.                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       444 | NS      | $38783.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransCanada PipeLines Ltd.                     | TransCanada PipeLines Ltd.                     | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $189963.46    | 0.08%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                 | Assurant, Inc.                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       176 | NS      | $22010.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | Molina Healthcare, Inc.                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       156 | NS      | $51514.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                               | Globe Life, Inc.                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       299 | NS      | $36044.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                            | First Republic Bank                            | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       444 | NS      | $54119.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                    | Raytheon Technologies Corp.                    | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    480000 | PA      | $460804.80    | 0.20%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                      | PTC, Inc.                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       248 | NS      | $29769.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)  | Hartford Financial Services Group, Inc. (The)  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       919 | NS      | $69687.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                     | Lamb Weston Holdings, Inc.                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       341 | NS      | $30471.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WRKCo., Inc.                                   | WRKCo., Inc.                                   | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $366837.52    | 0.16%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                        | Progressive Corp. (The)                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1404 | NS      | $182112.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                            | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    170000 | PA      | $146171.05    | 0.06%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                    | Warner Bros Discovery, Inc.                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      5700 | NS      | $54036.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156257.79    | 0.07%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.      | Westinghouse Air Brake Technologies Corp.      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       481 | NS      | $48008.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)       | PNC Financial Services Group, Inc. (The)       | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228871.75    | 0.10%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                      | Aon Corp.                                      | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256447.17    | 0.11%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2752 | NS      | $869246.72    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc.                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1565 | NS      | $131225.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.          | Sumitomo Mitsui Financial Group, Inc.          | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $390693.29    | 0.17%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                   | Pacific Gas and Electric Co.                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155852.20    | 0.07%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                 | Illumina, Inc.                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       382 | NS      | $77240.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                              | NatWest Group plc                              | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $377217.40    | 0.17%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                 | Comerica, Inc.                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       403 | NS      | $26940.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                               | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276321.30    | 0.12%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                          | McCormick & Co., Inc. (Non-Voting)             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       610 | NS      | $50562.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                                  | Newmont Corp.                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2024 | NS      | $95532.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                             | EPAM Systems, Inc.                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       156 | NS      | $51127.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp.                                  | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205690.66    | 0.09%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                       | Advance Auto Parts, Inc.                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       176 | NS      | $25877.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $611654.72    | 0.27%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                      | UDR, Inc.                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       681 | NS      | $26375.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc.                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       444 | NS      | $40461.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                         | Trane Technologies plc                         | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       610 | NS      | $102534.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                          | Dentsply Sirona, Inc.                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       640 | NS      | $20377.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                 | Takeda Pharmaceutical Co. Ltd.                 | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $327354.08    | 0.14%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3118 | NS      | $102582.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co., Inc.                 | American Water Works Co., Inc.                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       444 | NS      | $67674.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp.                         | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126404.97    | 0.06%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                         | Lincoln National Corp.                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       542 | NS      | $16650.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP                    | Targa Resources Partners LP                    | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $270602.28    | 0.12%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                 | VeriSign, Inc.                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       243 | NS      | $49921.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                  | Hologic, Inc.                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       707 | NS      | $52890.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                           | Enphase Energy, Inc.                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       310 | NS      | $82137.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)       | PNC Financial Services Group, Inc. (The)       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1125 | NS      | $177682.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                               | Weyerhaeuser Co.                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1813 | NS      | $56203.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                     | Cincinnati Financial Corp.                     | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       336 | NS      | $34403.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                            | Expedia Group, Inc.                            | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91666.00     | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                   | CarMax, Inc.                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       418 | NS      | $25452.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $264676.13    | 0.12%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                              | WW Grainger, Inc.                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       119 | NS      | $66193.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                             | Energy Transfer LP                             | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247877.50    | 0.11%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                     | Travelers Cos., Inc. (The)                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       681 | NS      | $127680.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                              | First Solar, Inc.                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       270 | NS      | $40443.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc.                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       640 | NS      | $51590.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                   | Chipotle Mexican Grill, Inc.                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $122099.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                    | Adobe, Inc.                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1223 | NS      | $411576.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp.                          | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       403 | NS      | $25187.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                     | Hess Corp.                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       707 | NS      | $100266.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc.                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4667 | NS      | $213328.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                       | iShares Core S&P 500 ETF                       | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             |  | RF                | US        |      5799 | NS      | $2228033.79   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                              | PerkinElmer, Inc.                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       326 | NS      | $45711.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrazeneca Finance LLC                        | Astrazeneca Finance LLC                        | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128933.10    | 0.06%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                     | Charles Schwab Corp. (The)                     | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136179.80    | 0.06%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                    | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104857.86    | 0.05%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                 | Shell International Finance BV                 | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $176395.96    | 0.08%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                         | General Dynamics Corp.                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       583 | NS      | $144648.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                           | Dollar General Corp.                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       681 | NS      | $167696.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                             | Energy Transfer LP                             | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96494.95     | 0.04%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                             | Ralph Lauren Corp.                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       156 | NS      | $16484.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                 | Autodesk, Inc.                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       542 | NS      | $101283.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                               | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    452000 | PA      | $371909.53    | 0.16%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                    | Deere & Co.                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       790 | NS      | $338720.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                              | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384791.32    | 0.17%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | Bio-Rad Laboratories, Inc., Class A            | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        63 | NS      | $26490.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                    | Sysco Corp.                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1239 | NS      | $94721.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                          | TransDigm Group, Inc.                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $84373.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                     | MarketAxess Holdings, Inc.                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       119 | NS      | $33187.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                | Universal Health Services, Inc., Class B       | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       212 | NS      | $29868.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                   | Royal Caribbean Cruises Ltd.                   | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |       418 | NS      | $20661.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                   | Ventas, Inc.                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       909 | NS      | $40950.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184126.00    | 0.08%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P Mid-Cap ETF                   | iShares Core S&P Mid-Cap ETF                   | CUSIP: 464287507<br>LEI: 549300ODQWH5PC0IUZ78 | Long             |  | RF                | US        |       787 | NS      | $190367.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                  | Entergy Corp.                                  | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253976.16    | 0.11%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc.                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       851 | NS      | $81108.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371851.68    | 0.16%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                            | Newell Brands, Inc.                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      1012 | NS      | $13236.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                         | Freeport-McMoRan, Inc.                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      3923 | NS      | $149074.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                             | Southern Co. (The)                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2602 | NS      | $185808.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                     | MSCI, Inc.                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       222 | NS      | $103267.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                             | Kimco Realty Corp.                             | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       960 | NS      | $20332.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                     | Sherwin-Williams Co. (The)                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       640 | NS      | $151891.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                 | Celanese Corp.                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       326 | NS      | $33330.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                    | Prologis LP                                    | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251682.45    | 0.11%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                       | Diamondback Energy, Inc.                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       403 | NS      | $55122.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5700 | NS      | $257811.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc.                             | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250425.06    | 0.11%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                    | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424857.15    | 0.19%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                       | Becton Dickinson and Co.                       | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39740.77     | 0.02%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc.                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198417.88    | 0.09%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.           | Mitsubishi UFJ Financial Group, Inc.           | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $300787.73    | 0.13%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV, Class A          | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       681 | NS      | $56543.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                  | Corteva, Inc.                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1993 | NS      | $117148.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                       | Roper Technologies, Inc.                       | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153974.08    | 0.07%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| News Corp.                                     | News Corp., Class A                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       960 | NS      | $17472.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Pass Liquefaction LLC                   | Sabine Pass Liquefaction LLC                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141103.40    | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.              | American Electric Power Co., Inc., Series J    | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215055.97    | 0.09%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc., Series C                | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353789.68    | 0.16%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                 | Southern California Edison Co.                 | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165006.70    | 0.07%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                             | VICI Properties LP                             | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323680.00    | 0.14%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                    | Intel Corp.                                    | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164581.20    | 0.07%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                    | L3Harris Technologies, Inc.                    | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192883.76    | 0.08%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corp.                               | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95869.33     | 0.04%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                               | S&P Global, Inc.                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       909 | NS      | $304460.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                  | Honeywell International, Inc.                  | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    320000 | PA      | $263836.42    | 0.12%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc.                               | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113142.23    | 0.05%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                      | APA Corp.                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       909 | NS      | $42432.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                   | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $194910.33    | 0.09%             | 2031-06-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                            | MSCI EAFE E-Mini Index                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       384 | NC      | $-848744.29   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                   | Ameren Corp.                                   | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132461.01    | 0.06%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                               | Clorox Co. (The)                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       326 | NS      | $45747.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                      | Linde plc                                      | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      1322 | NS      | $431209.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp.                         | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93974.73     | 0.04%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       785 | NS      | $65814.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                              | Exxon Mobil Corp.                              | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284706.99    | 0.13%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                   | Nasdaq, Inc.                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       754 | NS      | $46257.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                 | AutoZone, Inc.                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        88 | NS      | $217023.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)          | Interpublic Group of Cos., Inc. (The)          | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       909 | NS      | $30278.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services                    | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       800 | NS      | $78264.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | Otis Worldwide Corp.                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1011 | NS      | $79171.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | Darden Restaurants, Inc.                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       310 | NS      | $42882.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp.                                   | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87640.95     | 0.04%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                          | Walt Disney Co. (The)                          | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342865.40    | 0.15%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                  | Rollins, Inc.                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       522 | NS      | $19073.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                  | Fortive Corp.                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       785 | NS      | $50436.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                   | Pacific Gas and Electric Co.                   | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $386880.39    | 0.17%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                      | Fox Corp., Class B                             | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       433 | NS      | $12318.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                       | Lloyds Banking Group plc                       | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189183.64    | 0.08%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                | Live Nation Entertainment, Inc.                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       382 | NS      | $26640.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1011 | NS      | $565280.43    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                 | McKesson Corp.                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       454 | NS      | $170304.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                       | Roper Technologies, Inc.                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       243 | NS      | $104997.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                    | ANSYS, Inc.                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       222 | NS      | $53632.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.              | American Electric Power Co., Inc.              | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155933.13    | 0.07%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                | Whirlpool Corp.                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       176 | NS      | $24896.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                         | Alaska Air Group, Inc.                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       305 | NS      | $13096.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4486 | NS      | $492517.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corp.                               | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125790.54    | 0.06%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Westrock Co.                                   | Westrock Co.                                   | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       707 | NS      | $24858.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Appalachian Power Co.                          | Appalachian Power Co., Series AA               | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165310.40    | 0.07%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                        | International Paper Co.                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       919 | NS      | $31824.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc., Class A                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6035 | NS      | $726251.90    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                             | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $372373.44    | 0.16%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                  | Medtronic plc                                  | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      3402 | NS      | $264403.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                 | United Airlines Holdings, Inc.                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       593 | NS      | $22356.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.               | Air Products and Chemicals, Inc.               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       568 | NS      | $175091.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1188 | NS      | $110436.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                         | Costco Wholesale Corp.                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1094 | NS      | $499411.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom International Finance BV      | Deutsche Telekom International Finance BV      | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $354543.57    | 0.16%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                           | Carrier Global Corp.                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2029 | NS      | $83696.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Energy Co.                  | Berkshire Hathaway Energy Co.                  | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138089.79    | 0.06%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                            | S&P Midcap 400 E-Mini Index                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        22 | NC      | $-157169.41   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                         | Generac Holdings, Inc.                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       156 | NS      | $15702.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                         | Keurig Dr Pepper, Inc.                         | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    201000 | PA      | $197324.09    | 0.09%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                   | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $286965.00    | 0.13%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                          | PayPal Holdings, Inc.                          | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    209000 | PA      | $182478.84    | 0.08%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                           | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138135.75    | 0.06%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                               | Nevada Power Co., Series CC                    | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74840.96     | 0.03%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc.                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       455 | NS      | $77836.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                       | VF Corp.                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       785 | NS      | $21673.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                        | Aon plc, Class A                               | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       610 | NS      | $183085.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3898 | NS      | $394516.58    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB Financial Group                            | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       156 | NS      | $35901.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                            | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335473.71    | 0.15%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                       | Willis Towers Watson plc                       | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       326 | NS      | $79733.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Chemical Co. (The)                         | Dow Chemical Co. (The)                         | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80749.87     | 0.04%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                     | IDEX Corp.                                     | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       222 | NS      | $50689.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                 | Carnival Corp.                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      1048 | NS      | $8446.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric and Gas Co.            | Public Service Electric & Gas Co.              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119905.19    | 0.05%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Robert Half International, Inc.                | Robert Half International, Inc.                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       336 | NS      | $24806.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp.                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       800 | NS      | $50744.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp.                             | Marathon Oil Corp.                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2256 | NS      | $61069.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                           | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $586964.77    | 0.26%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                              | Georgia Power Co.                              | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241403.95    | 0.11%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                  | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266827.26    | 0.12%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                         | Keurig Dr Pepper, Inc.                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1813 | NS      | $64651.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190450.22    | 0.08%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                         | Invitation Homes, Inc.                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $1244.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | Arch Capital Group Ltd.                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      1028 | NS      | $64537.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    620000 | PA      | $580439.54    | 0.26%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp., Class A                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     11367 | NS      | $397503.99    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                 | Fortinet, Inc.                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1621 | NS      | $79250.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                              | Xcel Energy, Inc.                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1322 | NS      | $92685.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                     | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472163.10    | 0.21%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp.                                  | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192324.52    | 0.08%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                           | Conagra Brands, Inc.                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1239 | NS      | $47949.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | Russell 2000 E-Mini Index                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        66 | NC      | $-207503.73   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                               | S&P Global, Inc.                               | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176384.40    | 0.08%             | 2029-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                       | Motorola Solutions, Inc.                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       403 | NS      | $103857.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding, Inc.                     | Ceridian HCM Holding, Inc.                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       341 | NS      | $21875.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                       | Lumen Technologies, Inc.                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      2587 | NS      | $13504.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                           | General Electric Co.                           | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $177721.68    | 0.08%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                              | Ulta Beauty, Inc.                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       156 | NS      | $73174.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | Cardinal Health, Inc.                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       800 | NS      | $61496.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.          | Public Service Enterprise Group, Inc.          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1239 | NS      | $75913.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                     | News Corp., Class B                            | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       593 | NS      | $10934.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                     | Charles Schwab Corp. (The)                     | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263867.16    | 0.12%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings           | Laboratory Corp. of America Holdings           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       243 | NS      | $57221.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                            | Expedia Group, Inc.                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $28557.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $497303.46    | 0.22%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA         | TotalEnergies Capital International SA         | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $186397.14    | 0.08%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc.                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1094 | NS      | $322598.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                       | Arthur J Gallagher & Co.                       | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       455 | NS      | $85785.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                          | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168248.04    | 0.07%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      3639 | NS      | $158696.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                      | PPL Corp.                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1786 | NS      | $52186.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                   | Dexcom, Inc.                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       919 | NS      | $104067.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.                      | Activision Blizzard, Inc.                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      1925 | NS      | $147358.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     10056 | NS      | $415212.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                          | Westpac Banking Corp.                          | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $174176.86    | 0.08%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                      | Rockwell Automation, Inc.                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       310 | NS      | $79846.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global                               | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107022.75    | 0.05%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc.                            | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193835.34    | 0.09%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                   | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110729.63    | 0.05%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)       | PNC Financial Services Group, Inc. (The)       | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $228832.29    | 0.10%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $412699.60    | 0.18%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                    | Deere & Co.                                    | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449209.10    | 0.20%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                              | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $507953.33    | 0.22%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2550 | NS      | $44421.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                         | 3M Co.                                         | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138282.56    | 0.06%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc.          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       310 | NS      | $45157.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund, IM Shares    | JPMorgan Prime Money Market Fund, IM Shares    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  45468903 | NS      | $45491637.87  | 20.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                               | W R Berkley Corp.                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       666 | NS      | $48331.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc.                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10639 | NS      | $506841.96    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                  | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143151.09    | 0.06%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                            | Expedia Group, Inc.                            | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $161807.50    | 0.07%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                   | Exelon Corp.                                   | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217732.98    | 0.10%             | 2032-03-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corp.                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3014 | NS      | $298988.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                          | Nomura Holdings, Inc.                          | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $334958.92    | 0.15%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                  | Centene Corp.                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168668.00    | 0.07%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                          | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $914427.70    | 0.40%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                           | Conagra Brands, Inc.                           | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    206000 | PA      | $201018.61    | 0.09%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3500 | NS      | $632310.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corp.                            | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169845.26    | 0.07%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                         | Freeport-McMoRan, Inc.                         | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $250339.33    | 0.11%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                  | Corning, Inc.                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1957 | NS      | $62506.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.          | Sumitomo Mitsui Financial Group, Inc.          | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $329451.92    | 0.14%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                  | Walmart, Inc.                                  | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362395.05    | 0.16%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1813 | NS      | $59484.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp.                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1347 | NS      | $56493.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co., Inc.             | General Motors Financial Co., Inc.             | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253193.70    | 0.11%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp., Class A  | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1404 | NS      | $80294.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8069 | NS      | $1082052.90   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                      | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $366438.51    | 0.16%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | Huntington Ingalls Industries, Inc.            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        98 | NS      | $22606.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                     | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155173.10    | 0.07%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                 | NiSource, Inc.                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       950 | NS      | $26049.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp.                         | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92303.49     | 0.04%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                               | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93407.94     | 0.04%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.               | JB Hunt Transport Services, Inc.               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       243 | NS      | $42369.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                       | Berkshire Hathaway, Inc., Class B              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4936 | NS      | $1524730.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3789 | NS      | $322140.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                              | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $351162.08    | 0.15%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC           | Charter Communications Operating LLC           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $291941.21    | 0.13%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                           | PPG Industries, Inc.                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       610 | NS      | $76701.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                              | T-Mobile US, Inc.                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       800 | NS      | $112000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                           | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $527218.44    | 0.23%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                          | Quanta Services, Inc.                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       326 | NS      | $46455.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc.                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      3738 | NS      | $242110.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                          | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46675.87     | 0.02%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                           | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85107.37     | 0.04%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                     | Constellation Energy Corp.                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       821 | NS      | $70778.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                     | Ball Corp.                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       800 | NS      | $40912.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corp.                               | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131847.48    | 0.06%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                       | HP, Inc.                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3820 | NS      | $102643.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                   | Vertex Pharmaceuticals, Inc.                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       640 | NS      | $184819.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1967 | NS      | $391905.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                           | Analog Devices, Inc.                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1378 | NS      | $226033.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd.                              | Schlumberger Ltd.                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      3402 | NS      | $181870.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                          | Colgate-Palmolive Co.                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2137 | NS      | $168374.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                          | iShares MSCI EAFE ETF                          | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             |  | RF                | US        |      1040 | NS      | $68265.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                        | Applied Materials, Inc.                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2256 | NS      | $219689.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                      | Cboe Global Markets, Inc.                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       310 | NS      | $38895.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                         | 3M Co.                                         | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85173.06     | 0.04%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                 | QUALCOMM, Inc.                                 | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116235.20    | 0.05%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc.                               | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183154.92    | 0.08%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                               | Salesforce, Inc.                               | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119843.91    | 0.05%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.            | Take-Two Interactive Software, Inc.            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       243 | NS      | $25303.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                      | EQT Corp.                                      | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       991 | NS      | $33525.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                    | Cheniere Energy Partners LP                    | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    219000 | PA      | $197632.17    | 0.09%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                     | NIKE, Inc.                                     | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44818.94     | 0.02%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                   | Exelon Corp.                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2458 | NS      | $106259.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | Henry Schein, Inc.                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       326 | NS      | $26037.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | Brown-Forman Corp., Class B                    | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       418 | NS      | $27454.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                       | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $313175.03    | 0.14%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.       | International Flavors & Fragrances, Inc.       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       996 | NS      | $104420.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                  | Chevron Corp.                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4915 | NS      | $882193.35    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                    | Cigna Corp.                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       986 | NS      | $326701.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                               | Boeing Co. (The)                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1072284.40   | 0.47%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                             | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $152094.16    | 0.07%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                        | Mohawk Industries, Inc.                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       156 | NS      | $15946.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                    | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172353.66    | 0.08%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                      | HCA, Inc.                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $422359.50    | 0.19%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                       | F5, Inc.                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       156 | NS      | $22387.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                | AstraZeneca plc                                | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $118911.18    | 0.05%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $611273.39    | 0.27%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                | Seagate Technology Holdings plc                | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       583 | NS      | $30671.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                    | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188880.66    | 0.08%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                   | Target Corp.                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1264 | NS      | $188386.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | Stanley Black & Decker, Inc.                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       403 | NS      | $30273.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                   | Zimmer Biomet Holdings, Inc.                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       491 | NS      | $62602.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.                  | American Airlines Group, Inc.                  | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1079 | NS      | $13724.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                              | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    220000 | PA      | $179680.03    | 0.08%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                             | Energy Transfer LP                             | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339659.67    | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                | Halliburton Co.                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2256 | NS      | $88773.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                              | Campbell Soup Co.                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       444 | NS      | $25197.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                          | Delta Air Lines, Inc.                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1461 | NS      | $48008.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3577 | NS      | $422086.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.              | American Electric Power Co., Inc.              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1254 | NS      | $119067.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1028 | NS      | $139437.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                          | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411141.72    | 0.18%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                           | Ally Financial, Inc.                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103448.90    | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.           | Broadridge Financial Solutions, Inc.           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       243 | NS      | $32593.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                     | Charles Schwab Corp. (The)                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      2911 | NS      | $242369.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.           | Anheuser-Busch InBev Worldwide, Inc.           | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286663.50    | 0.13%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                   | Lennar Corp., Class A                          | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       748 | NS      | $67694.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                    | FedEx Corp.                                    | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202897.08    | 0.09%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Paramount Global                               | Paramount Global, Class B                      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      1291 | NS      | $21792.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | Tyson Foods, Inc., Class A                     | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       769 | NS      | $47870.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                      | HCA, Inc.                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $456695.70    | 0.20%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                      | Akamai Technologies, Inc.                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       455 | NS      | $38356.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                           | Avery Dennison Corp.                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       222 | NS      | $40182.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                     | Edwards Lifesciences Corp.                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1595 | NS      | $119002.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP                    | Targa Resources Partners LP                    | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187684.00    | 0.08%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                         | General Dynamics Corp.                         | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95414.18     | 0.04%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                        | Cooper Cos., Inc. (The)                        | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       156 | NS      | $51584.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                       | iShares Russell 2000 ETF                       | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             |  | RF                | US        |       378 | NS      | $65908.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                   | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579094.38    | 0.25%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                              | Wynn Resorts Ltd.                              | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       243 | NS      | $20040.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                        | Micron Technology, Inc.                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2752 | NS      | $137544.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                              | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    455000 | PA      | $375717.25    | 0.17%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.           | Mitsubishi UFJ Financial Group, Inc.           | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $352802.20    | 0.16%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $882167.99    | 0.39%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                              | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569638.56    | 0.25%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                         | Verisk Analytics, Inc.                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       403 | NS      | $71097.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                    | Teledyne Technologies, Inc.                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       134 | NS      | $53587.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                  | Organon & Co.                                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       640 | NS      | $17875.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                 | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467956.70    | 0.21%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                           | Ingersoll Rand, Inc.                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       522 | NS      | $27274.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                   | Allegion plc                                   | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       243 | NS      | $25578.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                       | IDEXX Laboratories, Inc.                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       243 | NS      | $99134.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                      | T. Rowe Price Group, Inc.                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       583 | NS      | $63581.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                  | Viatris, Inc.                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      3118 | NS      | $34703.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                     | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201142.70    | 0.09%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                   | Ameren Corp.                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       610 | NS      | $54241.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      9669 | NS      | $615045.09    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                          | Westpac Banking Corp.                          | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $343861.84    | 0.15%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                        | DuPont de Nemours, Inc.                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       892 | NS      | $61217.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                              | Caterpillar, Inc.                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1404 | NS      | $336342.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                               | CMS Energy Corp.                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       733 | NS      | $46420.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                       | Zebra Technologies Corp., Class A              | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       134 | NS      | $34358.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                    | L3Harris Technologies, Inc.                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       568 | NS      | $118263.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                    | Marsh & McLennan Cos., Inc.                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1291 | NS      | $213634.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.           | Anheuser-Busch InBev Worldwide, Inc.           | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594174.54    | 0.26%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                           | TJX Cos., Inc. (The)                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3025 | NS      | $240790.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                | Welltower, Inc.                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |       986 | NS      | $64632.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                           | Coterra Energy, Inc.                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      1048 | NS      | $25749.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.             | West Pharmaceutical Services, Inc.             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       181 | NS      | $42598.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                               | ServiceNow, Inc.                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       542 | NS      | $210442.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC                         | Dell International LLC                         | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48815.07     | 0.02%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                         | Norfolk Southern Corp.                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       681 | NS      | $167812.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc.                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       326 | NS      | $101506.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Intercontinental Exchange, Inc.                | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116327.90    | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                            | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113202.41    | 0.05%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc.                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       382 | NS      | $61700.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                          | VICI Properties, Inc.                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2256 | NS      | $73094.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                           | IQVIA Holdings, Inc.                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       455 | NS      | $93224.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                      | Dow, Inc.                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1848 | NS      | $93120.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                         | General Dynamics Corp.                         | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140217.21    | 0.06%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6304 | NS      | $955434.24    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                    | FedEx Corp.                                    | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176648.88    | 0.08%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1110720.33   | 0.49%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                     | Agilent Technologies, Inc.                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       785 | NS      | $117475.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                      | Amcor plc                                      | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      4120 | NS      | $49069.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                    | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201851.83    | 0.09%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp.                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      3458 | NS      | $148797.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                           | Domino's Pizza, Inc.                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       109 | NS      | $37757.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                          | Global Payments, Inc.                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       748 | NS      | $74291.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                      | HCA, Inc.                                      | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253598.40    | 0.11%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                              | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    580000 | PA      | $547582.06    | 0.24%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162607.64    | 0.07%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                             | ConocoPhillips Co.                             | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $409344.54    | 0.18%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                  | Honeywell International, Inc.                  | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79415.28     | 0.03%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                  | Nordson Corp.                                  | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       124 | NS      | $29477.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                  | MetLife, Inc.                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      2013 | NS      | $145680.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.           | Anheuser-Busch InBev Worldwide, Inc.           | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140208.47    | 0.06%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.               | BP Capital Markets America, Inc.               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    420000 | PA      | $351034.11    | 0.15%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                  | Estee Lauder Cos., Inc. (The), Class A         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       568 | NS      | $140926.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc.                     | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174825.00    | 0.08%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc.                     | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85417.93     | 0.04%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     10350 | NS      | $407790.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       790 | NS      | $271270.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                    | Kellogg Co.                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       681 | NS      | $48514.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                              | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137591.37    | 0.06%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                           | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $643372.72    | 0.28%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International                      | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1399 | NS      | $46908.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies, Inc.                   | SolarEdge Technologies, Inc.                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       134 | NS      | $37958.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                          | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405666.85    | 0.18%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                          | Walt Disney Co. (The)                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      4497 | NS      | $390699.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                       | Franklin Resources, Inc.                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       722 | NS      | $19046.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                   | Humana, Inc.                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       336 | NS      | $172095.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                | Principal Financial Group, Inc.                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       610 | NS      | $51191.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)            | Bank of New York Mellon Corp. (The)            | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179446.74    | 0.08%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                    | Amgen, Inc.                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1482 | NS      | $389232.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc.                                  | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133765.46    | 0.06%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                  | Paychex, Inc.                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       785 | NS      | $90714.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                | Microsoft Corp.                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     19263 | NS      | $4619652.66   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                              | Xcel Energy, Inc.                              | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299449.40    | 0.13%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                  | Textron, Inc.                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       568 | NS      | $40214.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp.                                  | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277045.35    | 0.12%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                        | Quest Diagnostics, Inc.                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       326 | NS      | $50999.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                   | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    550000 | PA      | $496913.89    | 0.22%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                      | Molson Coors Beverage Co., Class B             | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       481 | NS      | $24781.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                           | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273007.74    | 0.12%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co.                             | DXC Technology Co.                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       722 | NS      | $19133.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                    | Caesars Entertainment, Inc.                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       481 | NS      | $20009.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     21197 | NS      | $702044.64    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc.                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       593 | NS      | $50523.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage                                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       382 | NS      | $107032.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                   | Evergy, Inc.                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       640 | NS      | $40275.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                 | Prologis, Inc.                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2071 | NS      | $233463.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                 | FactSet Research Systems, Inc.                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       109 | NS      | $43731.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1011 | NS      | $66422.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                           | Kimberly-Clark Corp.                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       826 | NS      | $112129.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                     | NIKE, Inc., Class B                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3118 | NS      | $364837.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                          | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    975000 | PA      | $884648.21    | 0.39%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)            | Bank of New York Mellon Corp. (The)            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      2137 | NS      | $97276.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC              | Enterprise Products Operating LLC              | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189641.86    | 0.08%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd.                           | TE Connectivity Ltd.                           | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |       851 | NS      | $97694.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                      | CDW Corp.                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       382 | NS      | $68217.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | Emerson Electric Co.                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1482 | NS      | $142360.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                          | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $948924.10    | 0.42%             | 2033-07-22      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                       | Lloyds Banking Group plc                       | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184282.04    | 0.08%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                         | 3M Co.                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1404 | NS      | $168367.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                 | Tapestry, Inc.                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       749 | NS      | $28521.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                  | Honeywell International, Inc.                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1807 | NS      | $387240.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                           | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $531638.58    | 0.23%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                   | Target Corp.                                   | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195288.80    | 0.09%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                    | Sysco Corp.                                    | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125229.80    | 0.06%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Boston Properties, Inc.                        | Boston Properties, Inc.                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       336 | NS      | $22706.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                              | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    390000 | PA      | $323428.87    | 0.14%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                           | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82790.72     | 0.04%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                     | Visa, Inc.                                     | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63330.02     | 0.03%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                   | Hasbro, Inc.                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       299 | NS      | $18241.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                | Martin Marietta Materials, Inc.                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       156 | NS      | $52723.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                    | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92788.89     | 0.04%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                    | Pinnacle West Capital Corp.                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       299 | NS      | $22735.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Capital Corp.                         | Unilever Capital Corp.                         | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188938.26    | 0.08%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                    | Raytheon Technologies Corp.                    | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208681.63    | 0.09%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                    | Raytheon Technologies Corp.                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3639 | NS      | $367247.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                     | STERIS plc                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       222 | NS      | $41001.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                              | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    555000 | PA      | $473504.02    | 0.21%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                | Old Dominion Freight Line, Inc.                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       305 | NS      | $86552.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                           | HCA Healthcare, Inc.                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       681 | NS      | $163412.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                   | Ecolab, Inc.                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       640 | NS      | $93158.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                     | Warnermedia Holdings, Inc.                     | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821264.70    | 0.36%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Corp.                           | Alliant Energy Corp.                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       640 | NS      | $35334.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                          | Westpac Banking Corp.                          | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $124454.64    | 0.05%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Equity Residential                             | Equity Residential                             | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       909 | NS      | $53631.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                           | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $852345.27    | 0.37%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       640 | NS      | $328300.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                    | Masco Corp.                                    | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       749 | NS      | $34955.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                       | Intuitive Surgical, Inc.                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       919 | NS      | $243856.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                             | State Street Corp.                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       909 | NS      | $70511.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                     | Occidental Petroleum Corp.                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      2178 | NS      | $137192.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc., Class A          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      3639 | NS      | $242539.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                      | Duke Energy Carolinas LLC                      | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96006.86     | 0.04%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                           | Northern Trust Corp.                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       522 | NS      | $46191.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4455 | NS      | $719972.55    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                            | Omnicom Group, Inc.                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       522 | NS      | $42579.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                           | Vornado Realty Trust                           | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       433 | NS      | $9010.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                          | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $251474.83    | 0.11%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                   | Sabine Pass Liquefaction LLC                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    285000 | PA      | $265345.83    | 0.12%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc.          | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61094.40     | 0.03%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp.                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1038 | NS      | $64740.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                     | Etsy, Inc.                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       299 | NS      | $35814.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                               | Sealed Air Corp.                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       326 | NS      | $16260.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                               | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269364.42    | 0.12%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                        | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    355000 | PA      | $330928.12    | 0.15%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc.                    | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86737.90     | 0.04%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                            | Union Pacific Corp.                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1760 | NS      | $364443.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                              | Dollar Tree, Inc.                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       583 | NS      | $82459.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                         | WEC Energy Group, Inc.                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       785 | NS      | $73601.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                       | Marathon Petroleum Corp.                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1647 | NS      | $191694.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $782433.76    | 0.34%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                         | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362966.44    | 0.16%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                   | PACCAR, Inc.                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       867 | NS      | $85806.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV                          | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       712 | NS      | $112517.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | Western Digital Corp.                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       769 | NS      | $24261.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                               | Baker Hughes Co.                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1760 | NS      | $51972.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc.                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       207 | NS      | $149348.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                         | Booking Holdings, Inc.                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       119 | NS      | $239818.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                   | NetApp, Inc.                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       610 | NS      | $36636.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                    | Qorvo, Inc.                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       326 | NS      | $29548.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc.                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       207 | NS      | $73571.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       707 | NS      | $109259.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                             | Tractor Supply Co.                             | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       299 | NS      | $67266.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                              | Hershey Co. (The)                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       382 | NS      | $88459.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                   | Pfizer, Inc.                                   | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330282.37    | 0.15%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                             | Southern Co. (The), Series A                   | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $258139.66    | 0.11%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                       | Tyler Technologies, Inc.                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       109 | NS      | $35142.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                   | Copart, Inc.                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       955 | NS      | $58149.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc.             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2137 | NS      | $135143.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG Resources, Inc.                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1461 | NS      | $189228.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc.                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3118 | NS      | $267680.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1807 | NS      | $186102.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                       | Roper Technologies, Inc.                       | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173710.02    | 0.08%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                        | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167755.76    | 0.07%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                         | Jacobs Solutions, Inc.                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $40343.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2406 | NS      | $1275613.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                             | General Motors Co.                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3071 | NS      | $103308.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                 | Thermo Fisher Scientific, Inc.                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1011 | NS      | $556747.59    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                         | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192838.34    | 0.08%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                    | FedEx Corp.                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       610 | NS      | $105652.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                 | Synopsys, Inc.                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       382 | NS      | $121968.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                    | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102236.43    | 0.04%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                      | O'Reilly Automotive, Inc.                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       207 | NS      | $174714.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                    | Dover Corp.                                    | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       382 | NS      | $51726.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                   | Incyte Corp.                                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       444 | NS      | $35662.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.              | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    164000 | PA      | $148133.77    | 0.07%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                     | Visa, Inc., Class A                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4316 | NS      | $896692.16    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                          | Parker-Hannifin Corp.                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       326 | NS      | $94866.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                      | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233778.18    | 0.10%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                      | Illinois Tool Works, Inc.                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       733 | NS      | $161479.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corp.                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1889 | NS      | $497808.17    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                | Albemarle Corp.                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       326 | NS      | $70696.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                            | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    320000 | PA      | $250989.70    | 0.11%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                     | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157499.66    | 0.07%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                           | General Electric Co.                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2773 | NS      | $232349.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      4873 | NS      | $88103.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                          | Paycom Software, Inc.                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       134 | NS      | $41581.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                    | Aflac, Inc.                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1859 | NS      | $133736.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                          | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154199.50    | 0.07%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                          | Leidos Holdings, Inc.                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       326 | NS      | $34291.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                    | Healthpeak Properties, Inc.                    | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      1291 | NS      | $32365.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $688420.27    | 0.30%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                              | Yum! Brands, Inc.                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       785 | NS      | $100542.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                 | Catalent, Inc.                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       403 | NS      | $18139.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                              | Exxon Mobil Corp.                              | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280183.86    | 0.12%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $405330.03    | 0.18%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                   | Charter Communications, Inc., Class A          | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       403 | NS      | $136657.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp.                      | Toyota Motor Credit Corp.                      | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294817.89    | 0.13%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                  | Accenture plc, Class A                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      1580 | NS      | $421607.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                          | Targa Resources Corp.                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       593 | NS      | $43585.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                        | Bath & Body Works, Inc.                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       748 | NS      | $31520.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                   | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249908.04    | 0.11%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                              | BAT Capital Corp.                              | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    440000 | PA      | $341022.66    | 0.15%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                     | AerCap Ireland Capital DAC                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $335824.68    | 0.15%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                               | PulteGroup, Inc.                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $30550.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc.                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2024 | NS      | $124111.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC              | Enterprise Products Operating LLC              | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213004.80    | 0.09%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                            | Union Pacific Corp.                            | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    315000 | PA      | $297873.86    | 0.13%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3262 | NS      | $303985.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                   | DaVita, Inc.                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       243 | NS      | $18144.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                   | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290643.66    | 0.13%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                   | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $340279.78    | 0.15%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                               | BorgWarner, Inc.                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       516 | NS      | $20769.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.          | International Business Machines Corp.          | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415496.75    | 0.18%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Signature Bank                                 | Signature Bank                                 | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       176 | NS      | $20278.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | Fastenal Co.                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1404 | NS      | $66437.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                  | Pioneer Natural Resources Co.                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       418 | NS      | $95467.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                    | Deere & Co.                                    | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286027.01    | 0.13%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                          | Electronic Arts, Inc.                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       769 | NS      | $93956.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                  | Entergy Corp.                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       491 | NS      | $55237.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                      | FMC Corp.                                      | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       326 | NS      | $40684.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                 | QUALCOMM, Inc.                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3071 | NS      | $337625.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc.                     | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    280000 | PA      | $223517.06    | 0.10%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                     | AerCap Ireland Capital DAC                     | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $390611.70    | 0.17%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.            | Norwegian Cruise Line Holdings Ltd.            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       542 | NS      | $6634.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                             | Lam Research Corp.                             | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       382 | NS      | $160554.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                             | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    970000 | PA      | $796067.55    | 0.35%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                | AES Corp. (The)                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      1580 | NS      | $45440.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc.                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       640 | NS      | $20364.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                               | Mosaic Co. (The)                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       986 | NS      | $43255.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                    | Amgen, Inc.                                    | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409503.65    | 0.18%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                  | Centene Corp.                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1497 | NS      | $122768.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell International Finance BV                 | Shell International Finance BV                 | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192947.08    | 0.08%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1094 | NS      | $231774.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.               | BP Capital Markets America, Inc.               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    155000 | PA      | $123997.83    | 0.05%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                 | M&T Bank Corp.                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       460 | NS      | $66727.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp.                        | AmerisourceBergen Corp.                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       382 | NS      | $63301.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)            | Bank of New York Mellon Corp. (The)            | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104372.48    | 0.05%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                 | Ford Motor Co.                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      9912 | NS      | $115276.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                          | Lockheed Martin Corp.                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       640 | NS      | $311353.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                       | CenterPoint Energy, Inc.                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1347 | NS      | $40396.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                 | Citizens Financial Group, Inc.                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1115 | NS      | $43897.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                           | Eastman Chemical Co.                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       341 | NS      | $27771.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                     | Packaging Corp. of America                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       243 | NS      | $31082.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                              | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178689.70    | 0.08%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                        | Texas Instruments, Inc.                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2355 | NS      | $389093.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       785 | NS      | $39132.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                   | Pfizer, Inc.                                   | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307681.40    | 0.14%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                  | Moderna, Inc.                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       769 | NS      | $138127.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                               | Salesforce, Inc.                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2190 | NS      | $290372.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                             | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209117.43    | 0.09%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.   | Fidelity National Information Services, Inc.   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1538 | NS      | $104353.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                      | Extra Space Storage, Inc.                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $45625.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                    | Garmin Ltd.                                    | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       382 | NS      | $35254.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.          | NextEra Energy Capital Holdings, Inc.          | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $892217.70    | 0.39%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                | DR Horton, Inc.                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       867 | NS      | $77284.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                         | Align Technology, Inc.                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       207 | NS      | $43656.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203016.88    | 0.09%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                  | Centene Corp.                                  | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1215327.40   | 0.53%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                             | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201551.38    | 0.09%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp.                                  | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    690000 | PA      | $662935.51    | 0.29%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corp.                                | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211049.55    | 0.09%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                       | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206243.28    | 0.09%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                      | CSX Corp.                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      6067 | NS      | $187955.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                           | Ally Financial, Inc.                           | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46945.39     | 0.02%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                              | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $327859.28    | 0.14%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                 | Monolithic Power Systems, Inc.                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       119 | NS      | $42079.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                   | Zoetis, Inc.                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1162 | NS      | $170291.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                               | Salesforce, Inc.                               | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80197.88     | 0.04%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc.                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       222 | NS      | $145416.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                     | eBay, Inc.                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2029 | NS      | $84142.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AO Smith Corp.                                 | A O Smith Corp.                                | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       403 | NS      | $23067.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                   | Cintas Corp.                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $93485.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209591.20    | 0.09%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                             | Best Buy Co., Inc.                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       542 | NS      | $43473.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer