# EDGAR Filing Document

**Accession Number:** 0001479026
**File Stem:** 0001752724-25-174050
**Filing Date:** 2025-7
**Character Count:** 155052
**Document Hash:** bda6f62b7499984017c3c642822400fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-174050.hdr.sgml**: 20250722

**ACCESSION NUMBER**: 0001752724-25-174050

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250722

**DATE AS OF CHANGE**: 20250722

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23013
- **FILM NUMBER:** 251140945

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $109528750.97

**Total Liabilities:** $21524.71

**Net Assets:** $109507226.26

**Cash Not Reported:** $34925.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 615.76000000 | **1-Year:** 0.02000000 | **5-Year:** 97.31000000 | **10-Year:** 756.94000000 | **30-Year:** 40340.02000000

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

- **3-Month:** 420.82000000 | **1-Year:** 0.00000000 | **5-Year:** 28.28000000 | **10-Year:** 206.73000000 | **30-Year:** 16650.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248475 | -1.22%               | -0.94%               | 1.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-33079.81               | $-1476020.58                               |
| Month 2  | $-94362.27               | $-875012.72                                |
| Month 3  | $-83201.49               | $634195.28                                 |

### Schedule of Portfolio Investments

| Name                     | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    277000 | PA      | $273192.08    | 0.25%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110600.00    | 0.10%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W511<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4189 | NS      | $64678.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                             | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     12295 | NS      | $254752.40    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL     | Edison International                                      | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    226000 | PA      | $215406.25    | 0.20%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC | Digital Realty Trust Inc                                  | CUSIP: 253868822<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      5844 | NS      | $119159.16    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO   | General Motors Financial Co Inc                           | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    449000 | PA      | $437775.00    | 0.40%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD | Aptiv Swiss Holdings Ltd                                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    262000 | PA      | $257198.98    | 0.23%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EVERGY INC               | Evergy Inc                                                | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144662.20    | 0.13%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                        | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      5932 | NS      | $87141.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP      | American International Group Inc                          | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99941.05     | 0.09%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP           | Brunswick Corp/DE                                         | CUSIP: 117043604<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      3868 | NS      | $89698.92     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     26325 | NS      | $483590.25    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC | Corebridge Financial Inc                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    499000 | PA      | $508215.29    | 0.46%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W420<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      6173 | NS      | $98397.62     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040HDL6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    459000 | PA      | $460303.54    | 0.42%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W669<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4272 | NS      | $87276.96     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD          | SiriusPoint Ltd                                           | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EP               | CORP              | BM        |      3164 | NS      | $79479.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85785.00     | 0.08%             | N/A             | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    529000 | PA      | $527677.50    | 0.48%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC | F&G Annuities & Life Inc                                  | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       792 | NS      | $18414.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB               | CoBank ACB                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |     98000 | PA      | $97142.50     | 0.09%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     11445 | NS      | $266782.95    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      8556 | NS      | $194050.08    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC             | NiSource Inc                                              | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173806.50    | 0.16%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    156000 | PA      | $150735.00    | 0.14%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART | Brookfield Property Partners LP                           | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |      4176 | NS      | $55415.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      9665 | NS      | $219202.20    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC | Cullen/Frost Bankers Inc                                  | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |      2548 | NS      | $43086.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP          | Truist Financial Corp                                     | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    391000 | PA      | $383180.00    | 0.35%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                                      | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5008 | NS      | $69110.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4352 | NS      | $71764.48     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC  | PPL Capital Funding Inc                                   | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500622.16    | 0.46%             | 2067-03-30      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                          | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |      6809 | NS      | $168046.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33764.50     | 0.03%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832Q810<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      2900 | NS      | $64206.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156R504<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     10105 | NS      | $243631.55    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      7161 | NS      | $116366.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    626000 | PA      | $640356.37    | 0.58%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     16913 | NS      | $415890.67    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| DILLARDS CAP TRUST I     | Dillard's Capital Trust I                                 | CUSIP: 25406P200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3384 | NS      | $87916.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WAFD INC                 | WaFd Inc                                                  | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5096 | NS      | $78070.72     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     17150 | NS      | $332710.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURANT INC             | Assurant Inc                                              | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      4220 | NS      | $83387.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                        | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      4352 | NS      | $64409.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE             | AES Corp/The                                              | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142255.43    | 0.13%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W685<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3754 | NS      | $77482.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP   | Synovus Financial Corp                                    | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      5932 | NS      | $153638.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61747S504<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     19084 | NS      | $422901.44    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311162.50    | 0.28%             | N/A             | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      8433 | NS      | $126916.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2724 | NS      | $42576.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HLDGS LTD   | Axis Capital Holdings Ltd                                 | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |      9269 | NS      | $185936.14    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC         | Markel Group Inc                                          | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39195.00     | 0.04%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC     | Global Net Lease Inc                                      | CUSIP: 379378300<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |      2856 | NS      | $63603.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    398000 | PA      | $401354.34    | 0.37%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     96000 | PA      | $92640.00     | 0.08%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FULTON FINANCIAL CORP    | Fulton Financial Corp                                     | CUSIP: 360271308<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EP               | CORP              | US        |      3384 | NS      | $60235.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    292000 | PA      | $285152.89    | 0.26%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    719000 | PA      | $725291.25    | 0.66%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART | Brookfield Property Partners LP                           | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |      3076 | NS      | $43956.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGO GROUP INTERNATIONAL | Argo Group International Holdings Inc                     | CUSIP: 040128407<br>LEI: 984500ID778EF9FCDF46 | Long             | EP               | CORP              | US        |      2548 | NS      | $63496.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    221000 | PA      | $210088.13    | 0.19%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4046 | NS      | $75579.28     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                         | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    633000 | PA      | $632208.75    | 0.58%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                          | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |     17573 | NS      | $434756.02    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      8389 | NS      | $143284.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      7119 | NS      | $184239.72    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC | Corebridge Financial Inc                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $307446.14    | 0.28%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T | Hartford Insurance Group Inc/The                          | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |      5924 | NS      | $147389.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H758<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     11377 | NS      | $186013.95    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER | Enterprise Products Operating LLC                         | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    611000 | PA      | $603734.60    | 0.55%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                       | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62427.55     | 0.06%             | N/A             | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                        | CUSIP: 11259P307<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      2548 | NS      | $58425.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 302570AW6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     83000 | PA      | $76152.50     | 0.07%             | 2066-10-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BELL CANADA              | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $400877.60    | 0.37%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     16913 | NS      | $287351.87    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304762.50    | 0.28%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                 | CUSIP: 10922N889<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      4966 | NS      | $76128.78     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     12169 | NS      | $194095.55    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     10149 | NS      | $238298.52    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      2108 | NS      | $51435.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228850.00    | 0.21%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    366000 | PA      | $358680.00    | 0.33%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP          | CVS Health Corp                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    176000 | PA      | $172672.46    | 0.16%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      9665 | NS      | $201418.60    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    965000 | PA      | $992743.75    | 0.91%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    375000 | PA      | $373125.00    | 0.34%             | 2055-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144275.00    | 0.13%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MELLON CAPITAL IV        | Mellon Capital IV                                         | CUSIP: 58551TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $139608.00    | 0.13%             | N/A             | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     18551 | NS      | $349871.86    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC   | Equitable Holdings Inc                                    | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    324000 | PA      | $329392.01    | 0.30%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                 | CUSIP: 10922N202<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      5407 | NS      | $110573.15    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     12653 | NS      | $205105.13    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16389 | NS      | $343349.55    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE | Hudson Pacific Properties Inc                             | CUSIP: 444097307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6814 | NS      | $84084.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC       | Voya Financial Inc                                        | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91245.00     | 0.08%             | N/A             | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                          | CUSIP: 26441C402<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |      7476 | NS      | $184432.92    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      9639 | NS      | $222564.51    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP          | CVS Health Corp                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    654000 | PA      | $662969.61    | 0.61%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      9665 | NS      | $163918.40    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    967000 | PA      | $952495.00    | 0.87%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC       | Voya Financial Inc                                        | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    199000 | PA      | $188159.67    | 0.17%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP          | Associated Banc-Corp                                      | CUSIP: 045487600<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |      4656 | NS      | $112628.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      8433 | NS      | $166551.75    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES    | TransCanada PipeLines Ltd                                 | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    416000 | PA      | $374920.00    | 0.34%             | 2067-05-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      2944 | NS      | $66622.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      7645 | NS      | $162074.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3868 | NS      | $72408.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      8433 | NS      | $205006.23    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                             | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      6721 | NS      | $156800.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21347.40     | 0.02%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     16913 | NS      | $388999.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403846.00    | 0.37%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     12653 | NS      | $219782.61    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC           | Globe Life Inc                                            | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |      5580 | NS      | $85932.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION | W R Berkley Corp                                          | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      5096 | NS      | $79956.24     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     19684 | NS      | $356674.08    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    860000 | PA      | $867957.58    | 0.79%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    848000 | PA      | $843760.00    | 0.77%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W487<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2900 | NS      | $44805.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    368000 | PA      | $358800.00    | 0.33%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     21891 | NS      | $410456.25    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      7601 | NS      | $158936.91    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                          | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9550.00      | 0.01%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                   | AXA SA                                                    | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $242331.32    | 0.22%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| MERCHANTS BANCORP        | Merchants Bancorp/IN                                      | CUSIP: 58844R884<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |      2196 | NS      | $55251.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC | Corebridge Financial Inc                                  | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      8762 | NS      | $199510.74    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                             | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      5096 | NS      | $103958.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AGREE REALTY CORP        | Agree Realty Corp                                         | CUSIP: 008492209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2944 | NS      | $50784.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC             | NiSource Inc                                              | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    287000 | PA      | $295251.25    | 0.27%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                 | CUSIP: 10922N301<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      6049 | NS      | $124972.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA              | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    383000 | PA      | $386735.02    | 0.35%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168039.65    | 0.15%             | 2066-11-01      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC             | KKR & Co Inc                                              | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      2631 | NS      | $66169.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3544 | NS      | $66910.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T | AerCap Global Aviation Trust                              | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    453000 | PA      | $454363.98    | 0.41%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    194000 | NS      | $189358.91    | 0.17%             | 2173-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    319000 | PA      | $318202.50    | 0.29%             | N/A             | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1254240.00   | 1.15%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      7569 | NS      | $192328.29    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES | Texas Capital Bancshares Inc                              | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |      5096 | NS      | $102072.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                             | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      4220 | NS      | $68997.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP   | Webster Financial Corp                                    | CUSIP: 947890505<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EP               | CORP              | US        |      2548 | NS      | $46169.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    664000 | PA      | $660680.00    | 0.60%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE             | AES Corp/The                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    368000 | PA      | $372140.00    | 0.34%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO          | Nevada Power Co                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99212.70     | 0.09%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP           | Air Lease Corp                                            | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18382.50     | 0.02%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    772000 | PA      | $778755.00    | 0.71%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    264000 | PA      | $288471.61    | 0.26%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                                      | CUSIP: 929042828<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5360 | NS      | $90423.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199401.58    | 0.18%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                                   | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    344000 | PA      | $344860.00    | 0.31%             | N/A             | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SCE TRUST II             | SCE Trust II                                              | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3736 | NS      | $65417.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198168.75    | 0.18%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     19900 | NS      | $379493.00    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                                     | CUSIP: 860630870<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      3384 | NS      | $75936.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    655000 | PA      | $641900.00    | 0.59%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP         | United States Cellular Corp                               | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      8521 | NS      | $188484.52    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP      | Northern Trust Corp                                       | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |      6721 | NS      | $130723.45    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HANCOCK WHITNEY CORP     | Hancock Whitney Corp                                      | CUSIP: 410120406<br>LEI: 549300GRNBWY8HIICT41 | Long             | EP               | CORP              | US        |      2856 | NS      | $68344.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505815<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3728 | NS      | $81792.32     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                         | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    443000 | PA      | $452967.50    | 0.41%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10137.50     | 0.01%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    304000 | PA      | $320146.35    | 0.29%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    346000 | PA      | $352450.31    | 0.32%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                  | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     18366 | NS      | $366218.04    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     11773 | NS      | $303037.02    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |     10115 | NS      | $214336.85    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     18403 | NS      | $439647.67    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP        | Kimco Realty Corp                                         | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      4396 | NS      | $89194.84     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150781<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      2988 | NS      | $64092.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773CR9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    364000 | PA      | $363545.00    | 0.33%             | N/A             | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                         | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      5096 | NS      | $96671.12     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                       | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    866000 | PA      | $900640.00    | 0.82%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT | Apollo Global Management Inc                              | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    523000 | PA      | $504266.40    | 0.46%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC         | Pitney Bowes Inc                                          | CUSIP: 724479506<br>LEI: 549300N2O26NW4ST6W55 | Long             | EP               | CORP              | US        |      7249 | NS      | $139615.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      2944 | NS      | $53404.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I | Stanley Black & Decker Inc                                | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    383000 | PA      | $371147.68    | 0.34%             | 2060-03-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C | United States Cellular Corp                               | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      8521 | NS      | $206037.78    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 302570AX4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    470000 | PA      | $437687.50    | 0.40%             | 2067-06-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    535000 | PA      | $532325.00    | 0.49%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE | First Citizens BancShares Inc/NC                          | CUSIP: 319626305<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |      5844 | NS      | $121321.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP             | Entergy Corp                                              | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    579000 | PA      | $594490.86    | 0.54%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $831937.50    | 0.76%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC    | Jackson Financial Inc                                     | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |      8593 | NS      | $223246.14    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4176 | NS      | $67860.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                       | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    606000 | PA      | $637342.02    | 0.58%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP        | Kimco Realty Corp                                         | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      3736 | NS      | $74010.16     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    646000 | PA      | $626620.00    | 0.57%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L | RenaissanceRe Holdings Ltd                                | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      8433 | NS      | $131470.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO   | General Motors Financial Co Inc                           | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52447.50     | 0.05%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                           | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    194000 | PA      | $183035.41    | 0.17%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                              | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      4220 | NS      | $84906.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     14409 | NS      | $364979.97    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    421000 | PA      | $441611.74    | 0.40%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                                      | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5096 | NS      | $86173.36     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCHANTS BANCORP        | Merchants Bancorp/IN                                      | CUSIP: 58844R850<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |      3509 | NS      | $82391.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO            | DTE Energy Co                                             | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      4832 | NS      | $82965.44     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    555000 | PA      | $559370.63    | 0.51%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC   | Brookfield Finance Inc                                    | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |      6809 | NS      | $109556.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO   | General Motors Financial Co Inc                           | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103388.75    | 0.09%             | N/A             | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392531.25    | 0.36%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC   | CenterPoint Energy Inc                                    | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    358000 | PA      | $368740.00    | 0.34%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                  | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     20888 | NS      | $460371.52    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                              | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      3516 | NS      | $86985.84     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC   | Equitable Holdings Inc                                    | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      5052 | NS      | $83358.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     11131 | NS      | $220616.42    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO            | DTE Energy Co                                             | CUSIP: 233331826<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      3384 | NS      | $57832.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE   | AXIS Specialty Finance LLC                                | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $370171.82    | 0.34%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL      | Synchrony Financial                                       | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      8564 | NS      | $152439.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT    | American Homes 4 Rent                                     | CUSIP: 02665T868<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |      2196 | NS      | $52198.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I     | BNSF Funding Trust I                                      | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $331893.20    | 0.30%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17595.00     | 0.02%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY NEW ORLEANS LLC  | Entergy New Orleans LLC                                   | CUSIP: 29364P103<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | EP               | CORP              | US        |      1888 | NS      | $41422.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC      | Carlyle Finance LLC                                       | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8512 | NS      | $143597.44    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150773<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      5492 | NS      | $135981.92    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $418903.42    | 0.38%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                          | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    346000 | PA      | $350052.18    | 0.32%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                     | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     12823 | NS      | $237353.73    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP          | Associated Banc-Corp                                      | CUSIP: 045487204<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |      1712 | NS      | $34068.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     10193 | NS      | $227303.90    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY  | Algonquin Power & Utilities Corp                          | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $339025.00    | 0.31%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     11957 | NS      | $279076.38    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59429.16     | 0.05%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL         | Paramount Global                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184491.54    | 0.17%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC   | CenterPoint Energy Inc                                    | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    156000 | PA      | $158809.33    | 0.15%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP  | American National Group Inc                               | CUSIP: 025676867<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      5096 | NS      | $127196.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| QWEST CORP               | Qwest Corp                                                | CUSIP: 74913G873<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     11729 | NS      | $219097.72    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156112.65    | 0.14%             | 2053-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62000.00     | 0.06%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B648<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     19211 | NS      | $482580.32    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     21500 | NS      | $381195.00    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL         | Paramount Global                                          | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62468.34     | 0.06%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     16822 | NS      | $430306.76    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INC             | Comerica Inc                                              | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148000.00    | 0.14%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                                      | CUSIP: 929042844<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5096 | NS      | $90759.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP      | Bank of Hawaii Corp                                       | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      3076 | NS      | $46693.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    417000 | PA      | $426903.75    | 0.39%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP  | American National Group Inc                               | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      4295 | NS      | $107417.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP       | First Horizon Corp                                        | CUSIP: 320517865<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      2504 | NS      | $41942.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     11641 | NS      | $257615.33    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| QWEST CORP               | Qwest Corp                                                | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     17749 | NS      | $324451.72    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                         | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    373000 | PA      | $368812.89    | 0.34%             | 2053-08-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD   | Arch Capital Group Ltd                                    | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      8433 | NS      | $142602.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO IX LLC  | KKR Group Finance Co IX LLC                               | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3459 | NS      | $60601.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    691000 | PA      | $694455.00    | 0.63%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $72452.50     | 0.07%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      7513 | NS      | $140493.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    157000 | PA      | $163672.50    | 0.15%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO            | DTE Energy Co                                             | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      6721 | NS      | $143493.35    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    532000 | PA      | $528696.28    | 0.48%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     12829 | NS      | $220658.80    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96480.00     | 0.09%             | N/A             | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP     | SL Green Realty Corp                                      | CUSIP: 78440X507<br>LEI: 549300VQZPJU97H3GT17 | Long             | EP               | CORP              | US        |      3868 | NS      | $81537.44     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      4176 | NS      | $84856.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP    | Lincoln National Corp                                     | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    136000 | PA      | $147050.00    | 0.13%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    328000 | PA      | $318160.00    | 0.29%             | N/A             | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    354000 | PA      | $357540.00    | 0.33%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL      | Synchrony Financial                                       | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      7846 | NS      | $195836.16    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    407000 | PA      | $420310.12    | 0.38%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                           | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      4744 | NS      | $105411.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP  | Wintrust Financial Corp                                   | CUSIP: 97650W405<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |      2108 | NS      | $52952.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC       | Ally Financial Inc                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    306000 | PA      | $269662.50    | 0.25%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP         | United States Cellular Corp                               | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      8521 | NS      | $188058.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL     | Edison International                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15403.04     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    779000 | PA      | $768288.75    | 0.70%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    659000 | PA      | $676298.75    | 0.62%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8252 | NS      | $154147.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP       | First Horizon Corp                                        | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      2504 | NS      | $57316.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    935000 | PA      | $964218.75    | 0.88%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    396000 | PA      | $398475.00    | 0.36%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SCE TRUST IV             | SCE Trust IV                                              | CUSIP: 78409G206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5492 | NS      | $125217.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    204000 | PA      | $204000.00    | 0.19%             | N/A             | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1363400.00   | 1.25%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276B208<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |      2592 | NS      | $60056.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293156.25    | 0.27%             | N/A             | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC     | Entergy Arkansas LLC                                      | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |      6941 | NS      | $141596.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    626000 | PA      | $630695.00    | 0.58%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES           | EPR Properties                                            | CUSIP: 26884U505<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |      2592 | NS      | $51477.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                           | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      3384 | NS      | $70251.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1048770.00   | 0.96%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    282000 | PA      | $279885.00    | 0.26%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                           | CUSIP: 025932872<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      2548 | NS      | $50730.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    296000 | PA      | $301180.00    | 0.28%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP      | Northern Trust Corp                                       | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    496000 | PA      | $492280.00    | 0.45%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC   | BP Capital Markets PLC                                    | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1090000 | PA      | $1051850.00   | 0.96%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                                     | CUSIP: 860630706<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      2724 | NS      | $62788.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                          | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359814.08    | 0.33%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                        | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    191000 | PA      | $171539.01    | 0.16%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    641000 | PA      | $599335.00    | 0.55%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC       | Ally Financial Inc                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    567000 | PA      | $538650.00    | 0.49%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                              | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302480.00    | 0.28%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP  | Wintrust Financial Corp                                   | CUSIP: 97650W504<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |      4220 | NS      | $106428.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP           | Air Lease Corp                                            | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96401.25     | 0.09%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    264000 | PA      | $247846.63    | 0.23%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                              | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      4176 | NS      | $81724.32     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    603000 | PA      | $618075.00    | 0.56%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL     | Edison International                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    620000 | PA      | $610834.54    | 0.56%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    571000 | PA      | $566717.50    | 0.52%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $110700.00    | 0.10%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                         | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     10105 | NS      | $268287.75    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC   | BP Capital Markets PLC                                    | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $415968.75    | 0.38%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN | Rogers Communications Inc                                 | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    472000 | PA      | $475540.00    | 0.43%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC   | BP Capital Markets PLC                                    | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $259891.25    | 0.24%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276B109<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |      4176 | NS      | $67358.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1321565.00   | 1.21%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE | Plains All American Pipeline LP                           | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    318000 | PA      | $316410.00    | 0.29%             | N/A             | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     10893 | NS      | $177011.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    416000 | PA      | $406999.22    | 0.37%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP               | Unum Group                                                | CUSIP: 91529Y601<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EP               | CORP              | US        |      5096 | NS      | $124444.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    657000 | PA      | $632421.30    | 0.58%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     13490 | NS      | $350470.20    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505625<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3560 | NS      | $71876.40     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151700.00    | 0.14%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                         | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     16763 | NS      | $348335.14    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS     | Telephone and Data Systems Inc                            | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     12213 | NS      | $217025.01    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS | Brookfield Oaktree Holdings LLC                           | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      3956 | NS      | $84856.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| QVC INC                  | QVC Inc                                                   | CUSIP: 747262301<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |      3868 | NS      | $30595.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38610.00     | 0.04%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN | Rogers Communications Inc                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $375937.50    | 0.34%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      5844 | NS      | $114016.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT    | American Homes 4 Rent                                     | CUSIP: 02665T876<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |      1976 | NS      | $45072.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67006.25     | 0.06%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973155<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     17973 | NS      | $369165.42    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $196497.30    | 0.18%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    763000 | PA      | $776352.50    | 0.71%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251685.00    | 0.23%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                | Spire Inc                                                 | CUSIP: 84857L309<br>LEI: 549300NXSY15DRY2R511 | Long             | EP               | CORP              | US        |      4220 | NS      | $98832.40     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KEMPER CORP              | Kemper Corp                                               | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |      2592 | NS      | $59356.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    377000 | PA      | $383597.50    | 0.35%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP  | Valley National Bancorp                                   | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      1712 | NS      | $42834.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                  | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     21817 | NS      | $413432.15    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     10061 | NS      | $187335.82    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      4876 | NS      | $120876.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD   | Arch Capital Group Ltd                                    | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      5580 | NS      | $114055.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    251000 | PA      | $257477.18    | 0.24%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                           | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    549000 | PA      | $559061.52    | 0.51%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                    | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    119000 | PA      | $112575.96    | 0.10%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                           | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      2152 | NS      | $45105.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC CORP                 | FMC Corp                                                  | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101288.80    | 0.09%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                            | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    221000 | PA      | $226575.17    | 0.21%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                          | CUSIP: 06368B5P9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    492000 | PA      | $489540.00    | 0.45%             | N/A             | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS     | Telephone and Data Systems Inc                            | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7073 | NS      | $137640.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC     | AEGON Funding Co LLC                                      | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |     14592 | NS      | $283960.32    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      8433 | NS      | $214198.20    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| QVC INC                  | QVC Inc                                                   | CUSIP: 747262400<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |      7425 | NS      | $59400.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS | Brookfield Oaktree Holdings LLC                           | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      3076 | NS      | $63857.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                                   | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    851000 | PA      | $822278.75    | 0.75%             | N/A             | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    437000 | PA      | $417881.25    | 0.38%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP             | Navient Corp                                              | CUSIP: 63938C405<br>LEI: 54930067J0ZNOEBRW338 | Long             | EP               | CORP              | US        |      5052 | NS      | $93108.36     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                                       | CUSIP: 316773886<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      3384 | NS      | $81419.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                             | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |      4176 | NS      | $103690.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $147323.75    | 0.13%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP  | Valley National Bancorp                                   | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      1976 | NS      | $48471.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    232000 | PA      | $235974.74    | 0.22%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                        | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24300.45     | 0.02%             | 2081-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                          | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    538000 | PA      | $531275.00    | 0.49%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     10149 | NS      | $255754.80    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC  | Entergy Mississippi LLC                                   | CUSIP: 29364N108<br>LEI: 54930043I78H35DVVW89 | Long             | EP               | CORP              | US        |      4396 | NS      | $89238.80     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                           | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     11249 | NS      | $249952.78    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    814000 | PA      | $789580.00    | 0.72%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP | Western Alliance Bancorp                                  | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |      5052 | NS      | $113417.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                                    | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99371.25     | 0.09%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     15611 | NS      | $259610.93    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56420.00     | 0.05%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                              | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40600.00     | 0.04%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR | Brookfield Infrastructure Partners LP                     | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |      3384 | NS      | $55937.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     22584 | NS      | $383476.32    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES    | TransCanada PipeLines Ltd                                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    369000 | PA      | $369000.00    | 0.34%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432105<br>LEI: 4NYF266XZC35SCTGX023 | Long             | EP               | CORP              | US        |      4256 | NS      | $102101.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    812000 | PA      | $847525.00    | 0.77%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    796000 | PA      | $715405.00    | 0.65%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                          | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     21044 | NS      | $347226.00    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     10105 | NS      | $250604.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51133.02     | 0.05%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX           | USB Capital IX                                            | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $273862.50    | 0.25%             | N/A             | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP           | Brunswick Corp/DE                                         | CUSIP: 117043406<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      3120 | NS      | $72540.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16404 | NS      | $396156.60    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                            | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32950.24     | 0.03%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    182000 | PA      | $178815.00    | 0.16%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     15465 | NS      | $302495.40    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP    | Lincoln National Corp                                     | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |      8477 | NS      | $226335.90    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505583<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      4828 | NS      | $98539.48     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP               | PacifiCorp                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    293000 | PA      | $298438.23    | 0.27%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP              | Exelon Corp                                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    671000 | PA      | $669854.94    | 0.61%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                  | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      8653 | NS      | $146927.94    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                        | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      7509 | NS      | $185472.30    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                      | CUSIP: 060505591<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2504 | NS      | $55037.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                                     | CUSIP: 860630607<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      3780 | NS      | $77074.20     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W628<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4518 | NS      | $87604.02     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC | Digital Realty Trust Inc                                  | CUSIP: 253868855<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      3384 | NS      | $70860.96     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                                    | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      5319 | NS      | $135581.31    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                               | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50745.00     | 0.05%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    423000 | PA      | $425816.63    | 0.39%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP               | US Bancorp                                                | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    989000 | PA      | $946967.50    | 0.86%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                          | CUSIP: 759351AE9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14381.85     | 0.01%             | 2065-12-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    679000 | PA      | $686638.75    | 0.63%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC   | Brookfield Finance Inc                                    | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    563000 | PA      | $536561.24    | 0.49%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                              | CUSIP: 174610402<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      7513 | NS      | $142521.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO         | Georgia Power Co                                          | CUSIP: 373334440<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | EP               | CORP              | US        |      4572 | NS      | $100949.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                             | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      8724 | NS      | $189485.28    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                           | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      3384 | NS      | $61115.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    489000 | PA      | $507337.50    | 0.46%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC   | BP Capital Markets PLC                                    | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    784000 | PA      | $784980.00    | 0.72%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT | Apollo Global Management Inc                              | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      7502 | NS      | $193251.52    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                            | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     11776 | NS      | $302760.96    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                   | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     10807 | NS      | $264339.22    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H774<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      2108 | NS      | $35941.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC       | Voya Financial Inc                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      5096 | NS      | $122915.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC  | Brookfield Finance I UK Plc                               | CUSIP: 11272B103<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | EP               | CORP              | GB        |      3384 | NS      | $52113.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION | W R Berkley Corp                                          | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      5096 | NS      | $97588.40     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289158.31    | 0.26%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                        | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    356000 | PA      | $264974.36    | 0.24%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                | PG&E Corp                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    474000 | PA      | $464842.32    | 0.42%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CADENCE BANK             | Cadence Bank                                              | CUSIP: 12740C202<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EP               | CORP              | US        |      2984 | NS      | $60097.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                             | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     10601 | NS      | $219440.70    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                             | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83850.00     | 0.08%             | N/A             | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC  | WESCO International Inc                                   | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      9137 | NS      | $233176.24    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     22088 | NS      | $392503.76    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                                    | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      6721 | NS      | $113652.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                            | CUSIP: 74460W644<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3922 | NS      | $88754.86     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC | Digital Realty Trust Inc                                  | CUSIP: 253868830<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      3516 | NS      | $82098.60     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                  | KeyCorp                                                   | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      7205 | NS      | $148495.05    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                                     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      5096 | NS      | $84185.92     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI  | Northwest Natural Holding Co                              | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    386000 | PA      | $388895.00    | 0.36%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP      | Bank of Hawaii Corp                                       | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      1717 | NS      | $43663.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                                 | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      2873 | NS      | $48955.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-22

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

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer