# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-26-009298
**Filing Date:** 2026-4
**Character Count:** 516238
**Document Hash:** 1b758db576c8b98e6dc580588793eef0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009298.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002071691-26-009298

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 26912539

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** (800) 480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

### JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (Series ID: S000063667)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000206281 | JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF | BBCB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** J.P. Morgan Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22903

- **c. CIK number of Registrant:** 0001485894

- **d. LEI of Registrant:** 5493001E1K1DVWDV2464

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 844-457-6383

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

- **a. Name of Series:** JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000063667

- **c. LEI of Series:** 549300KU2F2QTTPINB11

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $44035009.97

**Total Liabilities:** $1164.26

**Net Assets:** $44033845.71

**Cash Not Reported:** $1073.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.84637000 | **1-Year:** 1701.38836000 | **5-Year:** 6849.87113000 | **10-Year:** 9259.66838000 | **30-Year:** 11716.77816000

**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 C000206281 | -0.31%               | 0.28%                | 1.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $292.56                  | $-290430.57                                |
| Month 2  | $-9055.99                | $-38350.12                                 |
| Month 3  | $-2819.04                | $389361.64                                 |

**Designated Index Information**

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

- **Index Identifier:** 2765TRUSD0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Texas, Inc.                                               | AEP Texas, Inc.                                                            | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     79000 | PA      | $54453.91     | 0.12%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                      | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    123000 | PA      | $102449.29    | 0.23%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                      | AEP Transmission Co. LLC, Series M                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     98000 | PA      | $73818.23     | 0.17%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                    | AT&T, Inc.                                                                 | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13023.91     | 0.03%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                    | AT&T, Inc.                                                                 | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75305.63     | 0.17%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                    | AT&T, Inc.                                                                 | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82956.68     | 0.19%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                    | AT&T, Inc.                                                                 | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7667.99      | 0.02%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                    | AT&T, Inc.                                                                 | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     53000 | PA      | $34250.31     | 0.08%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                    | AT&T, Inc.                                                                 | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    113000 | PA      | $76415.90     | 0.17%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                    | AT&T, Inc.                                                                 | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20174.58     | 0.05%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                    | AT&T, Inc.                                                                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    106000 | PA      | $91833.35     | 0.21%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                           | Abbott Laboratories                                                        | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17119.78     | 0.04%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                           | Abbott Laboratories                                                        | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    132000 | PA      | $126151.60    | 0.29%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                  | AbbVie, Inc.                                                               | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21322.56     | 0.05%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                  | AbbVie, Inc.                                                               | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52167.87     | 0.12%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                        | Chubb INA Holdings LLC                                                     | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12675.67     | 0.03%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                          | ACE Capital Trust II                                                       | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11954.73     | 0.03%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                       | Accenture Capital, Inc.                                                    | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32651.83     | 0.07%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                    | Agilent Technologies, Inc.                                                 | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1826.92      | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                         | Ahold Finance USA LLC                                                      | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33633.43     | 0.08%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                               | Air Lease Corp.                                                            | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39436.99     | 0.09%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                               | Air Lease Corp.                                                            | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38999.40     | 0.09%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                               | Air Lease Corp.                                                            | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17356.05     | 0.04%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                              | Air Products and Chemicals, Inc.                                           | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45048.98     | 0.10%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                             | Alabama Power Co., Series A                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38654.39     | 0.09%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                             | Alabama Power Co.                                                          | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41316.04     | 0.09%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                               | Albemarle Corp.                                                            | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36268.73     | 0.08%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                               | Albemarle Corp.                                                            | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35685.09     | 0.08%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                               | Albemarle Corp.                                                            | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4706.55      | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                         | Rio Tinto Alcan, Inc.                                                      | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $39871.10     | 0.09%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                         | Alexandria Real Estate Equities, Inc.                                      | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    103000 | PA      | $85571.36     | 0.19%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                               | Alleghany Corp.                                                            | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4675.44      | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                          | Allina Health System, Series 2019                                          | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3926.51      | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                          | Allstate Corp. (The)                                                       | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4415.13      | 0.01%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                          | Allstate Corp. (The)                                                       | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21921.64     | 0.05%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                          | Ally Financial, Inc.                                                       | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33329.42     | 0.08%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                | Alphabet, Inc.                                                             | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70410.87     | 0.16%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                | Alphabet, Inc.                                                             | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    113000 | PA      | $62318.48     | 0.14%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                | Alphabet, Inc.                                                             | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2100.20      | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                            | Altria Group, Inc.                                                         | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46554.96     | 0.11%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                            | Altria Group, Inc.                                                         | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2431.67      | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                            | Altria Group, Inc.                                                         | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13459.17     | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                            | Altria Group, Inc.                                                         | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     57000 | PA      | $41706.68     | 0.09%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                              | Amazon.com, Inc.                                                           | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129886.16    | 0.29%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                              | Amazon.com, Inc.                                                           | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29027.90     | 0.07%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                              | Amazon.com, Inc.                                                           | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84300.69     | 0.19%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                              | Amazon.com, Inc.                                                           | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23825.19     | 0.05%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                              | Amazon.com, Inc.                                                           | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     51000 | PA      | $39243.92     | 0.09%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                    | Hess Corp.                                                                 | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11337.00     | 0.03%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                  | Ameren Corp.                                                               | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29071.50     | 0.07%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                      | American Assets Trust LP                                                   | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22086.03     | 0.05%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                          | American Express Co.                                                       | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32287.75     | 0.07%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                          | American Express Co.                                                       | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15314.38     | 0.03%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                          | American Express Co.                                                       | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13414.14     | 0.03%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                          | American Express Co.                                                       | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72108.48     | 0.16%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                          | American Express Co.                                                       | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15626.50     | 0.04%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                          | American Express Co.                                                       | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24342.63     | 0.06%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                  | American Honda Finance Corp.                                               | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67779.00     | 0.15%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                      | American Homes 4 Rent LP                                                   | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1344.91      | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                            | American International Group, Inc.                                         | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31824.36     | 0.07%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                          | American Tower Corp.                                                       | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    108000 | PA      | $99098.46     | 0.23%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                          | American Tower Corp.                                                       | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20072.40     | 0.05%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                  | American Water Capital Corp.                                               | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3450.71      | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                  | American Water Capital Corp.                                               | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2689.23      | 0.01%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                  | American Water Capital Corp.                                               | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     29000 | PA      | $23337.29     | 0.05%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                  | American Water Capital Corp.                                               | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4967.69      | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                  | American Water Capital Corp.                                               | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25237.33     | 0.06%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                   | Amgen, Inc.                                                                | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42398.58     | 0.10%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                   | Amgen, Inc.                                                                | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4819.55      | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                   | Amgen, Inc.                                                                | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52817.93     | 0.12%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                   | Amgen, Inc.                                                                | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $4876.11      | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                   | Amgen, Inc.                                                                | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1766.52      | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                   | Amgen, Inc.                                                                | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    133000 | PA      | $106297.01    | 0.24%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                   | Amgen, Inc.                                                                | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23694.89     | 0.05%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                   | Amgen, Inc.                                                                | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15698.52     | 0.04%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                   | Amgen, Inc.                                                                | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10225.72     | 0.02%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                       | Anheuser-Busch Cos. LLC                                                    | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45094.76     | 0.10%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                       | Anheuser-Busch Cos. LLC                                                    | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $116604.39    | 0.26%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                          | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1048.52      | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                          | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35284.30     | 0.08%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                          | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12284.37     | 0.03%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                         | Elevance Health, Inc.                                                      | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24053.45     | 0.05%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                         | Elevance Health, Inc.                                                      | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37957.60     | 0.09%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                         | Elevance Health, Inc.                                                      | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     58000 | PA      | $48487.37     | 0.11%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                         | Elevance Health, Inc.                                                      | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10379.17     | 0.02%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                         | Elevance Health, Inc.                                                      | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19708.32     | 0.04%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                     | Aon Corp.                                                                  | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9123.18      | 0.02%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                     | APA Corp.                                                                  | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2033.97      | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                | Apollo Global Management, Inc.                                             | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28835.33     | 0.07%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                   | Apple, Inc.                                                                | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59339.15     | 0.13%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                   | Apple, Inc.                                                                | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121081.06    | 0.27%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                   | Apple, Inc.                                                                | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1604.74      | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                   | Apple, Inc.                                                                | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     78000 | PA      | $43859.07     | 0.10%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                   | Apple, Inc.                                                                | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8606.86      | 0.02%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                   | Apple, Inc.                                                                | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26280.01     | 0.06%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                   | Apple, Inc.                                                                | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63961.73     | 0.15%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                   | Apple, Inc.                                                                | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88923.73     | 0.20%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                       | Applied Materials, Inc.                                                    | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43684.65     | 0.10%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                     | Aptiv Swiss Holdings Ltd.                                                  | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     30000 | PA      | $25022.01     | 0.06%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US, Inc.                                   | Arch Capital Group US, Inc.                                                | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1924.47      | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                              | ArcelorMittal SA                                                           | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     52000 | PA      | $57962.92     | 0.13%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                    | Archer-Daniels-Midland Co.                                                 | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    122000 | PA      | $97614.82     | 0.22%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                         | Ares Management Corp.                                                      | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79828.91     | 0.18%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                         | Ares Management Corp.                                                      | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14540.79     | 0.03%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                            | Ares Capital Corp.                                                         | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19357.92     | 0.04%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                            | Ares Capital Corp.                                                         | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16932.34     | 0.04%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                    | Arizona Public Service Co.                                                 | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     46000 | PA      | $33011.26     | 0.07%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                    | Arizona Public Service Co.                                                 | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3559.72      | 0.01%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                              | Ascension Health                                                           | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20841.60     | 0.05%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                              | Ascension Health, Series B                                                 | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $27764.91     | 0.06%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                               | AstraZeneca plc                                                            | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     24000 | PA      | $27492.94     | 0.06%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                               | AstraZeneca plc                                                            | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     18000 | PA      | $16063.92     | 0.04%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                               | AstraZeneca plc                                                            | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $2854.14      | 0.01%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                               | AstraZeneca plc                                                            | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $13744.94     | 0.03%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                       | Astrazeneca Finance LLC                                                    | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115054.51    | 0.26%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                           | Athene Holding Ltd.                                                        | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6778.86      | 0.02%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                           | Athene Holding Ltd.                                                        | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4816.35      | 0.01%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co.                                    | Atlantic City Electric Co.                                                 | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11946.07     | 0.03%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                            | Atmos Energy Corp.                                                         | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16595.12     | 0.04%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                            | Atmos Energy Corp.                                                         | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20566.70     | 0.05%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                            | Atmos Energy Corp.                                                         | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2053.15      | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                   | AvalonBay Communities, Inc.                                                | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20449.53     | 0.05%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                   | AvalonBay Communities, Inc.                                                | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1629.48      | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                          | Avery Dennison Corp.                                                       | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51020.61     | 0.12%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                  | Avista Corp.                                                               | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3888.30      | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                        | AXA SA                                                                     | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     93000 | PA      | $109384.98    | 0.25%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                      | Equitable Holdings, Inc.                                                   | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25112.60     | 0.06%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                      | Equitable Holdings, Inc.                                                   | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9786.83      | 0.02%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                             | BAT Capital Corp.                                                          | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6871.09      | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                             | BAT Capital Corp.                                                          | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2805.58      | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                             | BAT Capital Corp.                                                          | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98659.89     | 0.22%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                             | BAT Capital Corp.                                                          | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63291.81     | 0.14%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                 | BHP Billiton Finance USA Ltd.                                              | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      4000 | PA      | $4120.33      | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                 | BHP Billiton Finance USA Ltd.                                              | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      2000 | PA      | $2097.04      | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                        | BP Capital Markets plc                                                     | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $36785.97     | 0.08%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                     | Baker Hughes Holdings LLC                                                  | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8926.11      | 0.02%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                | Baltimore Gas and Electric Co.                                             | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3442.73      | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                            | Banco Santander SA                                                         | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $186917.07    | 0.42%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp., Series L                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68081.42     | 0.15%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13857.16     | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31170.34     | 0.07%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66095.47     | 0.15%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    187000 | PA      | $175555.02    | 0.40%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26751.37     | 0.06%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9653.18      | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    187000 | PA      | $120646.18    | 0.27%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199138.95    | 0.45%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11717.04     | 0.03%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     36000 | PA      | $23782.51     | 0.05%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35338.07     | 0.08%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254667.15    | 0.58%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                         | Bank of America Corp.                                                      | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81372.68     | 0.18%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | Bank of Montreal                                                           | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $59325.37     | 0.13%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                           | Bank of New York Mellon Corp. (The)                                        | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3903.52      | 0.01%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                           | Bank of New York Mellon Corp. (The)                                        | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51717.92     | 0.12%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                           | Bank of New York Mellon Corp. (The)                                        | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6291.67      | 0.01%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                           | Bank of New York Mellon Corp. (The), Series J                              | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17081.07     | 0.04%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                           | Bank of New York Mellon Corp. (The)                                        | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1020.30      | 0.00%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                           | Bank of New York Mellon Corp. (The)                                        | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34332.74     | 0.08%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                           | Bank of New York Mellon Corp. (The)                                        | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58972.74     | 0.13%             | 2039-07-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                     | Bank of Nova Scotia (The)                                                  | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $95327.50     | 0.22%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                     | Bank of Nova Scotia (The)                                                  | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46306.94     | 0.11%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                     | Bank of Nova Scotia (The)                                                  | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2059.90      | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                  | Barclays plc                                                               | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $185785.01    | 0.42%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                    | Baxter International, Inc.                                                 | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2585.73      | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                        | Becton Dickinson & Co.                                                     | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33291.51     | 0.08%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                        | Becton Dickinson & Co.                                                     | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11986.65     | 0.03%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                        | Becton Dickinson & Co.                                                     | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1024.43      | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bell Canada (The)                                             | Bell Canada (The)                                                          | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $10687.93     | 0.02%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                             | W R Berkley Corp.                                                          | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     49000 | PA      | $30135.31     | 0.07%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                              | Berkshire Hathaway Finance Corp.                                           | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24203.58     | 0.05%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                              | Berkshire Hathaway Finance Corp.                                           | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4220.38      | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                              | Berkshire Hathaway Finance Corp.                                           | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     96000 | PA      | $62047.67     | 0.14%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                              | Berkshire Hathaway Finance Corp.                                           | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29591.77     | 0.07%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                  | Biogen, Inc.                                                               | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    125000 | PA      | $82247.17     | 0.19%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                             | Black Hills Corp.                                                          | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26063.30     | 0.06%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Blackrock, Inc.                                               | Blackrock, Inc.                                                            | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    136000 | PA      | $123891.68    | 0.28%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Blackrock, Inc.                                               | Blackrock, Inc.                                                            | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1783.97      | 0.00%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Blackrock, Inc.                                               | Blackrock, Inc.                                                            | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27784.01     | 0.06%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                | Blackstone Private Credit Fund                                             | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28078.34     | 0.06%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                       | BlackRock Funding, Inc.                                                    | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18703.31     | 0.04%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. LLC                                | Blackstone Reg Finance Co. LLC                                             | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37045.98     | 0.08%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                        | Boardwalk Pipelines LP                                                     | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42554.67     | 0.10%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                              | Boeing Co. (The)                                                           | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     36000 | PA      | $26059.91     | 0.06%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                              | Boeing Co. (The)                                                           | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     23000 | PA      | $16251.30     | 0.04%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                              | Boeing Co. (The)                                                           | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    198000 | PA      | $182616.44    | 0.41%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                              | Boeing Co. (The)                                                           | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14837.81     | 0.03%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                              | Boeing Co. (The)                                                           | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1781.13      | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                              | BorgWarner, Inc.                                                           | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7666.30      | 0.02%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                          | Boston Properties LP                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37780.18     | 0.09%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                       | Boston Scientific Corp.                                                    | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6803.22      | 0.02%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                       | Boston Scientific Corp.                                                    | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30323.74     | 0.07%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                              | BP Capital Markets America, Inc.                                           | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49501.68     | 0.11%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                              | BP Capital Markets America, Inc.                                           | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     74000 | PA      | $49539.40     | 0.11%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                              | BP Capital Markets America, Inc.                                           | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     47000 | PA      | $30895.12     | 0.07%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                              | BP Capital Markets America, Inc.                                           | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17570.18     | 0.04%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                      | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11131.96     | 0.03%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                      | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112252.14    | 0.25%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                      | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11614.16     | 0.03%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                      | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     58000 | PA      | $42620.31     | 0.10%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                      | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32912.08     | 0.07%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                      | Bristol-Myers Squibb Co.                                                   | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     46000 | PA      | $51121.94     | 0.12%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                              | Brixmor Operating Partnership LP                                           | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59463.04     | 0.14%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                | Broadcom, Inc.                                                             | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1993.04      | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                | Broadcom, Inc.                                                             | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1978.20      | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                | Broadcom, Inc.                                                             | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137949.37    | 0.31%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                | Broadcom, Inc.                                                             | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128521.39    | 0.29%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                | Broadcom, Inc.                                                             | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1848.49      | 0.00%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                | Broadcom, Inc.                                                             | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93473.36     | 0.21%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                | Broadcom, Inc.                                                             | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22175.27     | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                | Brookfield Capital Finance LLC                                             | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14854.06     | 0.03%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                      | Brookfield Finance, Inc.                                                   | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35613.52     | 0.08%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK plc                                   | Brookfield Finance I UK plc                                                | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     49000 | PA      | $43224.23     | 0.10%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                               | Brunswick Corp.                                                            | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51976.69     | 0.12%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                      | Bunge Ltd. Finance Corp.                                                   | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55828.42     | 0.13%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                              | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1278.30      | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                              | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $66811.27     | 0.15%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                              | Burlington Northern Santa Fe LLC                                           | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34128.00     | 0.08%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                              | Paramount Global                                                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46183.03     | 0.10%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                     | Cboe Global Markets, Inc.                                                  | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6257.85      | 0.01%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                             | Cigna Group (The)                                                          | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61971.15     | 0.14%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                             | Cigna Group (The)                                                          | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85457.62     | 0.19%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                             | Cigna Group (The)                                                          | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5871.67      | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                               | CME Group, Inc.                                                            | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2001.07      | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                               | CME Group, Inc.                                                            | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11096.24     | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                              | CMS Energy Corp.                                                           | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4947.34      | 0.01%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                     | CNO Financial Group, Inc.                                                  | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28181.45     | 0.06%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                     | CSX Corp.                                                                  | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    141000 | PA      | $111660.61    | 0.25%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                     | CSX Corp.                                                                  | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36925.32     | 0.08%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                              | CVS Health Corp.                                                           | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11658.30     | 0.03%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                              | CVS Health Corp.                                                           | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70419.02     | 0.16%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                              | CVS Health Corp.                                                           | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64942.71     | 0.15%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                              | CVS Health Corp.                                                           | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133231.45    | 0.30%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                              | CVS Health Corp.                                                           | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4885.69      | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                            | California Institute of Technology                                         | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5256.94      | 0.01%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                         | Camden Property Trust                                                      | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57028.14     | 0.13%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | Canadian Imperial Bank of Commerce                                         | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $52605.49     | 0.12%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                               | Canadian Natural Resources Ltd.                                            | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $18700.67     | 0.04%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                               | Canadian Natural Resources Ltd.                                            | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $20000.01     | 0.05%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                  | Canadian Pacific Railway Co.                                               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $21846.01     | 0.05%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                  | Canadian Pacific Railway Co.                                               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $21420.58     | 0.05%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                  | Canadian Pacific Railway Co.                                               | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6213.59      | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                   | Capital One Financial Corp.                                                | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39228.94     | 0.09%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                   | Capital One Financial Corp.                                                | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16884.54     | 0.04%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                   | Capital One Financial Corp.                                                | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61691.66     | 0.14%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                   | Capital One Financial Corp.                                                | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84794.84     | 0.19%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                         | Cardinal Health, Inc.                                                      | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30529.32     | 0.07%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                         | Cardinal Health, Inc.                                                      | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1987.39      | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                          | Carrier Global Corp.                                                       | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31820.66     | 0.07%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                          | Carrier Global Corp.                                                       | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4494.76      | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                             | Caterpillar, Inc.                                                          | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23710.52     | 0.05%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                             | Caterpillar, Inc.                                                          | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19668.38     | 0.04%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                          | Caterpillar Financial Services Corp.                                       | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38518.83     | 0.09%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                          | Caterpillar Financial Services Corp.                                       | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63980.46     | 0.15%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                 | Centene Corp.                                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25230.24     | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                 | Centene Corp.                                                              | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54695.29     | 0.12%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                          | Cenovus Energy, Inc.                                                       | CUSIP: 15135UAW9<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $37219.42     | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                       | CenterPoint Energy Houston Electric LLC, Series AJ                         | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8198.73      | 0.02%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104409.45    | 0.24%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $38070.46     | 0.09%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20000.60     | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $42757.67     | 0.10%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $21622.23     | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $21442.24     | 0.05%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9438.93      | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $13425.02     | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $37281.89     | 0.08%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3183.92      | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $43566.91     | 0.10%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $27242.90     | 0.06%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                         | Cheniere Energy, Inc.                                                      | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59976.11     | 0.14%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                 | Chevron Corp.                                                              | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13139.10     | 0.03%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                 | Chevron Corp.                                                              | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3499.61      | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp. (The)                               | Children's Hospital Corp. (The), Series 2017                               | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4318.99      | 0.01%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                             | Children's Health System of Texas                                          | CUSIP: 16876HAB5<br>LEI: 2549009WMIANX4ENYU35 | Long             | DBT              | CORP              | US        |     64000 | PA      | $39342.13     | 0.09%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                             | Choice Hotels International, Inc.                                          | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47207.86     | 0.11%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                        | Chubb INA Holdings LLC                                                     | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     21000 | PA      | $13179.27     | 0.03%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                    | Cincinnati Financial Corp.                                                 | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22709.30     | 0.05%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                            | Cintas Corp. No. 2                                                         | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4950.75      | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                           | Cisco Systems, Inc.                                                        | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     91000 | PA      | $99500.38     | 0.23%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                           | Cisco Systems, Inc.                                                        | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56532.77     | 0.13%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                           | Cisco Systems, Inc.                                                        | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2870.04      | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     36000 | PA      | $40044.43     | 0.09%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27588.08     | 0.06%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9011.26      | 0.02%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3565.24      | 0.01%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    132000 | PA      | $124588.95    | 0.28%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    173000 | PA      | $173851.65    | 0.39%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20143.91     | 0.05%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    167000 | PA      | $160035.06    | 0.36%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                   | Citibank NA                                                                | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256809.92    | 0.58%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22125.79     | 0.05%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                               | Citigroup, Inc.                                                            | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13055.53     | 0.03%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                | Citizens Financial Group, Inc.                                             | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58887.84     | 0.13%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                | Citizens Financial Group, Inc.                                             | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13351.90     | 0.03%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                           | Coca-Cola Co. (The)                                                        | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5698.35      | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                           | Coca-Cola Co. (The)                                                        | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1196.17      | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                           | Coca-Cola Co. (The)                                                        | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16406.26     | 0.04%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                           | Coca-Cola Co. (The)                                                        | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3101.35      | 0.01%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                         | Colgate-Palmolive Co.                                                      | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2035.76      | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                         | Colgate-Palmolive Co.                                                      | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21894.92     | 0.05%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York (The) | Trustees of Columbia University in the City of New York (The), Series 2024 | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |      1000 | PA      | $995.98       | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                 | Comcast Corp.                                                              | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $92337.22     | 0.21%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                 | Comcast Corp.                                                              | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     37000 | PA      | $41270.50     | 0.09%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                 | Comcast Corp.                                                              | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    169000 | PA      | $127873.13    | 0.29%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                 | Comcast Corp.                                                              | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     36000 | PA      | $28707.34     | 0.07%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                 | Comcast Corp.                                                              | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     57000 | PA      | $48045.43     | 0.11%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                 | Comcast Corp.                                                              | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     11000 | PA      | $6641.16      | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp.                                   | Fifth Third Financial Corp.                                                | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95932.13     | 0.22%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                           | CommonSpirit Health                                                        | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39160.83     | 0.09%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                           | CommonSpirit Health                                                        | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31923.03     | 0.07%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                       | Commonwealth Edison Co.                                                    | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4016.57      | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                          | Conagra Brands, Inc.                                                       | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6272.90      | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                              | Concentrix Corp.                                                           | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24080.32     | 0.05%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                         | Connecticut Light and Power Co. (The), Series A                            | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24636.38     | 0.06%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                            | ConocoPhillips Co.                                                         | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16642.71     | 0.04%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                            | ConocoPhillips Co.                                                         | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     76000 | PA      | $56442.88     | 0.13%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                            | ConocoPhillips Co.                                                         | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29851.66     | 0.07%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                            | ConocoPhillips Co.                                                         | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2050.11      | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                            | ConocoPhillips Co.                                                         | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6866.29      | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                     | Consolidated Edison Co. of New York, Inc., Series D                        | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5032.72      | 0.01%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                     | Consolidated Edison Co. of New York, Inc.                                  | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     51000 | PA      | $36147.13     | 0.08%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                     | Consolidated Edison Co. of New York, Inc., Series 20B                      | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     49000 | PA      | $38833.03     | 0.09%             | 2050-04-01      | Fixed         | 3.95%                 | 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        |     11000 | PA      | $10139.12     | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                     | Consolidated Edison Co. of New York, Inc.                                  | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     64000 | PA      | $43221.95     | 0.10%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                    | Constellation Brands, Inc.                                                 | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64159.07     | 0.15%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                    | Constellation Brands, Inc.                                                 | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1798.50      | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                    | Constellation Brands, Inc.                                                 | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13219.19     | 0.03%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                          | Consumers Energy Co.                                                       | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     81000 | PA      | $65701.84     | 0.15%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                          | Consumers Energy Co.                                                       | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3692.04      | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                          | Consumers Energy Co.                                                       | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51682.19     | 0.12%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                      | Cooperatieve Rabobank UA                                                   | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    149000 | PA      | $150863.39    | 0.34%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                    | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3974.14      | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                    | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15367.80     | 0.03%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                    | Corebridge Financial, Inc.                                                 | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5018.78      | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                 | Corning, Inc.                                                              | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    116000 | PA      | $109257.72    | 0.25%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                 | Corning, Inc.                                                              | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12258.72     | 0.03%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                    | COPT Defense Properties LP                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     64000 | PA      | $59099.61     | 0.13%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                    | COPT Defense Properties LP                                                 | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47734.29     | 0.11%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                        | Costco Wholesale Corp.                                                     | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76411.99     | 0.17%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS Americas, Inc.                                            | UBS Americas, Inc.                                                         | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $74907.52     | 0.17%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                            | Crown Castle, Inc.                                                         | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29326.99     | 0.07%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                            | Crown Castle, Inc.                                                         | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11520.79     | 0.03%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                            | Crown Castle, Inc.                                                         | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48800.06     | 0.11%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                 | Cummins, Inc.                                                              | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4856.29      | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                 | Cummins, Inc.                                                              | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45933.32     | 0.10%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                     | DH Europe Finance II SARL                                                  | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     77000 | PA      | $73420.39     | 0.17%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                               | DR Horton, Inc.                                                            | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     96000 | PA      | $92405.06     | 0.21%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                              | DTE Electric Co.                                                           | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3938.80      | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                              | DTE Electric Co.                                                           | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12911.32     | 0.03%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                              | DTE Electric Co., Series C                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38390.56     | 0.09%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                              | DTE Electric Co., Series A                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27948.66     | 0.06%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                              | DTE Electric Co., Series B                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    114000 | PA      | $80157.14     | 0.18%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                            | DXC Technology Co.                                                         | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15089.55     | 0.03%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                   | Deere & Co.                                                                | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2396.10      | 0.01%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                   | Deere & Co.                                                                | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28592.56     | 0.06%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                      | John Deere Capital Corp.                                                   | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5426.36      | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                      | John Deere Capital Corp.                                                   | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62497.73     | 0.14%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                      | John Deere Capital Corp.                                                   | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57492.07     | 0.13%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                    | Dell, Inc.                                                                 | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24982.06     | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                        | Dell International LLC                                                     | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41469.51     | 0.09%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                        | Dell International LLC                                                     | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $55860.33     | 0.13%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                         | DENTSPLY SIRONA, Inc.                                                      | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2814.25      | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                              | Deutsche Bank AG                                                           | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    190000 | PA      | $192645.66    | 0.44%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                            | Devon Energy Corp.                                                         | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25048.28     | 0.06%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                            | Devon Energy Corp.                                                         | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52019.23     | 0.12%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                            | Devon Energy Corp.                                                         | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53321.09     | 0.12%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                      | Diamondback Energy, Inc.                                                   | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3914.20      | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                      | Diamondback Energy, Inc.                                                   | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4160.70      | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                      | Diamondback Energy, Inc.                                                   | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28411.40     | 0.06%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                         | Walt Disney Co. (The)                                                      | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40357.36     | 0.09%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                         | Walt Disney Co. (The)                                                      | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123099.34    | 0.28%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                         | Walt Disney Co. (The)                                                      | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    113000 | PA      | $95874.64     | 0.22%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                   | Capital One Financial Corp.                                                | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     62000 | PA      | $72963.73     | 0.17%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                         | Dominion Energy, Inc.                                                      | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9053.03      | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                         | Dominion Energy, Inc., Series C                                            | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1806.13      | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                         | Dominion Energy, Inc., Series A                                            | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57699.87     | 0.13%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                         | Dominion Energy, Inc.                                                      | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13504.16     | 0.03%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                        | Dow Chemical Co. (The)                                                     | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     48000 | PA      | $61666.30     | 0.14%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                        | Dow Chemical Co. (The)                                                     | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3075.33      | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                             | Duke Energy Corp.                                                          | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    173000 | PA      | $132703.63    | 0.30%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                             | Duke Energy Corp.                                                          | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21000.97     | 0.05%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                             | Duke Energy Corp.                                                          | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5578.29      | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                     | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     88000 | PA      | $78447.03     | 0.18%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                     | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     36000 | PA      | $27760.58     | 0.06%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                     | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11228.53     | 0.03%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                        | Duke Energy Ohio, Inc.                                                     | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15064.32     | 0.03%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke University                                               | Duke University, Series 2020                                               | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3808.05      | 0.01%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                      | Duke Energy Progress LLC                                                   | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2559.31      | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                           | EOG Resources, Inc.                                                        | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49979.72     | 0.11%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                     | EQT Corp.                                                                  | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     48000 | PA      | $52527.29     | 0.12%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                          | Eastman Chemical Co.                                                       | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32043.70     | 0.07%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                   | Eaton Corp.                                                                | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22450.94     | 0.05%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp.                                             | Eaton Vance Corp.                                                          | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7975.74      | 0.02%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                    | eBay, Inc.                                                                 | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     59000 | PA      | $49250.93     | 0.11%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                  | Ecolab, Inc.                                                               | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2690.20      | 0.01%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                          | Edison International                                                       | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26393.55     | 0.06%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                          | Edison International                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4073.25      | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                         | Electronic Arts, Inc.                                                      | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26434.32     | 0.06%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                          | Emerson Electric Co.                                                       | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5207.43      | 0.01%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49924.63     | 0.11%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                | Enbridge, Inc.                                                             | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    232000 | PA      | $202412.00    | 0.46%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                   | Enbridge Energy Partners LP, Series B                                      | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     23000 | PA      | $27541.82     | 0.06%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5155.52      | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1994.50      | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5060.49      | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4560.90      | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16401.41     | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                 | Enel Chile SA                                                              | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |      3000 | PA      | $3046.43      | 0.01%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4933.03      | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26554.29     | 0.06%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                 | Entergy Corp.                                                              | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104148.09    | 0.24%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                         | Entergy Louisiana LLC                                                      | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2918.21      | 0.01%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                         | Entergy Louisiana LLC                                                      | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     49000 | PA      | $40013.24     | 0.09%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                             | Enterprise Products Operating LLC                                          | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40571.91     | 0.09%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                             | Enterprise Products Operating LLC                                          | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1852.59      | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                             | Enterprise Products Operating LLC, Series E                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35087.85     | 0.08%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                             | Enterprise Products Operating LLC                                          | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48119.79     | 0.11%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                             | Enterprise Products Operating LLC                                          | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37367.99     | 0.08%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                             | Enterprise Products Operating LLC                                          | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3744.50      | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                             | Enterprise Products Operating LLC                                          | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     72000 | PA      | $53591.22     | 0.12%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                 | Equifax, Inc.                                                              | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    144000 | PA      | $129033.50    | 0.29%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                 | Equinix, Inc.                                                              | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78270.26     | 0.18%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                 | Equinix, Inc.                                                              | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3172.09      | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                     | Essential Utilities, Inc.                                                  | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29236.94     | 0.07%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                            | Essex Portfolio LP                                                         | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27771.40     | 0.06%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                 | Estee Lauder Cos., Inc. (The)                                              | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99324.66     | 0.23%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                 | Estee Lauder Cos., Inc. (The)                                              | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43606.73     | 0.10%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                  | Evergy, Inc.                                                               | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73037.76     | 0.17%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                             | Eversource Energy, Series M                                                | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1974.14      | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                             | Eversource Energy, Series R                                                | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    106000 | PA      | $94699.16     | 0.22%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                             | Eversource Energy                                                          | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11249.18     | 0.03%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                             | Eversource Energy                                                          | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8174.28      | 0.02%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                  | Exelon Corp.                                                               | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11017.35     | 0.03%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                  | Exelon Corp.                                                               | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13835.38     | 0.03%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                  | Exelon Corp.                                                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40888.52     | 0.09%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                           | Expedia Group, Inc.                                                        | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57570.71     | 0.13%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                           | Expedia Group, Inc.                                                        | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5033.51      | 0.01%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | Extra Space Storage LP                                                     | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $56508.06     | 0.13%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | Extra Space Storage LP                                                     | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16983.34     | 0.04%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                             | Exxon Mobil Corp.                                                          | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20305.52     | 0.05%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                             | Exxon Mobil Corp.                                                          | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56790.87     | 0.13%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                             | Exxon Mobil Corp.                                                          | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    138000 | PA      | $128573.32    | 0.29%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                          | FS KKR Capital Corp.                                                       | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21125.97     | 0.05%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                          | FS KKR Capital Corp.                                                       | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41791.14     | 0.09%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                          | FS KKR Capital Corp.                                                       | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22741.73     | 0.05%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                          | Meta Platforms, Inc.                                                       | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20280.46     | 0.05%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                          | Meta Platforms, Inc.                                                       | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57846.80     | 0.13%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                          | Meta Platforms, Inc.                                                       | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2031.71      | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                          | Meta Platforms, Inc.                                                       | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71116.40     | 0.16%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                          | Meta Platforms, Inc.                                                       | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68739.59     | 0.16%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                          | Meta Platforms, Inc.                                                       | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36019.21     | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                               | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50777.68     | 0.12%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                               | Fairfax Financial Holdings Ltd.                                            | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $29905.56     | 0.07%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                   | FedEx Corp.                                                                | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46413.90     | 0.11%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                   | FedEx Corp.                                                                | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     57000 | PA      | $44884.26     | 0.10%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                  | Fidelity National Information Services, Inc.                               | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10159.70     | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                           | Fifth Third Bancorp                                                        | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $43364.65     | 0.10%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                           | Fifth Third Bancorp                                                        | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4065.04      | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                           | Fifth Third Bancorp                                                        | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106900.20    | 0.24%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                               | First Citizens BancShares, Inc.                                            | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6108.56      | 0.01%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                  | Fiserv, Inc.                                                               | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7917.83      | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                  | Fiserv, Inc.                                                               | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37120.33     | 0.08%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                  | Fiserv, Inc.                                                               | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50481.57     | 0.11%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                     | Florida Power & Light Co.                                                  | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58067.08     | 0.13%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                     | Florida Power & Light Co.                                                  | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25095.43     | 0.06%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                | Ford Motor Co.                                                             | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7399.96      | 0.02%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                | Ford Motor Co.                                                             | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     18000 | PA      | $20101.94     | 0.05%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                | Ford Motor Co.                                                             | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     64000 | PA      | $51474.41     | 0.12%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                | Ford Motor Co.                                                             | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $40891.08     | 0.09%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                | Ford Motor Co.                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15287.99     | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                | Ford Motor Co.                                                             | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29269.58     | 0.07%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                     | Fox Corp.                                                                  | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9472.86      | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                      | Franklin Resources, Inc.                                                   | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1929.62      | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                    | GATX Corp.                                                                 | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      1000 | PA      | $946.42       | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                    | GATX Corp.                                                                 | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41685.15     | 0.09%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                    | GATX Corp.                                                                 | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7340.20      | 0.02%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                    | GATX Corp.                                                                 | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     91000 | PA      | $98709.05     | 0.22%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                        | GE Capital Funding LLC                                                     | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50934.73     | 0.12%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                | GLP Capital LP                                                             | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24605.55     | 0.06%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                | GLP Capital LP                                                             | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5102.51      | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                | GLP Capital LP                                                             | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11192.00     | 0.03%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                | GLP Capital LP                                                             | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80907.91     | 0.18%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                           | GXO Logistics, Inc.                                                        | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25617.64     | 0.06%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                        | General Dynamics Corp.                                                     | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28311.09     | 0.06%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                        | General Dynamics Corp.                                                     | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3937.00      | 0.01%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                        | General Dynamics Corp.                                                     | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2005.61      | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                        | General Dynamics Corp.                                                     | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49322.57     | 0.11%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                        | General Dynamics Corp.                                                     | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10378.77     | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                        | General Dynamics Corp.                                                     | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1540.30      | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                           | General Mills, Inc.                                                        | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5380.71      | 0.01%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                            | General Motors Co.                                                         | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65523.44     | 0.15%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                            | General Motors Co.                                                         | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9215.14      | 0.02%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                            | General Motors Co.                                                         | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57118.59     | 0.13%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                            | General Motors Financial Co., Inc.                                         | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41476.26     | 0.09%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                            | General Motors Financial Co., Inc.                                         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102992.07    | 0.23%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                            | General Motors Financial Co., Inc.                                         | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13059.38     | 0.03%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                            | General Motors Financial Co., Inc.                                         | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25466.57     | 0.06%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                            | George Washington University (The), Series 2014                            | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     64000 | PA      | $56474.40     | 0.13%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                            | George Washington University (The)                                         | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10412.76     | 0.02%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                             | Georgia Power Co., Series B                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     39000 | PA      | $29702.66     | 0.07%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                         | Gilead Sciences, Inc.                                                      | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29383.45     | 0.07%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                         | Gilead Sciences, Inc.                                                      | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11553.46     | 0.03%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                         | Gilead Sciences, Inc.                                                      | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10580.38     | 0.02%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                 | GlaxoSmithKline Capital, Inc.                                              | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     26000 | PA      | $29655.13     | 0.07%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital plc                                   | GlaxoSmithKline Capital plc                                                | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $2012.23      | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42358.66     | 0.10%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     79000 | PA      | $84284.36     | 0.19%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1014.08      | 0.00%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12048.32     | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     72000 | PA      | $80687.96     | 0.18%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    239000 | PA      | $239595.84    | 0.54%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86980.49     | 0.20%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130644.27    | 0.30%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30300.66     | 0.07%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1540.92      | 0.00%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16231.19     | 0.04%             | 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        |     12000 | PA      | $10920.53     | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9866.58      | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1000 | PA      | $784.04       | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124397.87    | 0.28%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23145.81     | 0.05%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                       | Goldman Sachs Capital I                                                    | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13984.90     | 0.03%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13169.05     | 0.03%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                               | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34339.76     | 0.08%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                       | Golub Capital BDC, Inc.                                                    | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6806.71      | 0.02%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp.                                       | Diageo Investment Corp.                                                    | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1212.08      | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                   | HA Sustainable Infrastructure Capital, Inc.                                | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11552.61     | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4166.17      | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11013.94     | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23374.53     | 0.05%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20092.60     | 0.05%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2760.47      | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12440.87     | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85873.51     | 0.20%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37777.42     | 0.09%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1997.71      | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6352.36      | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                     | HCA, Inc.                                                                  | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10015.13     | 0.02%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                             | HSBC Holdings plc                                                          | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     14000 | PA      | $15284.44     | 0.03%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                             | HSBC Holdings plc                                                          | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191067.56    | 0.43%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                             | HSBC Holdings plc                                                          | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    271000 | PA      | $282998.71    | 0.64%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                             | HSBC Holdings plc                                                          | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    149000 | PA      | $166949.62    | 0.38%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                      | HP, Inc.                                                                   | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152008.75    | 0.35%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                              | Hackensack Meridian Health, Inc.                                           | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10551.29     | 0.02%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                               | Halliburton Co.                                                            | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9997.42      | 0.02%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                          | Hartford Insurance Group, Inc. (The)                                       | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4275.47      | 0.01%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                          | Hartford Insurance Group, Inc. (The)                                       | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     39000 | PA      | $25372.21     | 0.06%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                  | Hasbro, Inc.                                                               | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29740.91     | 0.07%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                             | Healthpeak OP LLC                                                          | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59005.06     | 0.13%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                       | Helmerich & Payne, Inc.                                                    | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10078.43     | 0.02%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                    | Hess Corp.                                                                 | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52357.93     | 0.12%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                | Hewlett Packard Enterprise Co.                                             | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73904.27     | 0.17%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                        | Home Depot, Inc. (The)                                                     | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21847.98     | 0.05%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                        | Home Depot, Inc. (The)                                                     | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40507.75     | 0.09%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                        | Home Depot, Inc. (The)                                                     | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    212000 | PA      | $202515.35    | 0.46%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                        | Home Depot, Inc. (The)                                                     | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44588.59     | 0.10%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                        | Home Depot, Inc. (The)                                                     | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     11000 | PA      | $6915.19      | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                        | Home Depot, Inc. (The)                                                     | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13261.31     | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                        | Home Depot, Inc. (The)                                                     | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2065.71      | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                          | Honda Motor Co. Ltd.                                                       | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $27789.65     | 0.06%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                 | Honeywell International, Inc.                                              | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     84000 | PA      | $90753.14     | 0.21%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                 | Honeywell International, Inc.                                              | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23271.96     | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                 | Honeywell International, Inc.                                              | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13538.45     | 0.03%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                            | Hormel Foods Corp.                                                         | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19166.07     | 0.04%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                            | Hormel Foods Corp.                                                         | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3351.76      | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                  | Humana, Inc.                                                               | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21706.05     | 0.05%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                  | Humana, Inc.                                                               | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3492.40      | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                   | Huntington Bancshares, Inc.                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42356.38     | 0.10%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                   | Huntington Bancshares, Inc.                                                | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32554.56     | 0.07%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                           | Huntington Ingalls Industries, Inc.                                        | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101848.82    | 0.23%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                            | Hyatt Hotels Corp.                                                         | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3016.36      | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                     | Illinois Tool Works, Inc.                                                  | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88287.19     | 0.20%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                   | Intel Corp.                                                                | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     98000 | PA      | $81256.45     | 0.18%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                   | Intel Corp.                                                                | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3952.07      | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                   | Intel Corp.                                                                | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91698.09     | 0.21%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                   | Intel Corp.                                                                | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9808.62      | 0.02%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                   | Intel Corp.                                                                | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19195.01     | 0.04%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                               | Intercontinental Exchange, Inc.                                            | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     67000 | PA      | $55888.11     | 0.13%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                               | Intercontinental Exchange, Inc.                                            | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58343.60     | 0.13%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                         | International Business Machines Corp.                                      | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     18000 | PA      | $21085.28     | 0.05%             | 2096-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                         | International Business Machines Corp.                                      | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    128000 | PA      | $134147.06    | 0.30%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                         | International Business Machines Corp.                                      | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23840.14     | 0.05%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                      | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90656.47     | 0.21%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                       | International Paper Co.                                                    | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102814.18    | 0.23%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                      | IPALCO Enterprises, Inc.                                                   | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87073.02     | 0.20%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                        | JBS NV                                                                     | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4000 | PA      | $3154.14      | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                        | JBS NV                                                                     | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     27000 | PA      | $28485.72     | 0.06%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                                | Jacobs Engineering Group, Inc.                                             | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43211.08     | 0.10%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                        | JBS NV                                                                     | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     13000 | PA      | $13267.84     | 0.03%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                               | Jefferies Financial Group, Inc.                                            | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28522.70     | 0.06%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                             | Johnson & Johnson                                                          | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     57000 | PA      | $63946.58     | 0.15%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                             | Johnson & Johnson                                                          | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27494.44     | 0.06%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                             | Johnson & Johnson                                                          | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10246.79     | 0.02%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                             | Johnson & Johnson                                                          | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    106000 | PA      | $94496.10     | 0.21%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                             | Johnson & Johnson                                                          | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3909.62      | 0.01%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                             | Johnson & Johnson                                                          | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28889.59     | 0.07%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                             | Johnson & Johnson                                                          | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5594.11      | 0.01%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                             | Johnson & Johnson                                                          | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2073.05      | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC | Johnsonville Aeroderivative Combustion Turbine Generation LLC              | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44443 | PA      | $43348.70     | 0.10%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                    | JPMorgan U.S. Government Money Market Fund, Class IM                       | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |    231254 | NS      | $231253.75    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                                     | KLA Corp.                                                                  | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86492.33     | 0.20%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                   | Kaiser Foundation Hospitals                                                | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13648.90     | 0.03%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                     | Kellanova                                                                  | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19886.73     | 0.05%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                  | Kenvue, Inc.                                                               | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119722.81    | 0.27%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                  | Kenvue, Inc.                                                               | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30430.95     | 0.07%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                        | Keurig Dr. Pepper, Inc.                                                    | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14755.26     | 0.03%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                        | Keurig Dr. Pepper, Inc.                                                    | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     68000 | PA      | $46117.62     | 0.10%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                       | KeyCorp                                                                    | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6031.33      | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                              | Kilroy Realty LP                                                           | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4912.23      | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                              | Kilroy Realty LP                                                           | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24344.28     | 0.06%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                              | Kilroy Realty LP                                                           | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20432.16     | 0.05%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                          | Kimberly-Clark Corp.                                                       | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    107000 | PA      | $124521.62    | 0.28%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                          | Kimberly-Clark Corp.                                                       | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20202.64     | 0.05%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                           | Kimco Realty OP LLC                                                        | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9001.67      | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                           | Kinder Morgan, Inc.                                                        | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     82000 | PA      | $55206.06     | 0.13%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                        | Koninklijke Philips NV                                                     | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     22000 | PA      | $20878.93     | 0.05%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                         | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2003.19      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                         | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73859.52     | 0.17%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                         | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107273.96    | 0.24%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                              | Kroger Co. (The)                                                           | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33935.86     | 0.08%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                              | Kroger Co. (The)                                                           | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35812.95     | 0.08%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                        | Kyndryl Holdings, Inc.                                                     | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     27000 | PA      | $19161.73     | 0.04%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                            | LPL Holdings, Inc.                                                         | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15240.27     | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                   | L3Harris Technologies, Inc.                                                | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119136.19    | 0.27%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                             | LYB International Finance III LLC                                          | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1267.82      | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                             | LYB International Finance III LLC                                          | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33339.01     | 0.08%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                          | Ladder Capital Finance Holdings LLLP                                       | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5131.03      | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                         | Las Vegas Sands Corp.                                                      | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48947.30     | 0.11%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                         | Las Vegas Sands Corp.                                                      | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50858.38     | 0.12%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                              | Lazard Group LLC                                                           | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2005.80      | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                    | Lear Corp.                                                                 | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27157.18     | 0.06%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                         | Leggett & Platt, Inc.                                                      | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     16000 | PA      | $10515.69     | 0.02%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                  | Lennar Corp.                                                               | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14124.75     | 0.03%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                               | Eli Lilly & Co.                                                            | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26552.30     | 0.06%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                               | Eli Lilly & Co.                                                            | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89102.45     | 0.20%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                               | Eli Lilly & Co.                                                            | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    114000 | PA      | $66623.11     | 0.15%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                               | Eli Lilly & Co.                                                            | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $35832.63     | 0.08%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                      | Lloyds Banking Group plc                                                   | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198674.53    | 0.45%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                         | Lockheed Martin Corp., Series B                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     46000 | PA      | $51656.55     | 0.12%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                         | Lockheed Martin Corp.                                                      | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     54000 | PA      | $59085.79     | 0.13%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                         | Lockheed Martin Corp.                                                      | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26923.45     | 0.06%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                         | Lockheed Martin Corp.                                                      | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     48000 | PA      | $39211.43     | 0.09%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                         | Lockheed Martin Corp.                                                      | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33717.32     | 0.08%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                             | Lowe's Cos., Inc.                                                          | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22792.27     | 0.05%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                             | Lowe's Cos., Inc.                                                          | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57097.03     | 0.13%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                             | Lowe's Cos., Inc.                                                          | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72055.39     | 0.16%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                             | Lowe's Cos., Inc.                                                          | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35658.56     | 0.08%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                             | Lowe's Cos., Inc.                                                          | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18938.13     | 0.04%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                | M&T Bank Corp.                                                             | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41000.05     | 0.09%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                        | Sekisui House US, Inc.                                                     | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13650.32     | 0.03%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                                                                    | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6506.46      | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                                                                    | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8320.91      | 0.02%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                                                                    | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42183.68     | 0.10%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                                                                    | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8180.53      | 0.02%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                                                                    | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29283.33     | 0.07%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                                                                    | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31490.82     | 0.07%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                     | Magna International, Inc.                                                  | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5258.06      | 0.01%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                               | Marex Group plc                                                            | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |      6000 | PA      | $6119.10      | 0.01%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                   | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17268.85     | 0.04%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                  | Marriott International, Inc.                                               | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7229.95      | 0.02%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                  | Marriott International, Inc.                                               | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43191.49     | 0.10%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                               | Martin Marietta Materials, Inc.                                            | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1677.28      | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                               | Martin Marietta Materials, Inc.                                            | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9811.76      | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                   | Masco Corp.                                                                | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     82000 | PA      | $74307.58     | 0.17%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                         | Massachusetts Institute of Technology                                      | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4118.73      | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                              | Mastercard, Inc.                                                           | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     66000 | PA      | $52219.91     | 0.12%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                              | Mastercard, Inc.                                                           | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6297.69      | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                              | Mastercard, Inc.                                                           | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31012.66     | 0.07%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                   | Mayo Clinic, Series 2013                                                   | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24073.65     | 0.05%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                              | McDonald's Corp.                                                           | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     81000 | PA      | $64946.26     | 0.15%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                              | McDonald's Corp.                                                           | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21010.18     | 0.05%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                              | McDonald's Corp.                                                           | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13067.87     | 0.03%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                              | McDonald's Corp.                                                           | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9237.51      | 0.02%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                              | McDonald's Corp.                                                           | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26387.62     | 0.06%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                              | McDonald's Corp.                                                           | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2046.02      | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                               | Medtronic, Inc.                                                            | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19464.98     | 0.04%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                        | Memorial Sloan-Kettering Cancer Center                                     | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3951.85      | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp.                                     | Merck Sharp & Dohme Corp.                                                  | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31722.68     | 0.07%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                             | Merck & Co., Inc.                                                          | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65992.58     | 0.15%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                             | Merck & Co., Inc.                                                          | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    122000 | PA      | $72256.38     | 0.16%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                 | MetLife, Inc.                                                              | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     16000 | PA      | $21252.91     | 0.05%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                 | MetLife, Inc.                                                              | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62813.34     | 0.14%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                 | MetLife, Inc.                                                              | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24486.97     | 0.06%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                               | Microsoft Corp.                                                            | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     77000 | PA      | $81614.96     | 0.19%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                               | Microsoft Corp.                                                            | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2961.83      | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                               | Microsoft Corp.                                                            | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134830.24    | 0.31%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                               | Microsoft Corp.                                                            | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7443.32      | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                       | Micron Technology, Inc.                                                    | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9526.43      | 0.02%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                       | Micron Technology, Inc.                                                    | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51559.47     | 0.12%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                     | Mid-America Apartments LP                                                  | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5029.19      | 0.01%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                 | Berkshire Hathaway Energy Co.                                              | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     82000 | PA      | $89924.85     | 0.20%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                 | Berkshire Hathaway Energy Co.                                              | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    137000 | PA      | $149162.86    | 0.34%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                         | Mississippi Power Co., Series 12-A                                         | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15812.20     | 0.04%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                          | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     42000 | PA      | $42101.83     | 0.10%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                          | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $37597.70     | 0.09%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                          | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    128000 | PA      | $127483.78    | 0.29%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                  | Mizuho Financial Group, Inc.                                               | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191837.57    | 0.44%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                       | Mohawk Industries, Inc.                                                    | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91946.10     | 0.21%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                     | Molson Coors Beverage Co.                                                  | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22752.34     | 0.05%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                  | Mondelez International, Inc.                                               | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5491.87      | 0.01%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                  | Mondelez International, Inc.                                               | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33872.13     | 0.08%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                 | Moody's Corp.                                                              | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8332.36      | 0.02%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58505.33     | 0.13%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $94939.06     | 0.22%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    153000 | PA      | $138896.33    | 0.32%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253957.91    | 0.58%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40350.45     | 0.09%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59284.76     | 0.13%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1000 | PA      | $906.38       | 0.00%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13811.42     | 0.03%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25046.81     | 0.06%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2049.00      | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16878.22     | 0.04%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5174.87      | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29903.26     | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40912.63     | 0.09%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                             | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    156000 | PA      | $155937.38    | 0.35%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital (The)                                    | Mount Sinai Hospital (The), Series 2020                                    | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7040.19      | 0.02%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                        | NXP BV                                                                     | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $20121.47     | 0.05%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                        | NXP BV                                                                     | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $32334.53     | 0.07%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                        | NXP BV                                                                     | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17837.93     | 0.04%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                  | Nasdaq, Inc.                                                               | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32662.03     | 0.07%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                         | National Fuel Gas Co.                                                      | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14969.54     | 0.03%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                             | National Grid plc                                                          | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $43816.49     | 0.10%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                | NNN REIT, Inc.                                                             | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     42000 | PA      | $27995.14     | 0.06%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.            | National Rural Utilities Cooperative Finance Corp.                         | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1759.35      | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.            | National Rural Utilities Cooperative Finance Corp.                         | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59791.43     | 0.14%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                        | NBCUniversal Media LLC                                                     | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26018.86     | 0.06%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                 | Netflix, Inc.                                                              | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76286.81     | 0.17%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                 | Netflix, Inc.                                                              | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57553.34     | 0.13%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                    | New Mountain Finance Corp.                                                 | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5049.11      | 0.01%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                    | New Mountain Finance Corp.                                                 | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63390.35     | 0.14%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                 | Newmont Corp.                                                              | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11013.37     | 0.03%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                         | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21813.58     | 0.05%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                         | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    211000 | PA      | $201973.41    | 0.46%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                         | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13080.17     | 0.03%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                         | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30853.35     | 0.07%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                    | NIKE, Inc.                                                                 | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48700.63     | 0.11%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                    | NIKE, Inc.                                                                 | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8216.40      | 0.02%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                | NiSource, Inc.                                                             | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10792.52     | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                | NiSource, Inc.                                                             | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11528.32     | 0.03%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                | NiSource, Inc.                                                             | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21886.60     | 0.05%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                     | Nokia OYJ                                                                  | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     17000 | PA      | $18405.85     | 0.04%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                     | Nokia OYJ                                                                  | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      5000 | PA      | $4996.86      | 0.01%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                        | Norfolk Southern Corp.                                                     | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28056.41     | 0.06%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                        | Norfolk Southern Corp.                                                     | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89957.96     | 0.20%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                        | Norfolk Southern Corp.                                                     | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8795.43      | 0.02%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                        | Norfolk Southern Corp.                                                     | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2098.55      | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                        | Norfolk Southern Corp.                                                     | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6641.95      | 0.02%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                     | Northern States Power Co.                                                  | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33514.01     | 0.08%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                          | Northern Trust Corp.                                                       | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1962.71      | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                        | Northrop Grumman Corp.                                                     | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35999.53     | 0.08%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                        | Northrop Grumman Corp.                                                     | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34653.37     | 0.08%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                        | Northrop Grumman Corp.                                                     | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33687.46     | 0.08%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                        | Northrop Grumman Corp.                                                     | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2038.96      | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                       | Northwestern University, Series 2020                                       | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7762.33      | 0.02%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                           | Novant Health, Inc.                                                        | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16439.79     | 0.04%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                        | Novartis Capital Corp.                                                     | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2975.38      | 0.01%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                  | NVIDIA Corp.                                                               | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1923.76      | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                  | NVIDIA Corp.                                                               | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    123000 | PA      | $111969.86    | 0.25%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                  | Nutrien Ltd.                                                               | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      1000 | PA      | $1063.96      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                     | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1990.18      | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                     | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44397.70     | 0.10%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                     | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19064.39     | 0.04%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                     | O'Reilly Automotive, Inc.                                                  | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2663.41      | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                    | Occidental Petroleum Corp.                                                 | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17189.05     | 0.04%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                    | Occidental Petroleum Corp.                                                 | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2326.83      | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                    | Occidental Petroleum Corp.                                                 | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5818.92      | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                    | Occidental Petroleum Corp.                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5205.08      | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                    | Occidental Petroleum Corp.                                                 | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5215.13      | 0.01%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                               | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $6109.08      | 0.01%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                               | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5050.17      | 0.01%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                               | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25070.70     | 0.06%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                               | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21106.16     | 0.05%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                               | Oncor Electric Delivery Co. LLC                                            | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3379.07      | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                   | ONEOK, Inc.                                                                | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34026.09     | 0.08%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                   | ONEOK, Inc.                                                                | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     64000 | PA      | $56801.27     | 0.13%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                   | ONEOK, Inc.                                                                | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63652.13     | 0.14%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                   | ONEOK, Inc.                                                                | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25250.10     | 0.06%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                   | ONEOK, Inc.                                                                | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4800.81      | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                             | ONEOK Partners LP                                                          | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21362.76     | 0.05%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15538.53     | 0.04%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1828.16      | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3613.89      | 0.01%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    221000 | PA      | $188494.27    | 0.43%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3492.02      | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27992.39     | 0.06%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $16883.08     | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $42260.99     | 0.10%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10545.10     | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     83000 | PA      | $87660.50     | 0.20%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29948.97     | 0.07%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85994.44     | 0.20%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45848.76     | 0.10%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31279.51     | 0.07%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corp.                                                               | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4521.03      | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                    | ORIX Corp.                                                                 | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     28000 | PA      | $29287.31     | 0.07%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                          | Otis Worldwide Corp.                                                       | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6398.09      | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                          | Otis Worldwide Corp.                                                       | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3588.84      | 0.01%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                 | Owens Corning                                                              | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1149.43      | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                  | Blue Owl Credit Income Corp.                                               | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29152.99     | 0.07%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                        | Blue Owl Capital Corp.                                                     | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49614.92     | 0.11%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                        | Blue Owl Capital Corp.                                                     | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70024.91     | 0.16%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                               | PECO Energy Co.                                                            | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5499.81      | 0.01%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                      | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2977.27      | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                      | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173151.64    | 0.39%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                  | PPL Electric Utilities Corp.                                               | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49534.84     | 0.11%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                        | PACCAR Financial Corp., Series R                                           | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14099.03     | 0.03%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12827.97     | 0.03%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4339.66      | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25332.10     | 0.06%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9143.32      | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1553.02      | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2589.34      | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41791.44     | 0.09%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67835.14     | 0.15%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24419.91     | 0.06%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4064.10      | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8648.61      | 0.02%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                  | Pacific Gas and Electric Co.                                               | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3234.31      | 0.01%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                    | PacifiCorp                                                                 | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     29000 | PA      | $33545.80     | 0.08%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                    | PacifiCorp                                                                 | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16394.10     | 0.04%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                    | PacifiCorp                                                                 | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13681.69     | 0.03%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                    | PacifiCorp                                                                 | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     32000 | PA      | $21042.48     | 0.05%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                    | PacifiCorp                                                                 | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3080.55      | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                    | Packaging Corp. of America                                                 | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $22496.73     | 0.05%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                       | PartnerRe Finance B LLC                                                    | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52219.09     | 0.12%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                    | Mass General Brigham, Inc., Series 2020                                    | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30588.45     | 0.07%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                         | PayPal Holdings, Inc.                                                      | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9141.35      | 0.02%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                         | PayPal Holdings, Inc.                                                      | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40973.93     | 0.09%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                   | PeaceHealth Obligated Group                                                | CUSIP: 70462GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23486.77     | 0.05%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                 | PepsiCo, Inc.                                                              | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48996.97     | 0.11%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                 | PepsiCo, Inc.                                                              | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20330.20     | 0.05%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                 | PepsiCo, Inc.                                                              | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17252.77     | 0.04%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                 | PepsiCo, Inc.                                                              | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7760.23      | 0.02%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                 | PepsiCo, Inc.                                                              | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75893.92     | 0.17%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                 | Revvity, Inc.                                                              | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20460.72     | 0.05%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                       | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     80000 | PA      | $75027.85     | 0.17%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                  | Pfizer, Inc.                                                               | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4739.53      | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                  | Pfizer, Inc.                                                               | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4194.01      | 0.01%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                             | Philip Morris International, Inc.                                          | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8997.54      | 0.02%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                             | Philip Morris International, Inc.                                          | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18922.90     | 0.04%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                             | Philip Morris International, Inc.                                          | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     54000 | PA      | $58232.42     | 0.13%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                             | Philip Morris International, Inc.                                          | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96817.90     | 0.22%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                             | Philip Morris International, Inc.                                          | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97624.68     | 0.22%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                             | Philip Morris International, Inc.                                          | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13612.81     | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                   | Phillips 66                                                                | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9020.23      | 0.02%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                   | Phillips 66                                                                | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23974.64     | 0.05%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                               | Phillips 66 Co.                                                            | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1995.99      | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                               | Phillips 66 Co.                                                            | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5684.09      | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                               | Phillips 66 Co., Series B                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38497.94     | 0.09%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                     | Piedmont Healthcare, Inc., Series 2032                                     | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    119000 | PA      | $105992.97    | 0.24%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                | Piedmont Natural Gas Co., Inc.                                             | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38475.96     | 0.09%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                | Piedmont Natural Gas Co., Inc.                                             | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7299.53      | 0.02%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                             | Piedmont Operating Partnership LP                                          | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4640.41      | 0.01%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                         | Pilgrim's Pride Corp.                                                      | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     51000 | PA      | $54936.26     | 0.12%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                         | Pilgrim's Pride Corp.                                                      | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     26000 | PA      | $29133.29     | 0.07%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                 | Pioneer Natural Resources Co.                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34852.65     | 0.08%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                    | Potomac Electric Power Co.                                                 | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4908.00      | 0.01%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                                   | Linde, Inc.                                                                | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2664.94      | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                      | President and Fellows of Harvard College                                   | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4229.02      | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                               | Principal Financial Group, Inc.                                            | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8461.05      | 0.02%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                               | Principal Financial Group, Inc.                                            | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32647.49     | 0.07%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                    | Procter & Gamble Co. (The)                                                 | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4766.08      | 0.01%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                       | Progressive Corp. (The)                                                    | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33161.71     | 0.08%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                   | Prologis LP                                                                | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     36000 | PA      | $24086.25     | 0.05%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                   | Prologis LP                                                                | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8997.97      | 0.02%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                   | Prologis LP                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16570.96     | 0.04%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Providence St. Joseph Health Obligated Group                  | Providence St. Joseph Health Obligated Group, Series A                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $31898.35     | 0.07%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                   | Providence St Joseph Health Obligated Group                                | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19871.57     | 0.05%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                   | Providence St Joseph Health Obligated Group                                | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7334.43      | 0.02%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                    | Prudential Financial, Inc.                                                 | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     41000 | PA      | $31631.41     | 0.07%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                    | Prudential Financial, Inc.                                                 | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47476.22     | 0.11%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                    | Prudential Financial, Inc.                                                 | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25722.61     | 0.06%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                    | Prudential Financial, Inc.                                                 | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     38000 | PA      | $43746.06     | 0.10%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                    | Prudential Financial, Inc.                                                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     41000 | PA      | $29945.48     | 0.07%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                   | Prudential Funding Asia plc                                                | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     26000 | PA      | $25170.92     | 0.06%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                | Public Service Co. of Colorado, Series 17                                  | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     73000 | PA      | $80545.23     | 0.18%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                | Public Service Co. of Colorado                                             | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13543.46     | 0.03%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                | Public Service Co. of Colorado                                             | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47179.65     | 0.11%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                           | Public Service Electric and Gas Co.                                        | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     63000 | PA      | $43196.22     | 0.10%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                           | Public Service Electric and Gas Co.                                        | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4700.93      | 0.01%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                           | Public Service Electric and Gas Co.                                        | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32684.29     | 0.07%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                         | Public Service Enterprise Group, Inc.                                      | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44403.33     | 0.10%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                  | Public Storage Operating Co.                                               | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10482.23     | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                  | Public Storage Operating Co.                                               | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40722.18     | 0.09%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                | QUALCOMM, Inc.                                                             | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4041.61      | 0.01%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                | QUALCOMM, Inc.                                                             | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8644.87      | 0.02%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                         | Quanta Services, Inc.                                                      | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40648.67     | 0.09%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                         | Quanta Services, Inc.                                                      | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47340.09     | 0.11%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                       | Quest Diagnostics, Inc.                                                    | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     84000 | PA      | $78276.37     | 0.18%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                       | RPM International, Inc.                                                    | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13970.62     | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                     | RTX Corp.                                                                  | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2668.45      | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                     | RTX Corp.                                                                  | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15652.59     | 0.04%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                           | Realty Income Corp.                                                        | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9001.07      | 0.02%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                           | Realty Income Corp.                                                        | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20223.59     | 0.05%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                           | Realty Income Corp.                                                        | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4957.25      | 0.01%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                           | Realty Income Corp.                                                        | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27726.43     | 0.06%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                           | Regal Rexnord Corp.                                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5184.67      | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                           | Regal Rexnord Corp.                                                        | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5341.08      | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                           | Regal Rexnord Corp.                                                        | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     48000 | PA      | $52265.75     | 0.12%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                       | Regions Financial Corp.                                                    | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8182.66      | 0.02%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                       | Regions Financial Corp.                                                    | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9481.61      | 0.02%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                            | Reinsurance Group of America, Inc.                                         | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22755.87     | 0.05%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                       | Republic Services, Inc.                                                    | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $48479.45     | 0.11%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                       | Republic Services, Inc.                                                    | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49528.78     | 0.11%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                    | Rio Tinto Finance USA Ltd.                                                 | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |      4000 | PA      | $2528.83      | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                     | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     18000 | PA      | $17068.98     | 0.04%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                     | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $69512.33     | 0.16%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation (The)                                  | Rockefeller Foundation (The), Series 2020                                  | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1249.79      | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                     | Rockwell Automation, Inc.                                                  | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25441.32     | 0.06%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                     | Rockwell Automation, Inc.                                                  | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     37000 | PA      | $21631.63     | 0.05%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                   | Rogers Communications, Inc.                                                | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $10558.51     | 0.02%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                   | Rogers Communications, Inc.                                                | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $24945.92     | 0.06%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                   | Rogers Communications, Inc.                                                | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30672.53     | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                      | Roper Technologies, Inc.                                                   | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144344.75    | 0.33%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | Royal Bank of Canada                                                       | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $108956.28    | 0.25%             | 2033-05-02      | 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        |     45000 | PA      | $47355.84     | 0.11%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | Royal Bank of Canada                                                       | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51411.66     | 0.12%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                            | Royalty Pharma plc                                                         | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $39677.45     | 0.09%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                            | Royalty Pharma plc                                                         | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     66000 | PA      | $52103.89     | 0.12%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                            | Royalty Pharma plc                                                         | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     17000 | PA      | $12026.97     | 0.03%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                            | Ryder System, Inc.                                                         | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48517.29     | 0.11%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                            | Ryder System, Inc.                                                         | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2026.19      | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                              | S&P Global, Inc.                                                           | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     79000 | PA      | $55977.17     | 0.13%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                              | S&P Global, Inc.                                                           | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14121.25     | 0.03%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                              | S&P Global, Inc.                                                           | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     63000 | PA      | $47854.40     | 0.11%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp.                                         | SSM Health Care Corp., Series A                                            | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25978.94     | 0.06%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                  | Sabine Pass Liquefaction LLC                                               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57265.36     | 0.13%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                  | Sabine Pass Liquefaction LLC                                               | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59221.70     | 0.13%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                      | Safehold GL Holdings LLC                                                   | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13716.68     | 0.03%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                              | Salesforce, Inc.                                                           | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42887.45     | 0.10%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                              | Salesforce, Inc.                                                           | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1894.37      | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                  | San Diego Gas & Electric Co.                                               | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $30089.34     | 0.07%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                  | San Diego Gas & Electric Co.                                               | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      1000 | PA      | $741.81       | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                  | Santander Holdings USA, Inc.                                               | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79123.67     | 0.18%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                  | Santander Holdings USA, Inc.                                               | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55195.66     | 0.13%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                             | Merck & Co., Inc.                                                          | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9116.07      | 0.02%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                    | Charles Schwab Corp. (The)                                                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3862.77      | 0.01%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                    | Charles Schwab Corp. (The)                                                 | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25694.67     | 0.06%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                    | Charles Schwab Corp. (The)                                                 | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15031.16     | 0.03%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                               | Selective Insurance Group, Inc.                                            | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17085.99     | 0.04%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                        | Sempra                                                                     | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38586.90     | 0.09%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                        | Sempra                                                                     | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5102.32      | 0.01%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                | Shell International Finance BV                                             | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $5661.55      | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                        | Shell Finance US, Inc.                                                     | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5037.59      | 0.01%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                        | Shell Finance US, Inc.                                                     | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10047.66     | 0.02%             | 2028-11-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                        | Shell Finance US, Inc.                                                     | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6905.08      | 0.02%             | 2049-11-07      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                        | Shell Finance US, Inc.                                                     | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $5292.17      | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                    | Sherwin-Williams Co. (The)                                                 | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152659.55    | 0.35%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp.                                  | Simmons First National Corp.                                               | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5077.44      | 0.01%             | 2035-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                       | Simon Property Group LP                                                    | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9950.95      | 0.02%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                       | Simon Property Group LP                                                    | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6740.21      | 0.02%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                       | Simon Property Group LP                                                    | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77571.20     | 0.18%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                       | Simon Property Group LP                                                    | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95721.24     | 0.22%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                          | Sixth Street Specialty Lending, Inc.                                       | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5962.76      | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                            | Smith & Nephew plc                                                         | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     92000 | PA      | $93056.43     | 0.21%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                 | Snap-on, Inc.                                                              | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4987.60      | 0.01%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                 | Snap-on, Inc.                                                              | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3449.37      | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                           | Sonoco Products Co.                                                        | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14516.45     | 0.03%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                          | Dominion Energy South Carolina, Inc.                                       | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17357.93     | 0.04%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK Corp.                                         | SouthState Bank Corp.                                                      | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5299.17      | 0.01%             | 2035-06-13      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                | Southern California Edison Co.                                             | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1066.00      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                | Southern California Edison Co., Series 08-A                                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2088.28      | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                | Southern California Edison Co.                                             | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4458.60      | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                | Southern California Edison Co.                                             | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31240.70     | 0.07%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                | Southern California Edison Co., Series A                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5003.35      | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                | Southern California Edison Co., Series D                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27201.81     | 0.06%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                | Southern California Edison Co., Series E                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17539.01     | 0.04%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                | Southern California Edison Co.                                             | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8054.75      | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                | Southern California Edison Co.                                             | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4813.40      | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                   | Southern California Gas Co.                                                | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66365.33     | 0.15%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                   | Southern California Gas Co., Series VV                                     | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28826.99     | 0.07%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                   | Southern California Gas Co.                                                | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22613.39     | 0.05%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                            | Southern Co. (The), Series 21-B                                            | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11500.67     | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                         | Southern Copper Corp.                                                      | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15634.92     | 0.04%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                         | Southern Copper Corp.                                                      | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42824.69     | 0.10%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                | Southern Co. Gas Capital Corp.                                             | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8521.31      | 0.02%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                | Southern Co. Gas Capital Corp., Series 21A                                 | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     33000 | PA      | $21868.53     | 0.05%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                            | Southern Power Co., Series F                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57940.88     | 0.13%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                           | Southwest Gas Corp.                                                        | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1957.56      | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                               | Southwestern Public Service Co.                                            | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3628.29      | 0.01%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                          | Spire Missouri, Inc.                                                       | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6136.05      | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                          | Stanford Health Care, Series 2018                                          | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4004.28      | 0.01%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                               | Starbucks Corp.                                                            | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24074.08     | 0.05%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                               | Starbucks Corp.                                                            | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     31000 | PA      | $21827.68     | 0.05%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                               | Starbucks Corp.                                                            | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9287.65      | 0.02%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                            | State Street Corp.                                                         | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1910.13      | 0.00%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                            | State Street Corp.                                                         | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    131000 | PA      | $119186.40    | 0.27%             | 2033-02-07      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                            | State Street Corp.                                                         | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31969.12     | 0.07%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                            | State Street Corp.                                                         | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10981.61     | 0.02%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp.                            | Stewart Information Services Corp.                                         | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4520.54      | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                             | Store Capital LLC                                                          | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37155.68     | 0.08%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                         | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $4971.82      | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                         | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     43000 | PA      | $42758.77     | 0.10%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                         | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5011.64      | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                         | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     12000 | PA      | $12117.98     | 0.03%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                         | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     16000 | PA      | $14644.02     | 0.03%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                         | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5222.20      | 0.01%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                         | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     49000 | PA      | $50142.55     | 0.11%             | 2046-07-08      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                  | Sun Communities Operating LP                                               | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1910.31      | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46165.42     | 0.10%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                                         | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78326.86     | 0.18%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                         | Suzano Netherlands BV                                                      | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |      2000 | PA      | $2014.98      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                           | Suzano Austria GmbH                                                        | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     65000 | PA      | $61987.39     | 0.14%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                           | Synchrony Financial                                                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54763.32     | 0.12%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                           | Synchrony Financial                                                        | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6281.69      | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                   | Sysco Corp.                                                                | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42541.59     | 0.10%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                   | Sysco Corp.                                                                | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15426.87     | 0.04%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                               | TC PipeLines LP                                                            | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83849.95     | 0.19%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                          | TJX Cos., Inc. (The)                                                       | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33091.27     | 0.08%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                            | T-Mobile USA, Inc.                                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114105.33    | 0.26%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                            | T-Mobile USA, Inc.                                                         | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     67000 | PA      | $45536.55     | 0.10%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                            | T-Mobile USA, Inc.                                                         | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    216000 | PA      | $208538.96    | 0.47%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                            | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10970.37     | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                           | Take-Two Interactive Software, Inc.                                        | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7802.60      | 0.02%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                   | Targa Resources Partners LP                                                | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25312.98     | 0.06%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                  | Target Corp.                                                               | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177043.39    | 0.40%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                         | Targa Resources Corp.                                                      | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15911.84     | 0.04%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                         | Targa Resources Corp.                                                      | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27431.42     | 0.06%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                       | Telefonica Emisiones SA                                                    | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     86000 | PA      | $97301.05     | 0.22%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                   | TELUS Corp.                                                                | CUSIP: 87971MBK8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $13235.29     | 0.03%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                | Tennessee Gas Pipeline Co. LLC                                             | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $57000.28     | 0.13%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                        | Texas Health Resources                                                     | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     58000 | PA      | $48565.13     | 0.11%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                       | Texas Instruments, Inc.                                                    | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21121.31     | 0.05%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                       | Texas Instruments, Inc.                                                    | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4672.65      | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                 | Textron, Inc.                                                              | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34633.90     | 0.08%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160120.79    | 0.36%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                   | Thomas Jefferson University                                                | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11155.55     | 0.03%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                        | 3M Co.                                                                     | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79778.31     | 0.18%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                         | Time Warner Cable LLC                                                      | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2687.29      | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                   | Toronto-Dominion Bank (The)                                                | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $56812.85     | 0.13%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                   | Toronto-Dominion Bank (The)                                                | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $22605.94     | 0.05%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                   | Toronto-Dominion Bank (The)                                                | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $24178.98     | 0.05%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                        | TotalEnergies Capital International SA                                     | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    151000 | PA      | $145922.55    | 0.33%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                        | TotalEnergies Capital International SA                                     | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     59000 | PA      | $39217.09     | 0.09%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                            | Toyota Motor Corp.                                                         | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     51000 | PA      | $51055.73     | 0.12%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                            | Toyota Motor Corp.                                                         | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |      2000 | PA      | $2060.13      | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                            | Toyota Motor Corp.                                                         | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     41000 | PA      | $43015.70     | 0.10%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                     | Toyota Motor Credit Corp.                                                  | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     94000 | PA      | $84120.54     | 0.19%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                     | Toyota Motor Credit Corp.                                                  | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39593.72     | 0.09%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings, Inc.                                  | Transatlantic Holdings, Inc.                                               | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     52000 | PA      | $65327.25     | 0.15%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                    | TransCanada PipeLines Ltd.                                                 | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $51729.26     | 0.12%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                    | TransCanada PipeLines Ltd.                                                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1000 | PA      | $1066.14      | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                    | TransCanada PipeLines Ltd.                                                 | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11968.68     | 0.03%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                    | TransCanada PipeLines Ltd.                                                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1000 | PA      | $993.33       | 0.00%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                        | Transcontinental Gas Pipe Line Co. LLC                                     | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $131362.92    | 0.30%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                    | Travelers Cos., Inc. (The)                                                 | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10651.06     | 0.02%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                    | Travelers Cos., Inc. (The)                                                 | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12395.58     | 0.03%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp.                             | Travelers Property Casualty Corp.                                          | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $123447.85    | 0.28%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                        | Truist Financial Corp.                                                     | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28899.78     | 0.07%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                        | Truist Financial Corp.                                                     | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13372.39     | 0.03%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                        | Truist Financial Corp.                                                     | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26396.56     | 0.06%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                        | Truist Financial Corp.                                                     | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53494.31     | 0.12%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                             | Tyson Foods, Inc.                                                          | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113467.85    | 0.26%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                             | Tyson Foods, Inc.                                                          | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23537.36     | 0.05%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                     | UDR, Inc.                                                                  | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10296.04     | 0.02%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                     | UDR, Inc.                                                                  | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4399.57      | 0.01%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                     | UDR, Inc.                                                                  | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     82000 | PA      | $68722.84     | 0.16%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                     | UDR, Inc.                                                                  | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2529.69      | 0.01%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                        | Unilever Capital Corp.                                                     | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99220.48     | 0.23%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                            | Union Electric Co.                                                         | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3475.85      | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                            | Union Electric Co.                                                         | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4939.14      | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                           | Union Pacific Corp.                                                        | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75728.05     | 0.17%             | 2029-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                           | Union Pacific Corp.                                                        | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     63000 | PA      | $48166.87     | 0.11%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                           | Union Pacific Corp.                                                        | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14895.83     | 0.03%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                           | Union Pacific Corp.                                                        | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3601.40      | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                            | United Airlines Pass-Through Trust, Series 2018-1, Class AA                | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17386 | PA      | $17052.70     | 0.04%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                            | United Airlines Pass-Through Trust, Series 2020-1, Class A                 | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18559 | PA      | $19003.79     | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                            | United Airlines Pass-Through Trust, Series 2016-1, Class AA                | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2206 | PA      | $2155.17      | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                   | United Parcel Service, Inc.                                                | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     77000 | PA      | $64382.08     | 0.15%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                   | United Parcel Service, Inc.                                                | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16847.33     | 0.04%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                   | United Parcel Service, Inc.                                                | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13418.09     | 0.03%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                   | United Parcel Service, Inc.                                                | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17519.38     | 0.04%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                   | United Parcel Service, Inc.                                                | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7895.25      | 0.02%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US Bancorp                                                                 | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55971.40     | 0.13%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US Bancorp                                                                 | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     77000 | PA      | $82962.94     | 0.19%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US Bancorp                                                                 | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21303.00     | 0.05%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US Bancorp                                                                 | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29093.42     | 0.07%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US Bancorp                                                                 | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41795.85     | 0.09%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US Bancorp                                                                 | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17000.38     | 0.04%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                     | RTX Corp.                                                                  | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38090.68     | 0.09%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                     | RTX Corp.                                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52310.86     | 0.12%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12876.32     | 0.03%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     32000 | PA      | $36391.83     | 0.08%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59821.72     | 0.14%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45020.65     | 0.10%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    129000 | PA      | $108328.45    | 0.25%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     37000 | PA      | $27828.40     | 0.06%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6153.23      | 0.01%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5473.02      | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21067.74     | 0.05%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60714.34     | 0.14%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8223.71      | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6636.20      | 0.02%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                      | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30470.84     | 0.07%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)              | Trustees of the University of Pennsylvania (The), Series 2020              | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1219.69      | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| University of Southern California                             | University of Southern California                                          | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21219.76     | 0.05%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                            | Vale Overseas Ltd.                                                         | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     31000 | PA      | $30046.40     | 0.07%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                           | Valero Energy Corp.                                                        | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16549.45     | 0.04%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                           | Valero Energy Corp.                                                        | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6469.59      | 0.01%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                              | Ventas Realty LP                                                           | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2586.37      | 0.01%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20398.38     | 0.05%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22335.28     | 0.05%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    197000 | PA      | $176024.48    | 0.40%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1265.41      | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2980.73      | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     23000 | PA      | $15876.63     | 0.04%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4828.33      | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    152000 | PA      | $120951.06    | 0.27%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36582.36     | 0.08%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                  | Verizon Communications, Inc.                                               | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4014.77      | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                              | Paramount Global                                                           | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1358.44      | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                              | Paramount Global                                                           | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4676.58      | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                              | Paramount Global                                                           | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1894.98      | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                              | Paramount Global                                                           | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110076.77    | 0.25%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                 | Viatris, Inc.                                                              | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2925.31      | 0.01%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                            | VICI Properties LP                                                         | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39653.16     | 0.09%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                            | VICI Properties LP                                                         | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1881.04      | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                     | Viper Energy Partners LLC                                                  | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5107.02      | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                     | Viper Energy Partners LLC                                                  | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5179.21      | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                               | Virginia Electric and Power Co., Series C                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12896.60     | 0.03%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                               | Virginia Electric and Power Co.                                            | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    112000 | PA      | $96561.53     | 0.22%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                    | Visa, Inc.                                                                 | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     64000 | PA      | $59818.85     | 0.14%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                            | Vodafone Group plc                                                         | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $66784.25     | 0.15%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                            | Vodafone Group plc                                                         | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     24000 | PA      | $23613.75     | 0.05%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                 | Vontier Corp.                                                              | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20430.96     | 0.05%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                          | Voya Financial, Inc.                                                       | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39442.61     | 0.09%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                        | WEC Energy Group, Inc.                                                     | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14409.90     | 0.03%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                        | WEC Energy Group, Inc.                                                     | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108899.57    | 0.25%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                   | WRKCo, Inc.                                                                | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10232.02     | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                   | WRKCo, Inc.                                                                | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28877.14     | 0.07%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                 | Walmart, Inc.                                                              | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     17000 | PA      | $19432.58     | 0.04%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                 | Walmart, Inc.                                                              | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7475.03      | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                 | Walmart, Inc.                                                              | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42761.24     | 0.10%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                 | Walmart, Inc.                                                              | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42232.90     | 0.10%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co.                                      | Washington Gas Light Co.                                                   | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16390.44     | 0.04%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                       | Waste Connections, Inc.                                                    | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $101914.10    | 0.23%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                        | Waste Management, Inc.                                                     | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     19000 | PA      | $11759.95     | 0.03%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                        | Waste Management, Inc.                                                     | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5700.57      | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                        | Waste Management, Inc.                                                     | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2001.93      | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                         | Elevance Health, Inc.                                                      | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17271.23     | 0.04%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91445.76     | 0.21%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33827.14     | 0.08%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co., Series B                                                | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     54000 | PA      | $60886.42     | 0.14%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103450.58    | 0.23%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37852.05     | 0.09%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19133.36     | 0.04%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10920.09     | 0.02%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58221.76     | 0.13%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22431.30     | 0.05%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32289.99     | 0.07%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28976.07     | 0.07%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                             | Wells Fargo & Co.                                                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    136000 | PA      | $143031.55    | 0.32%             | 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        |    217000 | PA      | $240927.51    | 0.55%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                              | Welltower OP LLC                                                           | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24573.28     | 0.06%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                | Western Midstream Operating LP                                             | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42316.71     | 0.10%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                | Western Midstream Operating LP                                             | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1765.42      | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                | Western Midstream Operating LP                                             | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19980.18     | 0.05%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                | Westlake Corp.                                                             | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5471.89      | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                | Westlake Corp.                                                             | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3005.39      | 0.01%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                         | Westpac Banking Corp.                                                      | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $4984.42      | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                         | Westpac Banking Corp.                                                      | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     27000 | PA      | $26767.73     | 0.06%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                         | Westpac Banking Corp.                                                      | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     38000 | PA      | $35523.83     | 0.08%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                         | Westpac Banking Corp.                                                      | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $36623.59     | 0.08%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                         | Westpac Banking Corp.                                                      | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5029.96      | 0.01%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                         | Westpac Banking Corp.                                                      | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      6000 | PA      | $6274.79      | 0.01%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                              | Weyerhaeuser Co.                                                           | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     46000 | PA      | $35484.62     | 0.08%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                     | Williams Cos., Inc. (The)                                                  | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2024.05      | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                     | Williams Cos., Inc. (The)                                                  | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14117.44     | 0.03%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                    | Willis North America, Inc.                                                 | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24601.35     | 0.06%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                | Willis-Knighton Medical Center, Series 2018                                | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4485.38      | 0.01%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                  | Wisconsin Electric Power Co.                                               | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4230.34      | 0.01%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                  | Wisconsin Electric Power Co.                                               | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4675.46      | 0.01%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                         | Woodside Finance Ltd.                                                      | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $34943.30     | 0.08%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                     | Wyeth LLC                                                                  | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12443.60     | 0.03%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                     | Wyeth LLC                                                                  | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     91000 | PA      | $100023.41    | 0.23%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                   | Xylem, Inc.                                                                | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14479.05     | 0.03%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                  | Zimmer Biomet Holdings, Inc.                                               | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10046.65     | 0.02%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                  | Zoetis, Inc.                                                               | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40535.22     | 0.09%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                  | Zoetis, Inc.                                                               | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26026.06     | 0.06%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** J.P. Morgan Exchange-Traded Fund Trust

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer