# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0002071691-26-005188
**Filing Date:** 2026-2
**Character Count:** 353672
**Document Hash:** 818e17e404d936d348dac67d2e7025d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005188.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0002071691-26-005188

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263

**ORGANIZATION NAME:**
- **EIN:** 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:** 26694222

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**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:** 1345 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **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:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $428556479.73

**Total Liabilities:** $4034589.75

**Net Assets:** $424521889.98

**Cash Not Reported:** $499772.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 34.08000000 | **5-Year:** 45255.24000000 | **10-Year:** 56184.23000000 | **30-Year:** 1131.40000000

**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 | 1.08%                | 0.53%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $78670.75                | $3490676.81                                |
| Month 2  | $55116.99                | $960342.64                                 |
| Month 3  | $2395781.98              | $-3084186.93                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac, Inc.                                    | Aflac, Inc.                                             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1255 | NS      | $138388.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                | AES Corp. (The)                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      1895 | NS      | $27174.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     18959 | NS      | $470941.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                              | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    861000 | PA      | $828498.97    | 0.20%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                              | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    356000 | PA      | $326867.42    | 0.08%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                              | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    402000 | PA      | $352592.39    | 0.08%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4651 | NS      | $582723.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4724 | NS      | $1079386.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                            | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285415.10    | 0.07%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                            | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1244294.64   | 0.29%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                            | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    565000 | PA      | $584645.28    | 0.14%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABIOMED, Inc.                                  | ABIOMED, Inc., CVR                                      | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |       119 | NS      | $190.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                    | Adobe, Inc.                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1114 | NS      | $389888.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                     | AerCap Ireland Capital DAC                              | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    678000 | PA      | $612545.47    | 0.14%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                     | AerCap Ireland Capital DAC                              | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1079000 | PA      | $1117266.52   | 0.26%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc.                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      4352 | NS      | $932024.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                     | Agilent Technologies, Inc.                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       756 | NS      | $102868.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                     | Agilent Technologies, Inc.                              | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140242.02    | 0.03%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                   | Airbnb, Inc., Class A                                   | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1131 | NS      | $153499.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                | Air Lease Corp.                                         | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    284000 | PA      | $254961.62    | 0.06%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.               | Air Products and Chemicals, Inc.                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       592 | NS      | $146235.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.               | Air Products and Chemicals, Inc.                        | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    657000 | PA      | $670206.55    | 0.16%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                      | Akamai Technologies, Inc.                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       382 | NS      | $33329.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                | Albemarle Corp.                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       313 | NS      | $44270.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc.                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       433 | NS      | $21191.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc.                   | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186774.84    | 0.04%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                         | Align Technology, Inc.                                  | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       179 | NS      | $27950.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                           | Alliant Energy Corp.                                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       684 | NS      | $44466.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                           | Allstate Corp. (The)                                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       696 | NS      | $144872.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc., Class C                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12408 | NS      | $3893630.40   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc., Class A                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15525 | NS      | $4859325.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc.                                          | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    797000 | PA      | $792806.98    | 0.19%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc.                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4470 | NS      | $257740.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc.                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    320000 | PA      | $282734.66    | 0.07%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc.                                      | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    294000 | PA      | $305634.32    | 0.07%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     25955 | NS      | $5990933.10   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                                        | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    211000 | PA      | $216447.81    | 0.05%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                                        | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    932000 | PA      | $839395.83    | 0.20%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                                        | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    966000 | PA      | $937937.70    | 0.22%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                     | Hess Corp.                                              | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    210000 | PA      | $241162.61    | 0.06%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                   | Ameren Corp.                                            | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       720 | NS      | $71899.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                   | Ameren Corp.                                            | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240390.98    | 0.06%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.              | American Electric Power Co., Inc.                       | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1423 | NS      | $164086.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.              | American Electric Power Co., Inc.                       | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $171600.00    | 0.04%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Express Co.                           | American Express Co.                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1436 | NS      | $531248.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                           | American Express Co.                                    | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    838000 | PA      | $851003.50    | 0.20%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| American Express Co.                           | American Express Co.                                    | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    209000 | PA      | $214853.65    | 0.05%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co.                           | American Express Co.                                    | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    697000 | PA      | $735051.25    | 0.17%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                   | American Honda Finance Corp.                            | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    263000 | PA      | $266639.66    | 0.06%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc.                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1435 | NS      | $122764.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1246 | NS      | $218760.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                                    | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    379000 | PA      | $369057.12    | 0.09%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                                    | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    267000 | PA      | $274915.22    | 0.06%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                 | American Water Works Co., Inc.                          | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       519 | NS      | $67729.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                                  | Cencora, Inc.                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       516 | NS      | $174279.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc.                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       247 | NS      | $121113.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                   | AMETEK, Inc.                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       615 | NS      | $126265.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                    | Amgen, Inc.                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1440 | NS      | $471326.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                    | Amgen, Inc.                                             | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    362000 | PA      | $315517.10    | 0.07%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                    | Amgen, Inc.                                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621114.00    | 0.15%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                 | Amphenol Corp., Class A                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3264 | NS      | $441096.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                           | Analog Devices, Inc.                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1309 | NS      | $355000.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       591 | NS      | $207175.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                                   | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182811.34    | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                      | Aon Corp.                                               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $373105.17    | 0.09%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                      | APA Corp.                                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       952 | NS      | $23285.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                 | Apollo Global Management, Inc.                          | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1235 | NS      | $178778.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Appalachian Power Co.                          | Appalachian Power Co., Series AA                        | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182998.40    | 0.04%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     39418 | NS      | $10716177.48  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                             | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222727.25    | 0.05%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                             | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    303000 | PA      | $309627.64    | 0.07%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                             | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    519000 | PA      | $532157.58    | 0.13%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                        | Applied Materials, Inc.                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2129 | NS      | $547131.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                 | AppLovin Corp., Class A                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       724 | NS      | $487845.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                               | ArcelorMittal SA                                        | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    317000 | PA      | $355283.68    | 0.08%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                     | Archer-Daniels-Midland Co.                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1278 | NS      | $73472.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                          | Ares Management Corp., Class A                          | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       548 | NS      | $88573.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                          | Arista Networks, Inc.                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2761 | NS      | $361773.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                 | Assurant, Inc.                                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       134 | NS      | $32273.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrazeneca Finance LLC                        | Astrazeneca Finance LLC                                 | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    760000 | PA      | $784576.42    | 0.18%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                            | Athene Holding Ltd.                                     | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    249000 | PA      | $258384.44    | 0.06%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Atmos Energy Corp.                             | Atmos Energy Corp.                                      | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       427 | NS      | $71578.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                 | Autodesk, Inc.                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       569 | NS      | $168429.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc.                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1078 | NS      | $277293.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                 | AutoZone, Inc.                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        44 | NS      | $149226.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                 | AutoZone, Inc.                                          | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    302000 | PA      | $313045.65    | 0.07%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc.                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       378 | NS      | $68535.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc.                             | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96538.45     | 0.02%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                           | Avery Dennison Corp.                                    | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       207 | NS      | $37649.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                          | Axon Enterprise, Inc.                                   | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       209 | NS      | $118697.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                              | BAT Capital Corp.                                       | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    174000 | PA      | $203405.43    | 0.05%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                  | BHP Billiton Finance USA Ltd.                           | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    329000 | PA      | $341931.02    | 0.08%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                               | Baker Hughes Co.                                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2623 | NS      | $119451.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                     | Ball Corp.                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       724 | NS      | $38350.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                      | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $185424.36    | 0.04%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                      | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $443028.40    | 0.10%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                      | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $181434.40    | 0.04%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     17952 | NS      | $987360.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1009362.09   | 0.24%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    404000 | PA      | $364465.25    | 0.09%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998449.00    | 0.24%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    504000 | PA      | $514306.85    | 0.12%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                   | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515842.95    | 0.12%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    263000 | PA      | $280816.99    | 0.07%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1368080.55   | 0.32%             | 2036-01-24      | Variable      | 5.51%                 | 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        |      1855 | NS      | $215346.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)            | Bank of New York Mellon Corp. (The)                     | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220140.00    | 0.05%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | 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        |    200000 | PA      | $215396.40    | 0.05%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)            | Bank of New York Mellon Corp. (The), Series J           | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203634.78    | 0.05%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)            | Bank of New York Mellon Corp. (The)                     | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305107.67    | 0.07%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                      | Bank of Nova Scotia (The)                               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    399000 | PA      | $388425.46    | 0.09%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                            | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $686359.56    | 0.16%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                            | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215159.58    | 0.05%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                            | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    252000 | PA      | $278958.99    | 0.07%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                   | Barclays plc                                            | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209617.70    | 0.05%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc.                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1367 | NS      | $26123.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc.                              | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    280000 | PA      | $244124.24    | 0.06%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                         | Becton Dickinson & Co.                                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       763 | NS      | $148075.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co.                         | Becton Dickinson & Co.                                  | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44511.56     | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                         | Becton Dickinson & Co.                                  | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    354000 | PA      | $361596.49    | 0.09%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| W.R. Berkley Corp.                             | W.R. Berkley Corp.                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       797 | NS      | $55885.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp.               | Berkshire Hathaway Finance Corp.                        | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    677000 | PA      | $630935.50    | 0.15%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                       | Berkshire Hathaway, Inc., Class B                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4895 | NS      | $2460471.75   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                             | Best Buy Co., Inc.                                      | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       523 | NS      | $35004.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                   | Biogen, Inc.                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       390 | NS      | $68636.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                               | Bio-Techne Corp.                                        | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       417 | NS      | $24523.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BlackRock, Inc.                                         | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    173000 | PA      | $155605.40    | 0.04%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                | BlackRock, Inc.                                         | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204389.62    | 0.05%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                               | Blackstone, Inc.                                        | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1977 | NS      | $304734.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BlackRock, Inc.                                         | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       384 | NS      | $411010.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Finance LLC                           | Blue Owl Finance LLC                                    | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    606000 | PA      | $575810.72    | 0.14%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                               | Boeing Co. (The)                                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2095 | NS      | $454866.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                               | Boeing Co. (The)                                        | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1315225.88   | 0.31%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                         | Booking Holdings, Inc.                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        86 | NS      | $460558.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP, Inc.                                      | BXP, Inc.                                               | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       392 | NS      | $26452.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Boston Properties LP                           | Boston Properties LP                                    | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    461000 | PA      | $432333.54    | 0.10%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                    | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    267000 | PA      | $287606.05    | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                        | Boston Scientific Corp.                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3964 | NS      | $377967.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets America, Inc.               | BP Capital Markets America, Inc.                        | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    420000 | PA      | $381783.28    | 0.09%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.               | BP Capital Markets America, Inc.                        | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    552000 | PA      | $559006.70    | 0.13%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.               | BP Capital Markets America, Inc.                        | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149683.37    | 0.04%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                       | Bristol-Myers Squibb Co.                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      5416 | NS      | $292139.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                       | Bristol-Myers Squibb Co.                                | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    670000 | PA      | $621219.91    | 0.15%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                       | Bristol-Myers Squibb Co.                                | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    399000 | PA      | $415613.60    | 0.10%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                 | British Telecommunications plc                          | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $213477.58    | 0.05%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.           | Broadridge Financial Solutions, Inc.                    | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       312 | NS      | $69629.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     12602 | NS      | $4361552.20   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147897.47    | 0.03%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                          | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1028186.71   | 0.24%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                          | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1647792.94   | 0.39%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                          | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457291.90    | 0.11%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                          | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370101.24    | 0.09%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                 | Brookfield Capital Finance LLC                          | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214151.70    | 0.05%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                            | Brown & Brown, Inc.                                     | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       780 | NS      | $62166.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | Brown-Forman Corp., Class B                             | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       501 | NS      | $13056.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                     | Builders FirstSource, Inc.                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       294 | NS      | $30249.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Resources LLC                       | Burlington Resources LLC                                | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113544.10    | 0.03%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                      | Cboe Global Markets, Inc.                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       278 | NS      | $69778.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                               | CBRE Group, Inc., Class A                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       780 | NS      | $125416.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                      | CDW Corp.                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       349 | NS      | $47533.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc.                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       415 | NS      | $32096.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                    | CH Robinson Worldwide, Inc.                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       314 | NS      | $50478.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                              | Cigna Group (The)                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       710 | NS      | $195413.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                              | Cigna Group (The)                                       | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260589.00    | 0.06%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                              | Cigna Group (The)                                       | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370061.57    | 0.09%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                | CME Group, Inc.                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       959 | NS      | $261883.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                               | CMS Energy Corp.                                        | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       796 | NS      | $55664.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                               | CMS Energy Corp.                                        | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    314000 | PA      | $322635.00    | 0.08%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                      | CSX Corp.                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4960 | NS      | $179800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                      | CSX Corp.                                               | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221038.92    | 0.05%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3375 | NS      | $267840.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                                        | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    768000 | PA      | $756809.09    | 0.18%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                                        | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    293000 | PA      | $301881.94    | 0.07%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                           | Coterra Energy, Inc.                                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2031 | NS      | $53455.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | Cadence Design Systems, Inc.                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       725 | NS      | $226620.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       284 | NS      | $31262.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Co. (The)                           | Campbell's Co. (The)                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       550 | NS      | $15328.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Pacific Railway Co.                   | Canadian Pacific Railway Co.                            | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $202444.58    | 0.05%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1701 | NS      | $412254.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                             | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    754000 | PA      | $773121.44    | 0.18%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                             | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216674.80    | 0.05%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                          | Cardinal Health, Inc.                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       635 | NS      | $130492.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | Cardinal Health, Inc.                                   | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    226000 | PA      | $232934.43    | 0.05%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                 | Carnival Corp.                                          | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      2889 | NS      | $88230.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                           | Carrier Global Corp.                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2106 | NS      | $111281.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                           | Carrier Global Corp.                                    | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    417000 | PA      | $386476.02    | 0.09%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                    | Carvana Co.                                             | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       376 | NS      | $158679.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                              | Caterpillar, Inc.                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1248 | NS      | $714941.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                              | Caterpillar, Inc.                                       | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    226000 | PA      | $234869.84    | 0.06%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                  | Centene Corp.                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1241 | NS      | $51067.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                  | Centene Corp.                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    286000 | PA      | $246489.10    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                  | Centene Corp.                                           | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    267000 | PA      | $229476.14    | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                       | CenterPoint Energy, Inc.                                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1737 | NS      | $66596.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Resources Corp.             | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    277000 | PA      | $285768.99    | 0.07%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC        | CenterPoint Energy Houston Electric LLC                 | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265720.60    | 0.06%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.             | CenterPoint Energy Resources Corp.                      | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9368.67      | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                 | Dayforce, Inc.                                          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       425 | NS      | $29393.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc.          | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       131 | NS      | $26131.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC           | Charter Communications Operating LLC                    | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $337575.00    | 0.08%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC           | Charter Communications Operating LLC                    | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $229928.52    | 0.05%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC           | Charter Communications Operating LLC                    | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $287157.78    | 0.07%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                   | Charter Communications, Inc., Class A                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       234 | NS      | $48847.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                    | Cheniere Energy Partners LP                             | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $427807.86    | 0.10%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                            | Expand Energy Corp.                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       634 | NS      | $69968.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron USA, Inc.                              | Chevron USA, Inc.                                       | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    361000 | PA      | $371000.31    | 0.09%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                              | Chevron USA, Inc.                                       | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    231000 | PA      | $236412.86    | 0.06%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                  | Chevron Corp.                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5048 | NS      | $769365.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                   | Chipotle Mexican Grill, Inc.                            | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      3517 | NS      | $130129.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb INA Holdings LLC                         | Chubb INA Holdings LLC                                  | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    335000 | PA      | $294881.14    | 0.07%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                         | Chubb INA Holdings LLC                                  | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    287000 | PA      | $293436.52    | 0.07%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc.                               | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       648 | NS      | $54334.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                     | Cincinnati Financial Corp.                              | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       416 | NS      | $67941.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc.                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10509 | NS      | $809508.27    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc.                                     | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1037387.91   | 0.24%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cintas Corp.                                   | Cintas Corp.                                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       911 | NS      | $171331.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      4781 | NS      | $557894.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                         | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $667382.31    | 0.16%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                         | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $326503.05    | 0.08%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                         | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310659.99    | 0.07%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    770000 | PA      | $807260.61    | 0.19%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                    | Citibank NA                                             | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    394000 | PA      | $416665.32    | 0.10%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                         | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228927.18    | 0.05%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                         | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266058.28    | 0.06%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                 | Citizens Financial Group, Inc.                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1148 | NS      | $67054.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                               | Clorox Co. (The)                                        | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       325 | NS      | $32769.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     10342 | NS      | $723009.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                                     | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    320000 | PA      | $280226.62    | 0.07%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                                     | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    333000 | PA      | $300833.03    | 0.07%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                                     | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    365000 | PA      | $381097.74    | 0.09%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp., Class A           | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1284 | NS      | $106572.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                          | Coinbase Global, Inc., Class A                          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       607 | NS      | $137266.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                          | Colgate-Palmolive Co.                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2151 | NS      | $169972.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                      | Comfort Systems USA, Inc.                               | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        94 | NS      | $87729.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp., Class A                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      9668 | NS      | $288976.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp.                                           | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    391000 | PA      | $381951.36    | 0.09%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp.                                           | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1781039.14   | 0.42%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                  | Comcast Corp.                                           | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    156000 | PA      | $160025.03    | 0.04%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                           | Conagra Brands, Inc.                                    | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1275 | NS      | $22070.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3287 | NS      | $307696.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                             | ConocoPhillips Co.                                      | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    332000 | PA      | $341045.90    | 0.08%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.      | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    390000 | PA      | $356314.41    | 0.08%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc.                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       960 | NS      | $95347.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc., Class A                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       380 | NS      | $52424.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc.                              | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221959.63    | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                     | Constellation Energy Corp.                              | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       831 | NS      | $293567.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                        | Cooper Cos., Inc. (The)                                 | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       531 | NS      | $43520.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                   | Copart, Inc.                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2367 | NS      | $92668.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                  | Corning, Inc.                                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      2074 | NS      | $181599.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay, Inc.                                   | Corpay, Inc.                                            | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       188 | NS      | $56574.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                  | Corteva, Inc.                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1807 | NS      | $121123.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                         | Costco Wholesale Corp.                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1184 | NS      | $1021010.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                             | CoStar Group, Inc.                                      | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      1127 | NS      | $75779.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                     | Crowdstrike Holdings, Inc., Class A                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       668 | NS      | $313131.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1159 | NS      | $103000.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                                      | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223561.88    | 0.05%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                                      | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $229456.94    | 0.05%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                                      | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    198000 | PA      | $207467.49    | 0.05%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                  | Cummins, Inc.                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       367 | NS      | $187335.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                  | Cummins, Inc.                                           | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    257000 | PA      | $266617.89    | 0.06%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                  | Cummins, Inc.                                           | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    232000 | PA      | $240488.00    | 0.06%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                | DR Horton, Inc.                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       729 | NS      | $104997.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                 | DTE Energy Co.                                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       552 | NS      | $71196.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Electric Co.                               | DTE Electric Co.                                        | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    271000 | PA      | $279883.43    | 0.07%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                               | DTE Electric Co.                                        | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    441000 | PA      | $453905.34    | 0.11%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                  | Danaher Corp.                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1683 | NS      | $385272.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | Darden Restaurants, Inc.                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       311 | NS      | $57230.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                  | Datadog, Inc., Class A                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       860 | NS      | $116951.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                   | DaVita, Inc.                                            | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       100 | NS      | $11361.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                          | Deckers Outdoor Corp.                                   | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       395 | NS      | $40949.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                    | Deere & Co.                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       670 | NS      | $311931.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                    | Deere & Co.                                             | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    449000 | PA      | $473846.76    | 0.11%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                       | John Deere Capital Corp.                                | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    360000 | PA      | $317317.54    | 0.07%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                       | John Deere Capital Corp.                                | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412926.12    | 0.10%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                       | John Deere Capital Corp.                                | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    152000 | PA      | $153224.01    | 0.04%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                         | Dell International LLC                                  | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $337483.46    | 0.08%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                         | Dell International LLC                                  | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $380777.04    | 0.09%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                        | Dell Technologies, Inc., Class C                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       807 | NS      | $101585.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC                         | Dell International LLC                                  | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $232632.02    | 0.05%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                          | Delta Air Lines, Inc.                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1726 | NS      | $119784.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                             | Devon Energy Corp.                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1689 | NS      | $61868.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                             | Devon Energy Corp.                                      | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    165000 | PA      | $190657.34    | 0.04%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                   | Dexcom, Inc.                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1043 | NS      | $69223.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Capital plc                             | Diageo Capital plc                                      | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    312000 | PA      | $332124.09    | 0.08%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                       | Diamondback Energy, Inc.                                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       501 | NS      | $75315.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                       | Diamondback Energy, Inc.                                | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    224000 | PA      | $241372.45    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                     | Digital Realty Trust, Inc.                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       853 | NS      | $131967.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                          | Walt Disney Co. (The)                                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      4771 | NS      | $542796.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                          | Walt Disney Co. (The)                                   | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373733.48    | 0.09%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp.                           | Dollar General Corp.                                    | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       586 | NS      | $77803.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                           | Dollar General Corp.                                    | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    233000 | PA      | $241783.21    | 0.06%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Dollar Tree, Inc.                              | Dollar Tree, Inc.                                       | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       505 | NS      | $62120.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc., Series F                         | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    274000 | PA      | $281063.77    | 0.07%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc.                                   | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      2271 | NS      | $133057.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc., Series C                         | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    279000 | PA      | $248539.48    | 0.06%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc.                                   | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326812.06    | 0.08%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc.                                   | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    373000 | PA      | $382467.97    | 0.09%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                           | Domino's Pizza, Inc.                                    | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        83 | NS      | $34596.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                 | DoorDash, Inc., Class A                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       994 | NS      | $225121.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                    | Dover Corp.                                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       365 | NS      | $71262.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Chemical Co. (The)                         | Dow Chemical Co. (The)                                  | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    239000 | PA      | $218473.22    | 0.05%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                         | Dow Chemical Co. (The)                                  | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176889.46    | 0.04%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Dow, Inc.                                      | Dow, Inc.                                               | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1886 | NS      | $44094.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      2069 | NS      | $242507.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                                       | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364319.12    | 0.09%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                                       | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    980000 | PA      | $978344.78    | 0.23%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                                       | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    242000 | PA      | $252086.41    | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                         | Duke Energy Ohio, Inc.                                  | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    439000 | PA      | $452911.12    | 0.11%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                        | DuPont de Nemours, Inc.                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1114 | NS      | $44782.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG Resources, Inc.                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1443 | NS      | $151529.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                      | EQT Corp.                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1660 | NS      | $88976.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                      | EQT Corp.                                               | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303018.65    | 0.07%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                     | eBay, Inc.                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1202 | NS      | $104694.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                     | eBay, Inc.                                              | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    420000 | PA      | $383736.11    | 0.09%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                   | Ecolab, Inc.                                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       679 | NS      | $178251.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1024 | NS      | $61460.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                     | Edwards Lifesciences Corp.                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1544 | NS      | $131626.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                                     | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116098.96    | 0.03%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                          | Electronic Arts, Inc.                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       599 | NS      | $122393.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                              | EMCOR Group, Inc.                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       119 | NS      | $72803.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | Emerson Electric Co.                                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1498 | NS      | $198814.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                 | Enbridge, Inc.                                          | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $316320.00    | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                             | Energy Transfer LP                                      | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    326000 | PA      | $342017.72    | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                             | Energy Transfer LP                                      | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    281000 | PA      | $288773.64    | 0.07%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                             | Energy Transfer LP                                      | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    421000 | PA      | $432667.51    | 0.10%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                             | Energy Transfer LP                                      | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    437000 | PA      | $452242.43    | 0.11%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                  | Entergy Corp.                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1188 | NS      | $109806.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                  | Entergy Corp.                                           | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    784000 | PA      | $703468.85    | 0.17%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC              | Enterprise Products Operating LLC, Series D             | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113293.14    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC              | Enterprise Products Operating LLC                       | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104465.41    | 0.02%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC              | Enterprise Products Operating LLC                       | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    274000 | PA      | $276761.51    | 0.07%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC           | Equinix Europe 2 Financing Corp. LLC                    | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    356000 | PA      | $368618.35    | 0.09%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                             | EPAM Systems, Inc.                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       148 | NS      | $30322.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                  | Equifax, Inc.                                           | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       329 | NS      | $71386.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc.                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       263 | NS      | $201500.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc.                                           | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    344000 | PA      | $311526.09    | 0.07%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Equinix, Inc.                                  | Equinix, Inc.                                           | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143928.20    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Equity Residential                             | Equity Residential                                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       925 | NS      | $58312.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                             | Erie Indemnity Co., Class A                             | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        71 | NS      | $20352.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | Essex Property Trust, Inc.                              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       171 | NS      | $44747.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                  | Estee Lauder Cos., Inc. (The)                           | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    248000 | PA      | $249508.14    | 0.06%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                   | Evergy, Inc.                                            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       612 | NS      | $44363.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       987 | NS      | $66454.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                       | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    522000 | PA      | $550283.79    | 0.13%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                   | Exelon Corp.                                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2687 | NS      | $117126.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                   | Exelon Corp.                                            | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233303.03    | 0.05%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                   | Exelon Corp.                                            | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    292000 | PA      | $303706.05    | 0.07%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                            | Expedia Group, Inc.                                     | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       314 | NS      | $88959.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.   | Expeditors International of Washington, Inc.            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       361 | NS      | $53792.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                      | Extra Space Storage, Inc.                               | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $73574.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage LP                         | Extra Space Storage LP                                  | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    368000 | PA      | $322122.29    | 0.08%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                              | Exxon Mobil Corp.                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     11264 | NS      | $1355509.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc., Class A                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5812 | NS      | $3836443.08   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc.                                    | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485203.30    | 0.11%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc.                                    | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    153000 | PA      | $157351.24    | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc.                                    | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216075.07    | 0.05%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                 | FactSet Research Systems, Inc.                          | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       101 | NS      | $29309.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                               | Fair Isaac Corp.                                        | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        63 | NS      | $106509.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | Fastenal Co.                                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      3054 | NS      | $122557.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust                         | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       209 | NS      | $21067.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                    | FedEx Corp.                                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       577 | NS      | $166672.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                    | FedEx Corp.                                             | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227007.18    | 0.05%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                       | F5, Inc.                                                | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       153 | NS      | $39054.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.   | Fidelity National Information Services, Inc.            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1390 | NS      | $92379.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1761 | NS      | $82432.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                              | First Solar, Inc.                                       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       285 | NS      | $74450.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                   | Fiserv, Inc.                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1431 | NS      | $96120.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                   | Fiserv, Inc.                                            | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    429000 | PA      | $434536.42    | 0.10%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp.                                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1383 | NS      | $61916.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                 | Ford Motor Co.                                          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     10401 | NS      | $136461.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                 | Ford Motor Co.                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    469000 | PA      | $413718.97    | 0.10%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                      | Ford Motor Credit Co. LLC                               | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    545000 | PA      | $585248.25    | 0.14%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                      | Ford Motor Credit Co. LLC                               | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768750.00    | 0.18%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                 | Fortinet, Inc.                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1681 | NS      | $133488.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                  | Fortive Corp.                                           | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       845 | NS      | $46652.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                      | Fox Corp., Class A                                      | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       559 | NS      | $40846.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                      | Fox Corp., Class B                                      | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       388 | NS      | $25192.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                      | Orange SA                                               | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    297000 | PA      | $357215.27    | 0.08%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                       | Franklin Resources, Inc.                                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       841 | NS      | $20091.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                         | Freeport-McMoRan, Inc.                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      3820 | NS      | $194017.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                           | Ally Financial, Inc.                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $221425.50    | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                          | Haleon US Capital LLC                                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    361000 | PA      | $343821.06    | 0.08%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.               | GE HealthCare Technologies, Inc.                        | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1215 | NS      | $99654.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.               | GE HealthCare Technologies, Inc.                        | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $296326.77    | 0.07%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                       | Arthur J Gallagher & Co.                                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       682 | NS      | $176494.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                  | Gartner, Inc.                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       192 | NS      | $48437.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                               | GE Vernova, Inc.                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       726 | NS      | $474491.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                         | Generac Holdings, Inc.                                  | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       156 | NS      | $21273.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                         | General Dynamics Corp.                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       679 | NS      | $228592.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                   | GE Aerospace                                            | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2820 | NS      | $868644.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                   | GE Aerospace                                            | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $181140.08    | 0.04%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc.                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1423 | NS      | $66169.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc.                                     | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    202000 | PA      | $205899.45    | 0.05%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                             | General Motors Co.                                      | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2482 | NS      | $201836.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                             | General Motors Co.                                      | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523374.10    | 0.12%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.             | General Motors Financial Co., Inc.                      | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    432000 | PA      | $394394.44    | 0.09%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.             | General Motors Financial Co., Inc.                      | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    388000 | PA      | $411646.35    | 0.10%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.             | General Motors Financial Co., Inc.                      | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    339000 | PA      | $355262.71    | 0.08%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                              | Genuine Parts Co.                                       | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       370 | NS      | $45495.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                              | Georgia Power Co.                                       | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405755.16    | 0.10%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc.                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3302 | NS      | $405287.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc.                                   | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131430.98    | 0.03%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc.                                   | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    546000 | PA      | $559757.40    | 0.13%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                          | Global Payments, Inc.                                   | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       630 | NS      | $48762.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                               | Globe Life, Inc.                                        | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       216 | NS      | $30209.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                  | GoDaddy, Inc., Class A                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       359 | NS      | $44544.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       800 | NS      | $703200.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                         | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    716000 | PA      | $735324.27    | 0.17%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                         | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    608000 | PA      | $610861.37    | 0.14%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182392.26    | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | 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      | $582228.53    | 0.14%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                         | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    403000 | PA      | $363598.53    | 0.09%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    678000 | PA      | $624524.58    | 0.15%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| W.W. Grainger, Inc.                            | W.W. Grainger, Inc.                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       116 | NS      | $117049.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                      | HCA, Inc.                                               | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283750.11    | 0.07%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                      | HCA, Inc.                                               | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    436000 | PA      | $454839.30    | 0.11%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                      | HCA, Inc.                                               | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    480000 | PA      | $503903.81    | 0.12%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                           | HCA Healthcare, Inc.                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       425 | NS      | $198415.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                                       | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1098145.44   | 0.26%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                                       | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $414875.28    | 0.10%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                                       | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $217747.68    | 0.05%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                                       | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    249000 | PA      | $284166.10    | 0.07%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                               | HSBC Bank USA NA                                        | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264364.03    | 0.06%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                       | HP, Inc.                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      2499 | NS      | $55677.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                | Halliburton Co.                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2269 | NS      | $64121.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)           | Hartford Insurance Group, Inc. (The)                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       748 | NS      | $103074.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                   | Hasbro, Inc.                                            | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       354 | NS      | $29028.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                    | Healthpeak Properties, Inc.                             | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      1849 | NS      | $29731.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                  | Jack Henry & Associates, Inc.                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       194 | NS      | $35401.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                              | Hershey Co. (The)                                       | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       394 | NS      | $71700.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                 | Hewlett Packard Enterprise Co.                          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      3492 | NS      | $83877.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                 | Hewlett Packard Enterprise Co.                          | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    368000 | PA      | $371269.83    | 0.09%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                | Hilton Worldwide Holdings, Inc.                         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       618 | NS      | $177520.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                  | Hologic, Inc.                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       592 | NS      | $44098.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2660 | NS      | $915306.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                                  | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254618.10    | 0.06%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                                  | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    152000 | PA      | $153874.92    | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                                  | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367130.67    | 0.09%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                                  | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    606000 | PA      | $620044.96    | 0.15%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                  | Honeywell International, Inc.                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1689 | NS      | $329507.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                  | Honeywell International, Inc.                           | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    447000 | PA      | $390888.58    | 0.09%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                  | Honeywell International, Inc.                           | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231732.27    | 0.05%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                             | Hormel Foods Corp.                                      | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       812 | NS      | $19244.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                    | Host Hotels & Resorts, Inc.                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      1701 | NS      | $30158.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts LP                       | Host Hotels & Resorts LP                                | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620801.82    | 0.15%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                         | Howmet Aerospace, Inc.                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1073 | NS      | $219986.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                  | Hubbell, Inc., Class B                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       141 | NS      | $62619.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                   | Humana, Inc.                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       320 | NS      | $81961.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                   | Humana, Inc.                                            | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210252.10    | 0.05%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                   | Humana, Inc.                                            | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    367000 | PA      | $379193.39    | 0.09%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.               | JB Hunt Transport Services, Inc.                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       203 | NS      | $39451.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                    | Huntington Bancshares, Inc.                             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4184 | NS      | $72592.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | Huntington Ingalls Industries, Inc.                     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       104 | NS      | $35367.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM International Capital Pte. Ltd.            | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    595000 | PA      | $601606.11    | 0.14%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| IDEX Corp.                                     | IDEX Corp.                                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       200 | NS      | $35588.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                       | IDEXX Laboratories, Inc.                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       213 | NS      | $144100.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                      | Illinois Tool Works, Inc.                               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       702 | NS      | $172902.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                   | Incyte Corp.                                            | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       436 | NS      | $43063.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                           | Ingersoll Rand, Inc.                                    | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       962 | NS      | $76209.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                           | Ingersoll Rand, Inc.                                    | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $339139.20    | 0.08%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                  | Insulet Corp.                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       187 | NS      | $53152.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                    | Intel Corp.                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     11996 | NS      | $442652.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                    | Intel Corp.                                             | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192622.04    | 0.05%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                    | Intel Corp.                                             | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510134.95    | 0.12%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group, Inc.                | Interactive Brokers Group, Inc., Class A                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      1185 | NS      | $76207.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Intercontinental Exchange, Inc.                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1523 | NS      | $246665.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303036.84    | 0.07%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.          | International Business Machines Corp.                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2493 | NS      | $738451.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.          | International Business Machines Corp.                   | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    289000 | PA      | $296776.35    | 0.07%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.       | International Flavors & Fragrances, Inc.                | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       682 | NS      | $45959.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                        | International Paper Co.                                 | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1405 | NS      | $55342.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                   | Intuit, Inc.                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       746 | NS      | $494165.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                       | Intuitive Surgical, Inc.                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       947 | NS      | $536342.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                   | Intuit, Inc.                                            | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    329000 | PA      | $344096.95    | 0.08%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                         | Invitation Homes, Inc.                                  | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1501 | NS      | $41712.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                           | IQVIA Holdings, Inc.                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       452 | NS      | $101885.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                                     | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       786 | NS      | $65198.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux Sarl                       | JBS USA Holding Lux Sarl                                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    146000 | PA      | $152403.60    | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7267 | NS      | $2341572.74   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                    | Jabil, Inc.                                             | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       286 | NS      | $65213.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund               | JPMorgan Prime Money Market Fund, IM Shares             | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  96338135 | NS      | $96376670.57  | 22.70%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    518000 | PA      | $462788.14    | 0.11%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $731505.52    | 0.17%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    423000 | PA      | $387993.66    | 0.09%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    351000 | PA      | $352460.48    | 0.08%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    187000 | PA      | $190317.88    | 0.04%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    213000 | PA      | $221314.16    | 0.05%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    315000 | PA      | $346057.20    | 0.08%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    553000 | PA      | $573333.31    | 0.14%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $692606.79    | 0.16%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    784000 | PA      | $809398.62    | 0.19%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                         | Jacobs Solutions, Inc.                                  | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       318 | NS      | $42122.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux Sarl                       | JBS USA Holding Lux Sarl                                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    264000 | PA      | $291109.24    | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                | Jefferies Financial Group, Inc.                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    322000 | PA      | $339694.45    | 0.08%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6436 | NS      | $1331930.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    787000 | PA      | $817334.29    | 0.19%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    156000 | PA      | $162733.02    | 0.04%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                      | KLA Corp.                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       350 | NS      | $425278.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                                | KKR & Co., Inc.                                         | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      1825 | NS      | $232651.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue, Inc.                                   | Kenvue, Inc.                                            | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      5106 | NS      | $88078.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                         | Keurig Dr Pepper, Inc.                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3615 | NS      | $101256.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                         | Keurig Dr Pepper, Inc.                                  | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178224.90    | 0.04%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2480 | NS      | $51187.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyBank NA                                     | KeyBank NA                                              | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302955.39    | 0.07%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc.                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       458 | NS      | $93061.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                           | Kimberly-Clark Corp.                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       883 | NS      | $89085.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                           | Kimberly-Clark Corp.                                    | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    436000 | PA      | $392121.27    | 0.09%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                             | Kimco Realty Corp.                                      | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      1802 | NS      | $36526.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Energy Partners LP               | Kinder Morgan Energy Partners LP                        | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    287000 | PA      | $329965.45    | 0.08%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP               | Kinder Morgan Energy Partners LP                        | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    365000 | PA      | $383850.10    | 0.09%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                                     | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    272000 | PA      | $280599.55    | 0.07%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5203 | NS      | $143030.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                                     | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89154.39     | 0.02%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                                     | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205792.64    | 0.05%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                          | Kraft Heinz Co. (The)                                   | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      2268 | NS      | $54999.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                               | Kroger Co. (The)                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1618 | NS      | $101092.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                               | Kroger Co. (The)                                        | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    671000 | PA      | $675168.18    | 0.16%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                    | L3Harris Technologies, Inc.                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       498 | NS      | $146197.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                    | L3Harris Technologies, Inc.                             | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    329000 | PA      | $342911.11    | 0.08%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                         | Labcorp Holdings, Inc.                                  | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       221 | NS      | $55444.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp. of America Holdings           | Laboratory Corp. of America Holdings                    | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    675000 | PA      | $669769.22    | 0.16%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                             | Lam Research Corp.                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3355 | NS      | $574308.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                     | Lamb Weston Holdings, Inc.                              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       371 | NS      | $15541.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                          | Las Vegas Sands Corp.                                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       822 | NS      | $53503.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                  | Estee Lauder Cos., Inc. (The), Class A                  | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       654 | NS      | $68486.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                          | Leidos Holdings, Inc.                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       341 | NS      | $61516.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                   | Lennar Corp., Class A                                   | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       574 | NS      | $59007.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                     | Lennox International, Inc.                              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        85 | NS      | $41274.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly & Co.                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2120 | NS      | $2278321.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly & Co.                                         | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2270343.13   | 0.53%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                | Live Nation Entertainment, Inc.                         | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       420 | NS      | $59850.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                       | Lloyds Banking Group plc                                | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203219.74    | 0.05%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                       | Lloyds Banking Group plc                                | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    261000 | PA      | $275058.95    | 0.06%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                          | Lockheed Martin Corp.                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       542 | NS      | $262149.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                          | Lockheed Martin Corp.                                   | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    281000 | PA      | $294931.36    | 0.07%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp.                          | Lockheed Martin Corp.                                   | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    173000 | PA      | $177424.23    | 0.04%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                    | Loews Corp.                                             | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       453 | NS      | $47705.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1501 | NS      | $361981.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                                       | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    390000 | PA      | $358070.15    | 0.08%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                                       | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287706.54    | 0.07%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                                       | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    321000 | PA      | $331613.19    | 0.08%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                                       | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    252000 | PA      | $250443.80    | 0.06%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica, Inc.                      | Lululemon Athletica, Inc.                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       290 | NS      | $60264.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                 | M&T Bank Corp.                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       409 | NS      | $82405.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International                               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       570 | NS      | $20799.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                 | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392144.81    | 0.09%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                 | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    408000 | PA      | $416302.35    | 0.10%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                     | MSCI, Inc.                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       200 | NS      | $114746.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                       | Marathon Petroleum Corp.                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       800 | NS      | $130104.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                    | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1308 | NS      | $242660.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | Marriott International, Inc., Class A                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       592 | NS      | $183662.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | Marriott International, Inc.                            | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    379000 | PA      | $391642.15    | 0.09%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                | Martin Marietta Materials, Inc.                         | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       160 | NS      | $99625.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                    | Masco Corp.                                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       557 | NS      | $35347.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc., Class A                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2190 | NS      | $1250227.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc.                                        | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    443000 | PA      | $393103.40    | 0.09%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc.                                        | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    194000 | PA      | $199635.20    | 0.05%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc.                                        | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    304000 | PA      | $303874.17    | 0.07%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                              | Match Group, Inc.                                       | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       640 | NS      | $20665.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                          | McCormick & Co., Inc. (Non-Voting)                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       673 | NS      | $45838.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corp.                                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1900 | NS      | $580697.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corp.                                        | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384667.73    | 0.09%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                 | McKesson Corp.                                          | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    317000 | PA      | $327458.56    | 0.08%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                 | McKesson Corp.                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       328 | NS      | $269055.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6621 | NS      | $696926.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                                       | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    520000 | PA      | $463257.65    | 0.11%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                                       | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    323000 | PA      | $326069.44    | 0.08%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                  | MetLife, Inc.                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      1472 | NS      | $116199.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                  | MetLife, Inc.                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    613000 | PA      | $655041.56    | 0.15%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                  | MetLife, Inc.                                           | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    302000 | PA      | $318291.09    | 0.07%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                  | MetLife, Inc.                                           | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    363000 | PA      | $377657.29    | 0.09%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.             | Mettler-Toledo International, Inc.                      | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        54 | NS      | $75286.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                | Microsoft Corp.                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     19827 | NS      | $9588733.74   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                     | Microchip Technology, Inc.                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1436 | NS      | $91501.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                        | Micron Technology, Inc.                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2993 | NS      | $854232.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                        | Micron Technology, Inc.                                 | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    365000 | PA      | $327206.29    | 0.08%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                        | Micron Technology, Inc.                                 | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    329000 | PA      | $349863.60    | 0.08%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc.                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       312 | NS      | $43339.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.           | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $410815.32    | 0.10%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.           | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    434000 | PA      | $454658.96    | 0.11%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                   | Mizuho Financial Group, Inc.                            | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $526408.25    | 0.12%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                   | Mizuho Financial Group, Inc.                            | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205619.68    | 0.05%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                  | Moderna, Inc.                                           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       921 | NS      | $27160.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | Molina Healthcare, Inc.                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       137 | NS      | $23774.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                      | Molson Coors Beverage Co., Class B                      | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       451 | NS      | $21052.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc., Class A                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      3443 | NS      | $185336.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc.                            | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    373000 | PA      | $371793.64    | 0.09%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                 | Monolithic Power Systems, Inc.                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       127 | NS      | $115107.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                         | Monster Beverage Corp.                                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1897 | NS      | $145442.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                  | Moody's Corp.                                           | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       408 | NS      | $208426.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3227 | NS      | $572889.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1418918.54   | 0.33%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $548226.85    | 0.13%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257488.25    | 0.06%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1930178.46   | 0.45%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                               | Mosaic Co. (The)                                        | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       844 | NS      | $20331.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                       | Motorola Solutions, Inc.                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       443 | NS      | $169810.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                       | Motorola Solutions, Inc.                                | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    336000 | PA      | $347063.81    | 0.08%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc.                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       515 | NS      | $82008.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                      | NVR, Inc.                                               | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         8 | NS      | $58342.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV                                         | NXP BV                                                  | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $239496.33    | 0.06%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                   | Nasdaq, Inc.                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1206 | NS      | $117138.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                   | Nasdaq, Inc.                                            | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    383000 | PA      | $402435.03    | 0.09%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                              | NatWest Group plc                                       | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    388000 | PA      | $410694.97    | 0.10%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                   | NetApp, Inc.                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       532 | NS      | $56971.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                   | NetApp, Inc.                                            | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    221000 | PA      | $230094.44    | 0.05%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc.                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     11321 | NS      | $1061456.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc.                                           | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614521.68    | 0.14%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Newmont Corp.                                  | Newmont Corp.                                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2903 | NS      | $289864.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                     | News Corp., Class A                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      1002 | NS      | $26172.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                     | News Corp., Class B                                     | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       328 | NS      | $9718.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                           | NextEra Energy, Inc.                                    | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      5571 | NS      | $447239.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.          | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204807.92    | 0.05%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.          | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    720000 | PA      | $741123.94    | 0.17%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.          | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    798000 | PA      | $825446.73    | 0.19%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                     | NIKE, Inc., Class B                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3161 | NS      | $201387.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                 | NiSource, Inc.                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      1253 | NS      | $52325.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                 | NiSource, Inc.                                          | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    302000 | PA      | $312570.00    | 0.07%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                          | Nomura Holdings, Inc.                                   | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181467.82    | 0.04%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                          | Nomura Holdings, Inc.                                   | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $385251.51    | 0.09%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                  | Nordson Corp.                                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       143 | NS      | $34381.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                         | Norfolk Southern Corp.                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       597 | NS      | $172365.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                         | Norfolk Southern Corp.                                  | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258349.92    | 0.06%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                           | Northern Trust Corp.                                    | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       509 | NS      | $69524.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                         | Northrop Grumman Corp.                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       358 | NS      | $204135.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                         | Northrop Grumman Corp.                                  | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303204.48    | 0.07%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                              | Gen Digital, Inc.                                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1491 | NS      | $40540.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                    | Nucor Corp.                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       611 | NS      | $99660.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp.                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     64820 | NS      | $12088930.00  | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp.                                            | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    430000 | PA      | $387095.72    | 0.09%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                      | O'Reilly Automotive, Inc.                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2245 | NS      | $204766.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                     | Occidental Petroleum Corp.                              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      1912 | NS      | $78621.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                     | Occidental Petroleum Corp.                              | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    228000 | PA      | $244600.59    | 0.06%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                     | Occidental Petroleum Corp.                              | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1217510.83   | 0.29%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                | Old Dominion Freight Line, Inc.                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       492 | NS      | $77145.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                            | Omnicom Group, Inc.                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       849 | NS      | $68556.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp.                                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1088 | NS      | $58915.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1676 | NS      | $123186.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                             | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106836.31    | 0.03%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                             | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $624253.20    | 0.15%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4497 | NS      | $876510.27    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                            | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269063.25    | 0.06%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                            | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    675000 | PA      | $704260.31    | 0.17%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                            | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1035063.36   | 0.24%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                            | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    147000 | PA      | $146773.30    | 0.03%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                           | Otis Worldwide Corp.                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1044 | NS      | $91193.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Credit Income Corp.                   | Blue Owl Credit Income Corp.                            | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    356000 | PA      | $366570.60    | 0.09%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                     | PG&E Corp.                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      5848 | NS      | $93977.36     | 0.02%             |  |  |  | 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        |      1043 | NS      | $217705.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)       | PNC Financial Services Group, Inc. (The)                | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215946.28    | 0.05%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)       | PNC Financial Services Group, Inc. (The)                | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307293.24    | 0.07%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)       | PNC Financial Services Group, Inc. (The)                | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    367000 | PA      | $415833.28    | 0.10%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)       | PNC Financial Services Group, Inc. (The)                | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    301000 | PA      | $306395.18    | 0.07%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)       | PNC Financial Services Group, Inc. (The)                | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    291000 | PA      | $303256.37    | 0.07%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                           | PPG Industries, Inc.                                    | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       601 | NS      | $61578.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                      | PPL Corp.                                               | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1968 | NS      | $68919.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corp.                   | PPL Electric Utilities Corp.                            | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399403.10    | 0.09%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                      | PTC, Inc.                                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       319 | NS      | $55572.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                   | PACCAR, Inc.                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1397 | NS      | $152985.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                   | Pacific Gas and Electric Co.                            | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179322.58    | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                   | Pacific Gas and Electric Co.                            | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    556000 | PA      | $571789.79    | 0.13%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                     | Packaging Corp. of America                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       238 | NS      | $49082.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                    | Palantir Technologies, Inc., Class A                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      6105 | NS      | $1085163.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                       | Palo Alto Networks, Inc.                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1819 | NS      | $335059.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp.                       | Paramount Skydance Corp., Class B                       | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       863 | NS      | $11564.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                          | Parker-Hannifin Corp.                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       336 | NS      | $295330.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                  | Paychex, Inc.                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       863 | NS      | $96811.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                          | Paycom Software, Inc.                                   | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       133 | NS      | $21194.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                          | PayPal Holdings, Inc.                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2489 | NS      | $145307.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                          | PayPal Holdings, Inc.                                   | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    296000 | PA      | $296006.25    | 0.07%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3643 | NS      | $522843.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                           | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393211.32    | 0.09%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                           | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    371000 | PA      | $379698.84    | 0.09%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                           | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    172000 | PA      | $175740.09    | 0.04%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                  | Revvity, Inc.                                           | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       309 | NS      | $29895.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.        | Pfizer Investment Enterprises Pte. Ltd.                 | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    550000 | PA      | $556000.17    | 0.13%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                   | Pfizer, Inc.                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     15128 | NS      | $376687.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                   | Pfizer, Inc.                                            | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    378000 | PA      | $333436.48    | 0.08%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4163 | NS      | $667745.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $374431.23    | 0.09%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.                       | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    426000 | PA      | $445794.13    | 0.11%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.                       | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    274000 | PA      | $283284.54    | 0.07%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1075 | NS      | $138718.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66 Co.                                | Phillips 66 Co.                                         | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    384000 | PA      | $396624.61    | 0.09%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                          | Pilgrim's Pride Corp.                                   | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    179000 | PA      | $191286.56    | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                    | Pinnacle West Capital Corp.                             | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       318 | NS      | $28206.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                  | Pioneer Natural Resources Co.                           | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    298000 | PA      | $270298.04    | 0.06%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Pool Corp.                                     | Pool Corp.                                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        87 | NS      | $19901.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                      | T. Rowe Price Group, Inc.                               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       585 | NS      | $59892.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                | Principal Financial Group, Inc.                         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       539 | NS      | $47545.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6247 | NS      | $895257.57    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                              | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176227.80    | 0.04%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                              | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    204000 | PA      | $186384.97    | 0.04%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                              | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    441000 | PA      | $447405.35    | 0.11%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                        | Progressive Corp. (The)                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1560 | NS      | $355243.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                        | Progressive Corp. (The)                                 | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    168000 | PA      | $155182.49    | 0.04%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                 | Prologis, Inc.                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2469 | NS      | $315192.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                    | Prologis LP                                             | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    387000 | PA      | $390322.36    | 0.09%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                    | Prologis LP                                             | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    358000 | PA      | $367860.64    | 0.09%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc.                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       937 | NS      | $105768.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc.                              | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    301000 | PA      | $310030.00    | 0.07%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc.                              | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    208000 | PA      | $224058.52    | 0.05%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.              | Public Service Electric & Gas Co.                       | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132484.86    | 0.03%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.          | Public Service Enterprise Group, Inc.                   | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1328 | NS      | $106638.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.          | Public Service Enterprise Group, Inc.                   | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89439.24     | 0.02%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.          | Public Service Enterprise Group, Inc.                   | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    358000 | PA      | $369479.13    | 0.09%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Storage                                 | Public Storage                                          | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       420 | NS      | $108990.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co.                   | Public Storage Operating Co.                            | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238117.92    | 0.06%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                               | PulteGroup, Inc.                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       525 | NS      | $61561.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                        | Qnity Electronics, Inc.                                 | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       557 | NS      | $45479.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                 | QUALCOMM, Inc.                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2863 | NS      | $489716.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                 | QUALCOMM, Inc.                                          | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    188000 | PA      | $160738.12    | 0.04%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                          | Quanta Services, Inc.                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       396 | NS      | $167135.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                        | Quest Diagnostics, Inc.                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       298 | NS      | $51711.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                        | Quest Diagnostics, Inc.                                 | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    269000 | PA      | $297793.79    | 0.07%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                             | Ralph Lauren Corp.                                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       103 | NS      | $36421.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                  | Raymond James Financial, Inc.                           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       472 | NS      | $75798.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                      | RTX Corp.                                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3585 | NS      | $657489.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                      | RTX Corp.                                               | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87777.99     | 0.02%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                      | RTX Corp.                                               | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    541000 | PA      | $560073.01    | 0.13%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp.                                     | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      2433 | NS      | $137148.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp.                                     | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237809.65    | 0.06%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp.                                     | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211921.64    | 0.05%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp.                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       435 | NS      | $30028.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc.                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       268 | NS      | $206861.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                        | Regions Financial Corp.                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2333 | NS      | $63224.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc.                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       535 | NS      | $113382.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed, Inc.                                   | ResMed, Inc.                                            | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       390 | NS      | $93939.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                        | Robinhood Markets, Inc., Class A                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      2092 | NS      | $236605.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                      | Rockwell Automation, Inc.                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       299 | NS      | $116331.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                  | Rollins, Inc.                                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       781 | NS      | $46875.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                       | Roper Technologies, Inc.                                | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       286 | NS      | $127307.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                       | Roper Technologies, Inc.                                | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175512.12    | 0.04%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                              | Ross Stores, Inc.                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       870 | NS      | $156721.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                    | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256966.18    | 0.06%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                    | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $442677.71    | 0.10%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                               | S&P Global, Inc.                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       830 | NS      | $433749.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                               | S&P Global, Inc.                                        | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415289.16    | 0.10%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                       | SBA Communications Corp.                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       286 | NS      | $55320.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                               | Salesforce, Inc.                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2540 | NS      | $672871.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                               | Salesforce, Inc.                                        | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    313000 | PA      | $278129.98    | 0.07%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp.                                  | Sandisk Corp.                                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $87118.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | Henry Schein, Inc.                                      | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       274 | NS      | $20708.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd.                                       | SLB Ltd.                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      3970 | NS      | $152368.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                     | Charles Schwab Corp. (The)                              | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      4468 | NS      | $446397.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                     | Charles Schwab Corp. (The)                              | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    406000 | PA      | $434370.59    | 0.10%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                     | Charles Schwab Corp. (The)                              | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    381000 | PA      | $415298.61    | 0.10%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Sempra                                         | Sempra                                                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1736 | NS      | $153271.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                         | Sempra                                                  | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91350.00     | 0.02%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                               | ServiceNow, Inc.                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2765 | NS      | $423570.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell Finance US, Inc.                         | Shell Finance US, Inc.                                  | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $389686.64    | 0.09%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                     | Sherwin-Williams Co. (The)                              | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       613 | NS      | $198630.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                     | Simon Property Group, Inc.                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       869 | NS      | $160860.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    412000 | PA      | $372740.60    | 0.09%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc.                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       395 | NS      | $25046.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A.O. Smith Corp.                               | A.O. Smith Corp.                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       304 | NS      | $20331.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                          | J M Smucker Co. (The)                                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       284 | NS      | $27778.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                  | Snap-on, Inc.                                           | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       139 | NS      | $47899.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                                | Solventum Corp.                                         | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       392 | NS      | $31062.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                 | Southern California Edison Co.                          | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158948.12    | 0.04%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                             | Southern Co. (The)                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2927 | NS      | $255234.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                             | Southern Co. (The)                                      | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    311000 | PA      | $307141.64    | 0.07%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                             | Southern Co. (The), Series 2025                         | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    498000 | PA      | $518542.50    | 0.12%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                         | Southwest Airlines Co.                                  | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1397 | NS      | $57738.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprint Capital Corp.                           | Sprint Capital Corp.                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $242056.22    | 0.06%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                    | Block, Inc., Class A                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1462 | NS      | $95161.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       412 | NS      | $30603.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corp.                                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3025 | NS      | $254735.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corp.                                         | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230872.45    | 0.05%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corp.                                         | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    253000 | PA      | $233292.57    | 0.05%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                             | State Street Corp.                                      | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       743 | NS      | $95854.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                             | State Street Corp.                                      | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195990.54    | 0.05%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                             | State Street Corp.                                      | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    377000 | PA      | $384018.12    | 0.09%             | 2032-10-22      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                           | Steel Dynamics, Inc.                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       368 | NS      | $62357.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                  | Stryker Corp.                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       916 | NS      | $321946.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.          | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213140.56    | 0.05%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.          | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    414000 | PA      | $432961.08    | 0.10%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                     | Super Micro Computer, Inc.                              | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      1334 | NS      | $39046.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                 | Synopsys, Inc.                                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       497 | NS      | $233450.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                 | Synopsys, Inc.                                          | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    411000 | PA      | $417525.41    | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       958 | NS      | $79925.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                    | Sysco Corp.                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1271 | NS      | $93659.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                           | TJX Cos., Inc. (The)                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2977 | NS      | $457296.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings, Inc.                       | TKO Group Holdings, Inc., Class A                       | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $36784.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                              | T-Mobile US, Inc.                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1279 | NS      | $259688.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                      | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1207096.08   | 0.28%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                      | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    276000 | PA      | $282206.05    | 0.07%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    840000 | PA      | $824891.93    | 0.19%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Take-Two Interactive Software, Inc.            | Take-Two Interactive Software, Inc.                     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       461 | NS      | $118029.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                 | Takeda Pharmaceutical Co. Ltd.                          | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $376361.25    | 0.09%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                 | Tapestry, Inc.                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       544 | NS      | $69506.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP                    | Targa Resources Partners LP                             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190799.48    | 0.04%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                   | Target Corp.                                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1209 | NS      | $118179.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                   | Target Corp.                                            | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505770.25    | 0.12%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                          | Targa Resources Corp.                                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       573 | NS      | $105718.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                    | Teledyne Technologies, Inc.                             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       125 | NS      | $63841.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                 | Teradyne, Inc.                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       417 | NS      | $80714.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                    | Tesla, Inc.                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7499 | NS      | $3372450.28   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                        | Texas Instruments, Inc.                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2419 | NS      | $419672.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                        | Texas Instruments, Inc.                                 | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204382.91    | 0.05%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp.                       | Texas Pacific Land Corp.                                | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |       153 | NS      | $43944.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                  | Textron, Inc.                                           | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       474 | NS      | $41318.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                         | Trade Desk, Inc. (The), Class A                         | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1186 | NS      | $45020.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                 | Thermo Fisher Scientific, Inc.                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1002 | NS      | $580608.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                 | Thermo Fisher Scientific, Inc.                          | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362968.76    | 0.09%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                         | 3M Co.                                                  | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1417 | NS      | $226861.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                         | 3M Co.                                                  | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511908.55    | 0.12%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                    | Toronto-Dominion Bank (The)                             | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    372000 | PA      | $346705.26    | 0.08%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                       | TotalEnergies Capital SA                                | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    223000 | PA      | $231451.74    | 0.05%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                             | Tractor Supply Co.                                      | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1410 | NS      | $70514.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp.                      | Toyota Motor Credit Corp.                               | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    342000 | PA      | $361743.32    | 0.09%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                      | Toyota Motor Credit Corp.                               | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    437000 | PA      | $458698.06    | 0.11%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                          | TransDigm Group, Inc.                                   | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $199477.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                     | Travelers Cos., Inc. (The)                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       593 | NS      | $172005.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                  | Trimble, Inc.                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       633 | NS      | $49595.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp.                                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319429.95    | 0.08%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                         | Truist Financial Corp.                                  | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352261.56    | 0.08%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp.                                  | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      3403 | NS      | $167461.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                       | Tyler Technologies, Inc.                                | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       115 | NS      | $52204.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | Tyson Foods, Inc., Class A                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       760 | NS      | $44551.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                      | UDR, Inc.                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       802 | NS      | $29417.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      4141 | NS      | $220963.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                        | Uber Technologies, Inc.                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      5558 | NS      | $454144.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                        | Uber Technologies, Inc.                                 | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    296000 | PA      | $295375.53    | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                              | Ulta Beauty, Inc.                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       120 | NS      | $72601.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Capital Corp.                         | Unilever Capital Corp.                                  | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109243.42    | 0.03%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                            | Union Pacific Corp.                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1578 | NS      | $365022.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                            | Union Pacific Corp.                                     | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201748.62    | 0.05%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                            | Union Pacific Corp.                                     | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367835.48    | 0.09%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                 | United Airlines Holdings, Inc.                          | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       861 | NS      | $96277.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc., Class B                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1958 | NS      | $194214.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc.                             | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311464.50    | 0.07%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc.                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       169 | NS      | $136775.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352075.85    | 0.08%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160673.51    | 0.04%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201538.00    | 0.05%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213358.40    | 0.05%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    193000 | PA      | $203951.13    | 0.05%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    233000 | PA      | $242609.46    | 0.06%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2416 | NS      | $797545.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                                | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $338396.33    | 0.08%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                                | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395662.32    | 0.09%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                                | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260952.08    | 0.06%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                                | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124157.00    | 0.03%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                                | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    221000 | PA      | $226949.85    | 0.05%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                                | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    346000 | PA      | $351738.62    | 0.08%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                | Universal Health Services, Inc., Class B                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       150 | NS      | $32703.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corp.                                     | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       811 | NS      | $132022.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corp.                                     | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57277.97     | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corp.                                     | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182434.58    | 0.04%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                   | Ventas, Inc.                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      1250 | NS      | $96725.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                  | Veralto Corp.                                           | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       660 | NS      | $65854.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                 | VeriSign, Inc.                                          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       224 | NS      | $54420.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     11281 | NS      | $459475.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                            | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    298000 | PA      | $329202.03    | 0.08%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                            | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    409000 | PA      | $402544.34    | 0.09%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    437000 | PA      | $398536.92    | 0.09%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    550000 | PA      | $484391.99    | 0.11%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                            | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    532000 | PA      | $541568.02    | 0.13%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics, Inc.                         | Verisk Analytics, Inc.                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       372 | NS      | $83212.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                   | Vertex Pharmaceuticals, Inc.                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       675 | NS      | $306018.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global                                        | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239901.38    | 0.06%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                  | Viatris, Inc.                                           | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      3102 | NS      | $38619.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                             | VICI Properties LP                                      | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    279000 | PA      | $280833.03    | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                          | VICI Properties, Inc., Class A                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      2837 | NS      | $79776.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                     | Visa, Inc., Class A                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4507 | NS      | $1580649.97   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                     | Visa, Inc.                                              | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    363000 | PA      | $315440.43    | 0.07%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                   | Vistra Corp.                                            | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       847 | NS      | $136646.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware LLC                                     | VMware LLC                                              | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    264000 | PA      | $234406.34    | 0.06%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                           | Vulcan Materials Co.                                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       352 | NS      | $100397.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                         | WEC Energy Group, Inc.                                  | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       856 | NS      | $90273.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.      | Westinghouse Air Brake Technologies Corp.               | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       455 | NS      | $97119.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                  | Walmart, Inc.                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11713 | NS      | $1304945.33   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                  | Walmart, Inc.                                           | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1175905.78   | 0.28%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Walmart, Inc.                                  | Walmart, Inc.                                           | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    246000 | PA      | $253093.14    | 0.06%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                    | Warner Bros Discovery, Inc.                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      6588 | NS      | $189866.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | Waste Management, Inc.                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       986 | NS      | $216634.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | Waste Management, Inc.                                  | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    367000 | PA      | $363796.68    | 0.09%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Waters Corp.                                   | Waters Corp.                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       158 | NS      | $60013.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      8371 | NS      | $780177.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                       | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    902000 | PA      | $916542.59    | 0.22%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                       | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    458000 | PA      | $480361.58    | 0.11%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $415142.29    | 0.10%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                       | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    269000 | PA      | $280893.70    | 0.07%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                       | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    562000 | PA      | $590090.78    | 0.14%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                | Welltower, Inc.                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      1826 | NS      | $338923.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                               | Welltower OP LLC                                        | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370406.36    | 0.09%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.             | West Pharmaceutical Services, Inc.                      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       191 | NS      | $52551.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | Western Digital Corp.                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       909 | NS      | $156593.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                          | Westpac Banking Corp.                                   | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $135516.62    | 0.03%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                               | Weyerhaeuser Co.                                        | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1920 | NS      | $45484.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                               | Weyerhaeuser Co.                                        | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    206000 | PA      | $234868.41    | 0.06%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3249 | NS      | $195297.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410950.44    | 0.10%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350784.77    | 0.08%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                               | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105220.09    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                          | Williams-Sonoma, Inc.                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       327 | NS      | $58398.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                  | Workday, Inc., Class A                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       575 | NS      | $123498.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                  | Workday, Inc.                                           | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    422000 | PA      | $403184.88    | 0.09%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                              | Wynn Resorts Ltd.                                       | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       225 | NS      | $27074.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                              | Xcel Energy, Inc.                                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1574 | NS      | $116255.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                              | Xcel Energy, Inc.                                       | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    463000 | PA      | $479223.61    | 0.11%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                    | Xylem, Inc.                                             | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       648 | NS      | $88244.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                              | Yum! Brands, Inc.                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       738 | NS      | $111644.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                       | Zebra Technologies Corp., Class A                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       135 | NS      | $32780.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                   | Zimmer Biomet Holdings, Inc.                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       527 | NS      | $47387.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                   | Zoetis, Inc.                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1179 | NS      | $148341.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                   | BLACKROCK LIQUIDITY FEDFUND OPEN-END FUND USD           | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    500000 | PA      | $500000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | S&P 500 E-Mini Index                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        24 | NC      | $-68916.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | S&P Midcap 400 E-Mini Index                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        31 | NC      | $-160853.63   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                   | Allegion plc                                            | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       228 | NS      | $36302.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                      | Amcor plc                                               | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      6134 | NS      | $51157.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                        | Aon plc, Class A                                        | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |       574 | NS      | $202553.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | Arch Capital Group Ltd.                                 | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       961 | NS      | $92179.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                  | Accenture plc, Class A                                  | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      1659 | NS      | $445109.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH plc                                        | CRH plc                                                 | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      1783 | NS      | $222518.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                | Eaton Corp. plc                                         | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      1036 | NS      | $329976.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                             | Everest Group Ltd.                                      | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       112 | NS      | $38007.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                      | Aptiv plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       579 | NS      | $44056.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc             | Johnson Controls International plc                      | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      1626 | NS      | $194713.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                      | Linde plc                                               | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      1248 | NS      | $532134.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                  | Medtronic plc                                           | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      3435 | NS      | $329966.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.            | Norwegian Cruise Line Holdings Ltd.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1203 | NS      | $26850.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc                | Seagate Technology Holdings plc                         | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       580 | NS      | $159726.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                    | Pentair plc                                             | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       436 | NS      | $45405.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                           | Smurfit WestRock plc                                    | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      1389 | NS      | $53712.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                     | STERIS plc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       262 | NS      | $66422.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                            | TE Connectivity plc                                     | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       786 | NS      | $178822.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                         | Trane Technologies plc                                  | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       592 | NS      | $230406.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                       | Willis Towers Watson plc                                | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       255 | NS      | $83793.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                | Bunge Global SA                                         | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |       360 | NS      | $32068.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                     | Chubb Ltd.                                              | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       974 | NS      | $304004.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                    | Garmin Ltd.                                             | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       435 | NS      | $88239.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                      | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |   3009775 | PA      | $3009774.95   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | MSCI EAFE E-Mini Index                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       480 | NC      | $84821.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV, Class A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       685 | NS      | $29660.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV                                   | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       671 | NS      | $145647.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | Russell 2000 E-Mini Index                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        78 | NC      | $-294041.14   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                   | Royal Caribbean Cruises Ltd.                            | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |       672 | NS      | $187434.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer